JHML vs BBAG

Comparison between JOHN HANCOCK MULTIFACTOR LARGE CAP ETF (JHML, ETF) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG, ETF).

5-Year PerformanceJHML has outperformed BBAG, delivering a return of +11.3% compared to +0.1%

JHML vs BBAG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHML(ETF)	BBAG(ETF)
Net Assets	$1B	$1.10B
Expense Ratio	0.29%	0.03%
Max Drawdown	36.13%	23.99%
Sharpe Ratio	1.93	0.36
5Y Beta	0.91	0.04
P/E Ratio	26.19	N/A
Forward P/E	19.82	N/A
5Y Dividends CAGR	2.28%	13.34%
5Y EPS CAGR	20.99%	N/A
Debt to Equity	28.44%	N/A
P/S Ratio	2.59	N/A
P/B Ratio	4.24	N/A

Net Assets

JHML

$1B

Winner

BBAG

$1.10B

Expense Ratio

JHML

0.29%

Winner

BBAG

0.03%

Max Drawdown

JHML

36.13%

Winner

BBAG

23.99%

Sharpe Ratio

Winner

JHML

1.93

BBAG

0.36

5Y Beta

JHML

0.91

Winner

BBAG

0.04

P/E Ratio

JHML

26.19

BBAG

N/A

Forward P/E

JHML

19.82

BBAG

N/A

5Y Dividends CAGR

JHML

2.28%

Winner

BBAG

13.34%

5Y EPS CAGR

JHML

20.99%

BBAG

N/A

Debt to Equity

JHML

28.44%

BBAG

N/A

P/S Ratio

JHML

2.59

BBAG

N/A

P/B Ratio

JHML

4.24

BBAG

N/A

JHML vs BBAG - Historical Returns

Returns include dividend reinvestment.

Period	JHML	BBAG
1 month	+6.77%	+0.02%
3 months	+4.87%	+0.06%
6 months	+11.02%	+0.89%
1 year	+29.08%	+5.56%
5 years(CAGR)	+11.27%	+0.09%
10 years(CAGR)	+14.15%	N/A
Max(CAGR)	+14.09%	+1.92%

Winner

JHML

+6.77%

BBAG

+0.02%

Winner

JHML

+4.87%

BBAG

+0.06%

Winner

JHML

+11.02%

BBAG

+0.89%

Winner

JHML

+29.08%

BBAG

+5.56%

5Y(CAGR)

Winner

JHML

+11.27%

BBAG

+0.09%

10Y(CAGR)

JHML

+14.15%

BBAG

N/A

Max(CAGR)

Winner

JHML

+14.09%

BBAG

+1.92%

JHML vs BBAG - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	JHML	BBAG
2026	+8.16%	+0.60%
2025	+16.16%	+7.20%
2024	+20.27%	+1.62%
2023	+21.56%	+4.81%
2022	-16.13%	-12.62%
2021	+28.85%	-1.75%
2020	+16.13%	+6.90%
2019	+31.19%	+8.08%
2018	-6.88%	+1.00%
2017	+20.69%	N/A
2016	+14.89%	N/A
2015	+6.38%	N/A

JHML vs BBAG Drawdown Comparison

The maximum drawdown for JHML was -36.13%, occurring on Mar 23, 2020. Recovery took 132 trading sessions.

The maximum drawdown for BBAG was -18.74%, occurring on Oct 21, 2022. This drawdown has not yet recovered.

The current JHML drawdown is -0.18%. The current BBAG drawdown is -2.52%.

Rank	JHML	BBAG
#1	-36.13% Feb 19, 2020 - Aug 26, 2020	-18.74% Aug 6, 2020 - Oct 21, 2022
#2	-23.46% Jan 4, 2022 - Dec 14, 2023	-9.69% Mar 9, 2020 - Jun 10, 2020
#3	-19.78% Sep 21, 2018 - Apr 12, 2019	-2.18% Sep 4, 2019 - Jan 22, 2020
#4	-18.20% Feb 19, 2025 - Jun 27, 2025	-0.90% Jan 3, 2019 - Jan 31, 2019
#5	-13.78% Nov 3, 2015 - Apr 18, 2016	-0.88% Jul 3, 2019 - Aug 1, 2019
#6	-9.80% Jan 26, 2018 - Aug 20, 2018	-0.78% Mar 27, 2019 - May 13, 2019
#7	-8.55% Sep 2, 2020 - Oct 12, 2020	-0.74% Jan 31, 2020 - Feb 20, 2020
#8	-7.95% Feb 9, 2026 - Apr 14, 2026	-0.63% Aug 15, 2019 - Aug 27, 2019
#9	-7.56% Jul 16, 2024 - Aug 30, 2024	-0.60% Feb 26, 2019 - Mar 7, 2019
#10	-6.90% Oct 12, 2020 - Nov 9, 2020	-0.43% Jan 31, 2019 - Feb 7, 2019
#11	-6.58% May 3, 2019 - Jun 20, 2019	-0.43% Dec 19, 2018 - Dec 28, 2018
#12	-6.29% Jul 26, 2019 - Oct 25, 2019	-0.39% Feb 8, 2019 - Feb 19, 2019
#13	-5.90% Jun 8, 2016 - Jul 8, 2016	-0.31% May 15, 2019 - May 23, 2019
#14	-5.57% Mar 28, 2024 - May 15, 2024	-0.29% Jun 11, 2020 - Jun 19, 2020
#15	-5.27% Dec 4, 2024 - Feb 19, 2025	-0.27% Jun 3, 2019 - Jun 13, 2019

Correlation

Correlation between JHML and BBAG is 0.16 which considered as a very weak or no correlation - the stocks move independently of each other.

0.16

-101

Dividend Comparison (2015 - 2026)

JHML vs BBAG dividend yield comparison.

Year	JHML	BBAG
2026	0.00%	1.41%
2025	1.06%	4.29%
2024	1.16%	4.25%
2023	1.39%	3.60%
2022	1.46%	2.23%
2021	1.08%	1.44%
2020	1.59%	2.26%
2019	1.73%	2.92%
2018	1.57%	0.16%
2017	1.44%	0.00%
2016	1.36%	0.00%
2015	0.38%	0.00%