JHML vs BBN

Comparison between JOHN HANCOCK MULTIFACTOR LARGE CAP ETF (JHML, ETF) and BlackRock Taxable Municipal Bond Trust (BBN, ETF).

5-Year PerformanceJHML has outperformed BBN, delivering a return of +11.3% compared to -2.0%

JHML vs BBN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHML(ETF)	BBN(ETF)
Net Assets	$1B	$1.10B
Expense Ratio	0.29%	N/A
Max Drawdown	36.13%	47.35%
Sharpe Ratio	1.93	0.47
5Y Beta	0.91	0.14
P/E Ratio	26.19	N/A
Forward P/E	19.82	N/A
5Y Dividends CAGR	2.28%	-1.79%
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

BBN

$1.10B

Expense Ratio

JHML

0.29%

BBN

N/A

Max Drawdown

Winner

JHML

36.13%

BBN

47.35%

Sharpe Ratio

Winner

JHML

1.93

BBN

0.47

5Y Beta

JHML

0.91

Winner

BBN

0.14

P/E Ratio

JHML

26.19

BBN

N/A

Forward P/E

JHML

19.82

BBN

N/A

5Y Dividends CAGR

Winner

JHML

2.28%

BBN

-1.79%

5Y EPS CAGR

JHML

20.99%

BBN

N/A

Debt to Equity

JHML

28.44%

BBN

N/A

P/S Ratio

JHML

2.59

BBN

N/A

P/B Ratio

JHML

4.24

BBN

N/A

JHML vs BBN - Historical Returns

Returns include dividend reinvestment.

Period	JHML	BBN
1 month	+6.77%	-0.69%
3 months	+4.87%	+0.03%
6 months	+11.02%	-2.80%
1 year	+29.08%	+8.69%
5 years(CAGR)	+11.27%	-2.01%
10 years(CAGR)	+14.15%	+2.76%
Max(CAGR)	+14.09%	+5.65%

Winner

JHML

+6.77%

BBN

-0.69%

Winner

JHML

+4.87%

BBN

+0.03%

Winner

JHML

+11.02%

BBN

-2.80%

Winner

JHML

+29.08%

BBN

+8.69%

5Y(CAGR)

Winner

JHML

+11.27%

BBN

-2.01%

10Y(CAGR)

Winner

JHML

+14.15%

BBN

+2.76%

Max(CAGR)

Winner

JHML

+14.09%

BBN

+5.65%

JHML vs BBN - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	JHML	BBN
2026	+8.16%	+1.32%
2025	+16.16%	+8.65%
2024	+20.27%	+5.90%
2023	+21.56%	+1.05%
2022	-16.13%	-30.35%
2021	+28.85%	+4.19%
2020	+16.13%	+15.34%
2019	+31.19%	+24.63%
2018	-6.88%	-2.70%
2017	+20.69%	+14.37%
2016	+14.89%	+9.49%
2015	+6.38%	+2.31%
2014	N/A	+25.88%
2013	N/A	-9.34%
2012	N/A	+14.55%
2011	N/A	+30.41%
2010	N/A	-10.94%

JHML vs BBN Drawdown Comparison

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

The maximum drawdown for BBN was -38.38%, occurring on Oct 25, 2023. This drawdown has not yet recovered.

The current JHML drawdown is -0.18%. The current BBN drawdown is -18.11%.

Rank	JHML	BBN
#1	-36.13% Feb 19, 2020 - Aug 26, 2020	-38.38% Sep 15, 2021 - Oct 25, 2023
#2	-23.46% Jan 4, 2022 - Dec 14, 2023	-22.76% Mar 6, 2020 - Jul 24, 2020
#3	-19.78% Sep 21, 2018 - Apr 12, 2019	-17.90% Mar 6, 2013 - Jun 16, 2014
#4	-18.20% Feb 19, 2025 - Jun 27, 2025	-17.43% Aug 10, 2016 - Aug 22, 2017
#5	-13.78% Nov 3, 2015 - Apr 18, 2016	-15.13% Sep 17, 2010 - Jul 5, 2011
#6	-9.80% Jan 26, 2018 - Aug 20, 2018	-12.99% Feb 2, 2015 - Jan 11, 2016
#7	-8.55% Sep 2, 2020 - Oct 12, 2020	-11.77% Dec 29, 2020 - Aug 2, 2021
#8	-7.95% Feb 9, 2026 - Apr 14, 2026	-11.60% Jan 4, 2018 - Jan 25, 2019
#9	-7.56% Jul 16, 2024 - Aug 30, 2024	-7.66% Sep 4, 2019 - Jan 15, 2020
#10	-6.90% Oct 12, 2020 - Nov 9, 2020	-6.45% Mar 12, 2012 - Apr 27, 2012
#11	-6.58% May 3, 2019 - Jun 20, 2019	-6.16% Aug 1, 2012 - Mar 4, 2013
#12	-6.29% Jul 26, 2019 - Oct 25, 2019	-5.79% Jul 5, 2011 - Aug 3, 2011
#13	-5.90% Jun 8, 2016 - Jul 8, 2016	-5.55% Feb 26, 2020 - Mar 6, 2020
#14	-5.57% Mar 28, 2024 - May 15, 2024	-5.21% May 13, 2016 - Jun 13, 2016
#15	-5.27% Dec 4, 2024 - Feb 19, 2025	-5.21% Aug 7, 2020 - Sep 2, 2020

Correlation

Correlation between JHML and BBN is 0.50 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.50

-101

Dividend Comparison (2010 - 2026)

JHML vs BBN dividend yield comparison.

Year	JHML	BBN
2026	0.00%	2.45%
2025	1.06%	7.01%
2024	1.16%	6.92%
2023	1.39%	7.16%
2022	1.46%	7.91%
2021	1.08%	5.45%
2020	1.59%	5.05%
2019	1.73%	5.66%
2018	1.57%	7.09%
2017	1.44%	6.82%
2016	1.36%	7.32%
2015	0.38%	7.54%
2014	0.00%	7.14%
2013	0.00%	8.26%
2012	0.00%	6.91%
2011	0.00%	6.86%
2010	0.00%	2.73%