JHML vs CLOI

Comparison between JOHN HANCOCK MULTIFACTOR LARGE CAP ETF (JHML, ETF) and VANECK CLO ETF (CLOI, ETF).

JHML vs CLOI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHML(ETF)	CLOI(ETF)
Net Assets	$1.20B	$1.30B
Expense Ratio	0.29%	0.36%
Max Drawdown	36.13%	3.76%
Sharpe Ratio	1.61	1.44
5Y Beta	0.91	0.08
P/E Ratio	26.50	N/A
Forward P/E	19.92	N/A
5Y Dividends CAGR	2.28%	N/A
5Y EPS CAGR	20.65%	N/A
Debt to Equity	36.37%	N/A
P/S Ratio	2.73	N/A
P/B Ratio	4.50	N/A

Net Assets

JHML

$1.20B

Winner

CLOI

$1.30B

Expense Ratio

Winner

JHML

0.29%

CLOI

0.36%

Max Drawdown

JHML

36.13%

Winner

CLOI

3.76%

Sharpe Ratio

Winner

JHML

1.61

CLOI

1.44

5Y Beta

JHML

0.91

Winner

CLOI

0.08

P/E Ratio

JHML

26.50

CLOI

N/A

Forward P/E

JHML

19.92

CLOI

N/A

5Y Dividends CAGR

JHML

2.28%

CLOI

N/A

5Y EPS CAGR

JHML

20.65%

CLOI

N/A

Debt to Equity

JHML

36.37%

CLOI

N/A

P/S Ratio

JHML

2.73

CLOI

N/A

P/B Ratio

JHML

4.50

CLOI

N/A

JHML vs CLOI - Historical Returns

Returns include dividend reinvestment.

Period	JHML	CLOI
1 month	+3.71%	+0.42%
3 months	+12.71%	+1.79%
6 months	+12.42%	+2.46%
1 year	+26.46%	+5.46%
5 years(CAGR)	+11.97%	N/A
10 years(CAGR)	+14.42%	N/A
Max(CAGR)	+14.31%	+6.98%

Winner

JHML

+3.71%

CLOI

+0.42%

Winner

JHML

+12.71%

CLOI

+1.79%

Winner

JHML

+12.42%

CLOI

+2.46%

Winner

JHML

+26.46%

CLOI

+5.46%

5Y(CAGR)

JHML

+11.97%

CLOI

N/A

10Y(CAGR)

JHML

+14.42%

CLOI

N/A

Max(CAGR)

Winner

JHML

+14.31%

CLOI

+6.98%

JHML vs CLOI - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	JHML	CLOI
2026	+11.84%	+2.08%
2025	+16.16%	+5.81%
2024	+20.27%	+8.08%
2023	+21.56%	+8.74%
2022	-16.13%	+2.59%
2021	+28.85%	N/A
2020	+16.13%	N/A
2019	+31.19%	N/A
2018	-6.88%	N/A
2017	+20.69%	N/A
2016	+14.89%	N/A
2015	+6.38%	N/A

JHML vs CLOI Drawdown Comparison

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

The maximum drawdown for CLOI was -3.25%, occurring on Apr 4, 2025. Recovery took 22 trading sessions.

The current CLOI drawdown is -0.08%.

Rank	JHML	CLOI
#1	-36.13% Feb 19, 2020 - Aug 26, 2020	-3.25% Apr 1, 2025 - May 2, 2025
#2	-23.46% Jan 4, 2022 - Dec 14, 2023	-2.70% Aug 18, 2022 - Dec 14, 2022
#3	-19.78% Sep 21, 2018 - Apr 12, 2019	-1.29% Jun 23, 2022 - Aug 1, 2022
#4	-18.20% Feb 19, 2025 - Jun 27, 2025	-0.88% Mar 8, 2023 - Apr 12, 2023
#5	-13.78% Nov 3, 2015 - Apr 18, 2016	-0.62% Feb 25, 2026 - Apr 8, 2026
#6	-9.80% Jan 26, 2018 - Aug 20, 2018	-0.49% Mar 18, 2025 - Apr 1, 2025
#7	-8.55% Sep 2, 2020 - Oct 12, 2020	-0.43% Apr 24, 2024 - May 7, 2024
#8	-7.95% Feb 9, 2026 - Apr 14, 2026	-0.32% Nov 29, 2023 - Dec 13, 2023
#9	-7.56% Jul 16, 2024 - Aug 30, 2024	-0.29% Feb 13, 2024 - Feb 28, 2024
#10	-6.90% Oct 12, 2020 - Nov 9, 2020	-0.27% Nov 7, 2023 - Nov 14, 2023
#11	-6.58% May 3, 2019 - Jun 20, 2019	-0.26% May 19, 2025 - May 27, 2025
#12	-6.29% Jul 26, 2019 - Oct 25, 2019	-0.25% Jul 8, 2025 - Jul 21, 2025
#13	-5.90% Jun 8, 2016 - Jul 8, 2016	-0.23% Dec 14, 2022 - Dec 22, 2022
#14	-5.57% Mar 28, 2024 - May 15, 2024	-0.23% May 13, 2025 - May 16, 2025
#15	-5.27% Dec 4, 2024 - Feb 19, 2025	-0.23% Jul 25, 2025 - Aug 4, 2025

Correlation

Correlation between JHML and CLOI is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2015 - 2026)

JHML vs CLOI dividend yield comparison.

Year	JHML	CLOI
2026	0.00%	2.08%
2025	1.06%	5.61%
2024	1.16%	6.71%
2023	1.39%	5.61%
2022	1.46%	2.23%
2021	1.08%	0.00%
2020	1.59%	0.00%
2019	1.73%	0.00%
2018	1.57%	0.00%
2017	1.44%	0.00%
2016	1.36%	0.00%
2015	0.38%	0.00%