JHML vs PEY
Comparison between JOHN HANCOCK MULTIFACTOR LARGE CAP ETF (JHML, ETF) and INVESCO HIGH YIELD EQUITY DIVIDEND ACHIEVERS ETF (PEY, ETF).
5-Year PerformanceJHML has outperformed PEY, delivering a return of +11.5% compared to +5.9%
JHML vs PEY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
JHML
$1.10B
PEY
$1.10B
Expense Ratio
Winner
JHML
0.29%
PEY
0.54%
Max Drawdown
Winner
JHML
36.13%
PEY
75.62%
Sharpe Ratio
Winner
JHML
1.62
PEY
1.03
5Y Beta
JHML
0.91
Winner
PEY
0.58
P/E Ratio
Winner
JHML
27.09
PEY
34.22
Forward P/E
JHML
20.23
Winner
PEY
11.36
PEG Ratio
JHML
N/A
PEY
-0.05
5Y Dividends CAGR
JHML
2.28%
Winner
PEY
7.91%
5Y EPS CAGR
Winner
JHML
21.10%
PEY
4.52%
Debt to Equity
JHML
39.96%
Winner
PEY
-146.17%
P/S Ratio
JHML
2.72
Winner
PEY
0.77
P/B Ratio
JHML
4.48
Winner
PEY
1.69
JHML vs PEY - Holdings Comparison
JHML and PEY have 27 common holdings. Overlap is 2.94%
JHML's top 25 holdings weight is 34.59%. PEY's top 25 holdings weight is 64.10%.
| Rank | JHML | PEY |
|---|---|---|
| #1 | NVIDIA CORP (NVDA) - 4.37% | INSPERITY INC (NSP) - 5.56% |
| #2 | APPLE INC (AAPL) - 4.30% | LYONDELLBASELL INDUSTRIES NV CLASS A (LYB) - 4.42% |
| #3 | AMAZON.COM INC (AMZN) - 3.08% | ROBERT HALF INC (RHI) - 4.15% |
| #4 | ALPHABET INC CLASS A (GOOGL) - 2.92% | HP INC (HPQ) - 3.07% |
| #5 | MICROSOFT CORP (MSFT) - 2.83% | FLOWERS FOODS INC (FLO) - 3.05% |
| #6 | BROADCOM INC (AVGO) - 1.98% | PERRIGO CO PLC (PRGO) - 2.78% |
| #7 | META PLATFORMS INC CLASS A (META) - 1.72% | SKYWORKS SOLUTIONS INC (SWKS) - 2.58% |
| #8 | MICRON TECHNOLOGY INC (MU) - 1.27% | H&R BLOCK INC (HRB) - 2.56% |
| #9 | JPMORGAN CHASE & CO (JPM) - 1.07% | ALTRIA GROUP INC (MO) - 2.45% |
| #10 | ELI LILLY AND CO (LLY) - 0.97% | JOHN WILEY & SONS INC CLASS A (WLY) - 2.43% |
| #11 | ALPHABET INC CLASS C (GOOG) - 0.92% | BEST BUY CO INC (BBY) - 2.43% |
| #12 | ADVANCED MICRO DEVICES INC (AMD) - 0.91% | UNIVERSAL CORP (UVV) - 2.40% |
| #13 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.87% | T. ROWE PRICE GROUP INC (TROW) - 2.29% |
| #14 | TESLA INC (TSLA) - 0.83% | PFIZER INC (PFE) - 2.26% |
| #15 | INTEL CORP (INTC) - 0.73% | FRANKLIN RESOURCES INC (BEN) - 2.25% |
| #16 | WALMART INC (WMT) - 0.71% | PRUDENTIAL FINANCIAL INC (PRU) - 2.24% |
| #17 | EXXON MOBIL CORP (XOM) - 0.70% | PEOPLES BANCORP INC (MARIETTA OH) (PEBO) - 2.14% |
| #18 | JOHNSON & JOHNSON (JNJ) - 0.66% | VERIZON COMMUNICATIONS INC (VZ) - 2.05% |
| #19 | CATERPILLAR INC (CAT) - 0.62% | POLARIS INC (PII) - 1.94% |
| #20 | VISA INC CLASS A (V) - 0.61% | UNITED PARCEL SERVICE INC CLASS B (UPS) - 1.93% |
| #21 | LAM RESEARCH CORP (LRCX) - 0.57% | AVISTA CORP (AVA) - 1.92% |
| #22 | CISCO SYSTEMS INC (CSCO) - 0.57% | MAIN STREET CAPITAL CORP (MAIN) - 1.88% |
| #23 | APPLIED MATERIALS INC (AMAT) - 0.47% | PAYCHEX INC (PAYX) - 1.81% |
| #24 | MASTERCARD INC CLASS A (MA) - 0.47% | SIMMONS FIRST NATIONAL CORP CLASS A (SFNC) - 1.80% |
| #25 | PROCTER & GAMBLE CO (PG) - 0.44% | TARGET CORP (TGT) - 1.71% |
| Total Holdings | 780 | 53 |
JHML vs PEY - Historical Returns
Returns include dividend reinvestment.
1M
JHML
+1.97%
Winner
PEY
+3.18%
3M
Winner
JHML
+7.57%
PEY
+7.13%
6M
JHML
+9.43%
Winner
PEY
+14.13%
1Y
Winner
JHML
+24.84%
PEY
+18.92%
5Y(CAGR)
Winner
JHML
+11.46%
PEY
+5.92%
10Y(CAGR)
Winner
JHML
+13.94%
PEY
+8.57%
Max(CAGR)
Winner
JHML
+14.08%
PEY
+6.37%
JHML vs PEY - Annual Returns (2004 - 2026)
Returns include dividend reinvestment.
| Year | JHML | PEY |
|---|---|---|
| 2026 | +9.07% | +12.86% |
| 2025 | +16.16% | +0.97% |
| 2024 | +20.27% | +4.01% |
| 2023 | +21.56% | +6.68% |
| 2022 | -16.13% | +1.58% |
| 2021 | +28.85% | +27.32% |
| 2020 | +16.13% | -3.45% |
| 2019 | +31.19% | +24.91% |
| 2018 | -6.88% | -7.73% |
| 2017 | +20.69% | +8.39% |
| 2016 | +14.89% | +32.58% |
| 2015 | +6.38% | +3.14% |
| 2014 | N/A | +19.53% |
| 2013 | N/A | +27.30% |
| 2012 | N/A | +5.91% |
| 2011 | N/A | +7.37% |
| 2010 | N/A | +19.01% |
| 2009 | N/A | +3.14% |
| 2008 | N/A | -36.98% |
| 2007 | N/A | -15.50% |
| 2006 | N/A | +12.37% |
| 2005 | N/A | +2.13% |
| 2004 | N/A | +3.49% |
JHML vs PEY Drawdown Comparison
The maximum drawdown for JHML was -36.13%, occurring on Mar 23, 2020. Recovery took 132 trading sessions.
The maximum drawdown for PEY was -72.77%, occurring on Mar 9, 2009. Recovery took 1816 trading sessions.
The current JHML drawdown is -2.32%.
| Rank | JHML | PEY |
|---|---|---|
| #1 | -36.13% Feb 19, 2020 - Aug 26, 2020 | -72.77% Dec 27, 2006 - Mar 18, 2014 |
| #2 | -23.46% Jan 4, 2022 - Dec 14, 2023 | -41.53% Jan 16, 2020 - Jan 14, 2021 |
| #3 | -19.78% Sep 21, 2018 - Apr 12, 2019 | -17.91% Nov 25, 2024 - Feb 3, 2026 |
| #4 | -18.20% Feb 19, 2025 - Jun 27, 2025 | -16.29% Sep 13, 2018 - Mar 18, 2019 |
| #5 | -13.78% Nov 3, 2015 - Apr 18, 2016 | -15.96% Apr 20, 2022 - Dec 14, 2023 |
| #6 | -9.80% Jan 26, 2018 - Aug 20, 2018 | -10.77% Dec 1, 2015 - Mar 3, 2016 |
| #7 | -8.55% Sep 2, 2020 - Oct 12, 2020 | -10.42% Jan 26, 2018 - Sep 5, 2018 |
| #8 | -7.95% Feb 9, 2026 - Apr 14, 2026 | -8.93% May 10, 2021 - Dec 31, 2021 |
| #9 | -7.56% Jul 16, 2024 - Aug 30, 2024 | -8.85% Apr 23, 2015 - Oct 15, 2015 |
| #10 | -6.90% Oct 12, 2020 - Nov 9, 2020 | -8.67% Jan 2, 2024 - Jul 16, 2024 |
| #11 | -6.58% May 3, 2019 - Jun 20, 2019 | -8.08% Jul 28, 2005 - Jan 27, 2006 |
| #12 | -6.29% Jul 26, 2019 - Oct 25, 2019 | -7.40% Feb 4, 2026 - Apr 20, 2026 |
| #13 | -5.90% Jun 8, 2016 - Jul 8, 2016 | -6.65% Jul 26, 2019 - Sep 11, 2019 |
| #14 | -5.57% Mar 28, 2024 - May 15, 2024 | -6.53% Dec 28, 2004 - Jun 17, 2005 |
| #15 | -5.27% Dec 4, 2024 - Feb 19, 2025 | -6.32% Apr 30, 2019 - Jun 20, 2019 |
Correlation
Correlation between JHML and PEY is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2004 - 2026)
JHML vs PEY dividend yield comparison.
| Year | JHML | PEY |
|---|---|---|
| 2026 | 0.00% | 1.79% |
| 2025 | 1.06% | 4.85% |
| 2024 | 1.16% | 4.44% |
| 2023 | 1.39% | 4.58% |
| 2022 | 1.46% | 4.22% |
| 2021 | 1.08% | 3.83% |
| 2020 | 1.59% | 4.30% |
| 2019 | 1.73% | 3.78% |
| 2018 | 1.57% | 4.33% |
| 2017 | 1.44% | 3.21% |
| 2016 | 1.36% | 3.12% |
| 2015 | 0.38% | 3.44% |
| 2014 | 0.00% | 3.24% |
| 2013 | 0.00% | 3.28% |
| 2012 | 0.00% | 4.33% |
| 2011 | 0.00% | 3.70% |
| 2010 | 0.00% | 3.96% |
| 2009 | 0.00% | 4.54% |
| 2008 | 0.00% | 7.08% |
| 2007 | 0.00% | 4.90% |
| 2006 | 0.00% | 3.34% |
| 2005 | 0.00% | 3.28% |
| 2004 | 0.00% | 0.24% |
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