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JHML vs SPY

Comparison between JOHN HANCOCK MULTIFACTOR LARGE CAP ETF (JHML, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed JHML, delivering a return of +13.3% compared to +11.7%

JHML vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
JHML
$1.20B
Winner
SPY
$795B
Expense Ratio
JHML
0.29%
Winner
SPY
0.09%
Max Drawdown
Winner
JHML
36.13%
SPY
56.47%
Sharpe Ratio
Winner
JHML
1.54
SPY
1.42
5Y Beta
Winner
JHML
0.90
SPY
1.00
P/E Ratio
Winner
JHML
24.64
SPY
26.48
Forward P/E
Winner
JHML
19.16
SPY
21.06
PEG Ratio
JHML
N/A
SPY
0.30
5Y Dividends CAGR
Winner
JHML
12.43%
SPY
6.00%
5Y EPS CAGR
JHML
22.82%
Winner
SPY
26.40%
Debt to Equity
JHML
67.15%
Winner
SPY
48.17%
P/S Ratio
Winner
JHML
2.54
SPY
3.72
P/B Ratio
Winner
JHML
4.34
SPY
5.55

JHML vs SPY - Holdings Comparison

JHML and SPY have 458 common holdings. Overlap is 62.38%

JHML's top 25 holdings weight is 32.64%. SPY's top 25 holdings weight is 51.49%.

RankJHMLSPY
#1
NVIDIA CORP (NVDA) - 4.31%
NVIDIA CORP (NVDA) - 7.76%
#2
APPLE INC (AAPL) - 4.19%
APPLE INC (AAPL) - 7.44%
#3
MICROSOFT CORP (MSFT) - 3.21%
MICROSOFT CORP (MSFT) - 4.56%
#4
AMAZON.COM INC (AMZN) - 3.06%
AMAZON.COM INC (AMZN) - 3.74%
#5
ALPHABET INC CLASS A (GOOGL) - 2.63%
ALPHABET INC CLASS A (GOOGL) - 3.14%
#6
BROADCOM INC (AVGO) - 1.89%
BROADCOM INC (AVGO) - 2.83%
#7
META PLATFORMS INC CLASS A (META) - 1.60%
ALPHABET INC CLASS C (GOOG) - 2.53%
#8
MICRON TECHNOLOGY INC (MU) - 1.22%
META PLATFORMS INC CLASS A (META) - 2.18%
#9
JPMORGAN CHASE & CO (JPM) - 1.21%
MICRON TECHNOLOGY INC (MU) - 1.69%
#10
ELI LILLY AND CO (LLY) - 1.04%
TESLA INC (TSLA) - 1.65%
#11
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.91%
ELI LILLY AND CO (LLY) - 1.44%
#12
ADVANCED MICRO DEVICES INC (AMD) - 0.84%
JPMORGAN CHASE & CO (JPM) - 1.43%
#13
ALPHABET INC CLASS C (GOOG) - 0.83%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.39%
#14
JOHNSON & JOHNSON (JNJ) - 0.72%
ADVANCED MICRO DEVICES INC (AMD) - 1.37%
#15
EXXONMOBIL HOLDINGS CORP (XOM) - 0.68%
EXXONMOBIL HOLDINGS CORP (XOM) - 0.97%
#16
VISA INC CLASS A (V) - 0.66%
JOHNSON & JOHNSON (JNJ) - 0.93%
#17
WALMART INC (WMT) - 0.65%
VISA INC CLASS A (V) - 0.91%
#18
TESLA INC (TSLA) - 0.60%
INTEL CORP (INTC) - 0.77%
#19
CATERPILLAR INC (CAT) - 0.57%
WALMART INC (WMT) - 0.75%
#20
INTEL CORP (INTC) - 0.57%
ABBVIE INC (ABBV) - 0.70%
#21
GILEAD SCIENCES INC (GILD) - 0.25%
APPLIED MATERIALS INC (AMAT) - 0.69%
#22
UNION PACIFIC CORP (UNP) - 0.25%
CISCO SYSTEMS INC (CSCO) - 0.68%
#23
VERTIV HOLDINGS CO CLASS A (VRT) - 0.25%
MASTERCARD INC CLASS A (MA) - 0.67%
#24
CUMMINS INC (CMI) - 0.25%
COSTCO WHOLESALE CORP (COST) - 0.64%
#25
DEERE & CO (DE) - 0.25%
CATERPILLAR INC (CAT) - 0.63%
Total Holdings730505

JHML vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
JHML
+2.31%
Winner
SPY
+2.39%
3M
Winner
JHML
+5.98%
SPY
+4.83%
6M
JHML
+11.46%
Winner
SPY
+12.29%
1Y
Winner
JHML
+23.86%
SPY
+22.90%
5Y(CAGR)
JHML
+11.72%
Winner
SPY
+13.32%
10Y(CAGR)
JHML
+14.15%
Winner
SPY
+15.36%
Max(CAGR)
Winner
JHML
+14.36%
SPY
+8.61%

JHML vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearJHMLSPY
2026+14.76%+13.76%
2025+16.16%+18.00%
2024+20.27%+25.59%
2023+21.56%+26.72%
2022-16.13%-18.64%
2021+28.85%+30.52%
2020+16.13%+17.28%
2019+31.19%+31.09%
2018-6.88%-5.24%
2017+20.69%+20.78%
2016+14.89%+13.59%
2015+6.38%+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

JHML vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current JHML drawdown is -0.02%. The current SPY drawdown is -0.03%.

RankJHMLSPY
#1-36.13%
Feb 19, 2020 - Aug 26, 2020		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-23.46%
Jan 4, 2022 - Dec 14, 2023		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-19.78%
Sep 21, 2018 - Apr 12, 2019		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-18.20%
Feb 19, 2025 - Jun 27, 2025		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-13.78%
Nov 3, 2015 - Apr 18, 2016		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-9.80%
Jan 26, 2018 - Aug 20, 2018		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-8.55%
Sep 2, 2020 - Oct 12, 2020		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-7.95%
Feb 9, 2026 - Apr 14, 2026		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-7.56%
Jul 16, 2024 - Aug 30, 2024		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-6.90%
Oct 12, 2020 - Nov 9, 2020		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-6.58%
May 3, 2019 - Jun 20, 2019		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-6.29%
Jul 26, 2019 - Oct 25, 2019		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-5.90%
Jun 8, 2016 - Jul 8, 2016		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-5.57%
Mar 28, 2024 - May 15, 2024		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-5.27%
Dec 4, 2024 - Feb 19, 2025		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between JHML and SPY is 1.00 which considered as a very strong positive correlation - the stocks move almost identically together.

1.00
-101

Dividend Comparison (1999 - 2026)

JHML vs SPY dividend yield comparison.

YearJHMLSPY
20260.42%0.48%
20251.06%1.07%
20241.16%1.21%
20231.39%1.40%
20221.46%1.65%
20211.08%1.20%
20201.59%1.52%
20191.73%1.75%
20181.57%2.04%
20171.44%1.80%
20161.36%2.03%
20150.38%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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