JHML vs XAGG

Comparison between JOHN HANCOCK MULTIFACTOR LARGE CAP ETF (JHML, ETF) and EATON VANCE INCOME OPPORTUNITIES ETF (XAGG, ETF).

JHML vs XAGG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHML(ETF)	XAGG(ETF)
Net Assets	$1.20B	$1.30B
Expense Ratio	0.29%	0.50%
Max Drawdown	36.13%	3.58%
Sharpe Ratio	1.54	0.68
5Y Beta	0.90	0.16
P/E Ratio	25.02	N/A
Forward P/E	19.43	N/A
5Y Dividends CAGR	12.43%	N/A
5Y EPS CAGR	21.19%	N/A
Debt to Equity	73.44%	N/A
P/S Ratio	2.66	N/A
P/B Ratio	4.45	N/A

Net Assets

JHML

$1.20B

Winner

XAGG

$1.30B

Expense Ratio

Winner

JHML

0.29%

XAGG

0.50%

Max Drawdown

JHML

36.13%

Winner

XAGG

3.58%

Sharpe Ratio

Winner

JHML

1.54

XAGG

0.68

5Y Beta

JHML

0.90

Winner

XAGG

0.16

P/E Ratio

JHML

25.02

XAGG

N/A

Forward P/E

JHML

19.43

XAGG

N/A

5Y Dividends CAGR

JHML

12.43%

XAGG

N/A

5Y EPS CAGR

JHML

21.19%

XAGG

N/A

Debt to Equity

JHML

73.44%

XAGG

N/A

P/S Ratio

JHML

2.66

XAGG

N/A

P/B Ratio

JHML

4.45

XAGG

N/A

JHML vs XAGG - Historical Returns

Returns include dividend reinvestment.

Period	JHML	XAGG
1 month	+2.97%	+0.32%
3 months	+6.68%	+0.98%
6 months	+11.61%	+0.97%
1 year	+24.25%	N/A
5 years(CAGR)	+11.73%	N/A
10 years(CAGR)	+14.14%	N/A
Max(CAGR)	+14.38%	+6.20%

Winner

JHML

+2.97%

XAGG

+0.32%

Winner

JHML

+6.68%

XAGG

+0.98%

Winner

JHML

+11.61%

XAGG

+0.97%

JHML

+24.25%

XAGG

N/A

5Y(CAGR)

JHML

+11.73%

XAGG

N/A

10Y(CAGR)

JHML

+14.14%

XAGG

N/A

Max(CAGR)

Winner

JHML

+14.38%

XAGG

+6.20%

JHML vs XAGG - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	JHML	XAGG
2026	+14.79%	+2.69%
2025	+16.16%	+1.61%
2024	+20.27%	N/A
2023	+21.56%	N/A
2022	-16.13%	N/A
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 XAGG Drawdown Comparison

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

The maximum drawdown for XAGG was -2.88%, occurring on Mar 30, 2026. Recovery took 75 trading sessions.

Rank	JHML	XAGG
#1	-36.13% Feb 19, 2020 - Aug 26, 2020	-2.88% Feb 27, 2026 - Jun 16, 2026
#2	-23.46% Jan 4, 2022 - Dec 14, 2023	-1.02% Jul 6, 2026 - Aug 5, 2026
#3	-19.78% Sep 21, 2018 - Apr 12, 2019	-0.71% Dec 4, 2025 - Dec 22, 2025
#4	-18.20% Feb 19, 2025 - Jun 27, 2025	-0.60% Jun 16, 2026 - Jun 29, 2026
#5	-13.78% Nov 3, 2015 - Apr 18, 2016	-0.36% Nov 13, 2025 - Nov 21, 2025
#6	-9.80% Jan 26, 2018 - Aug 20, 2018	-0.31% Jan 14, 2026 - Jan 22, 2026
#7	-8.55% Sep 2, 2020 - Oct 12, 2020	-0.22% Nov 28, 2025 - Dec 3, 2025
#8	-7.95% Feb 9, 2026 - Apr 14, 2026	-0.22% Feb 10, 2026 - Feb 12, 2026
#9	-7.56% Jul 16, 2024 - Aug 30, 2024	-0.19% Jan 30, 2026 - Feb 6, 2026
#10	-6.90% Oct 12, 2020 - Nov 9, 2020	-0.18% Jun 29, 2026 - Jul 6, 2026
#11	-6.58% May 3, 2019 - Jun 20, 2019	-0.16% Aug 5, 2026 - Aug 7, 2026
#12	-6.29% Jul 26, 2019 - Oct 25, 2019	-0.16% Dec 24, 2025 - Jan 2, 2026
#13	-5.90% Jun 8, 2016 - Jul 8, 2016	-0.13% Jan 6, 2026 - Jan 9, 2026
#14	-5.57% Mar 28, 2024 - May 15, 2024	-0.08% Nov 10, 2025 - Nov 12, 2025
#15	-5.27% Dec 4, 2024 - Feb 19, 2025	-0.06% Jan 9, 2026 - Jan 14, 2026

Correlation

Correlation between JHML and XAGG is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2015 - 2026)

JHML vs XAGG dividend yield comparison.

Year	JHML	XAGG
2026	0.42%	4.00%
2025	1.06%	1.02%
2024	1.16%	0.00%
2023	1.39%	0.00%
2022	1.46%	0.00%
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%