JHSC vs LGOV

Comparison between JOHN HANCOCK MULTIFACTOR SMALL CAP ETF (JHSC, ETF) and FIRST TRUST LONG DURATION OPPORTUNITIES ETF (LGOV, ETF).

5-Year PerformanceJHSC has outperformed LGOV, delivering a return of +6.9% compared to -1.9%

JHSC vs LGOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHSC(ETF)	LGOV(ETF)
Net Assets	$670M	$665M
Expense Ratio	0.42%	0.49%
Max Drawdown	42.66%	37.47%
Sharpe Ratio	1.18	0.12
5Y Beta	0.98	0.02
P/E Ratio	26.44	N/A
Forward P/E	15.06	N/A
5Y Dividends CAGR	6.62%	-1.51%
5Y EPS CAGR	16.51%	N/A
Debt to Equity	41.43%	N/A
P/S Ratio	1.30	N/A
P/B Ratio	2.23	N/A

Net Assets

Winner

JHSC

$670M

LGOV

$665M

Expense Ratio

Winner

JHSC

0.42%

LGOV

0.49%

Max Drawdown

JHSC

42.66%

Winner

LGOV

37.47%

Sharpe Ratio

Winner

JHSC

1.18

LGOV

0.12

5Y Beta

JHSC

0.98

Winner

LGOV

0.02

P/E Ratio

JHSC

26.44

LGOV

N/A

Forward P/E

JHSC

15.06

LGOV

N/A

5Y Dividends CAGR

Winner

JHSC

6.62%

LGOV

-1.51%

5Y EPS CAGR

JHSC

16.51%

LGOV

N/A

Debt to Equity

JHSC

41.43%

LGOV

N/A

P/S Ratio

JHSC

1.30

LGOV

N/A

P/B Ratio

JHSC

2.23

LGOV

N/A

JHSC vs LGOV - Historical Returns

Returns include dividend reinvestment.

Period	JHSC	LGOV
1 month	+0.17%	-1.04%
3 months	+4.84%	-3.03%
6 months	+10.00%	-1.33%
1 year	+23.91%	+4.44%
5 years(CAGR)	+6.91%	-1.87%
10 years(CAGR)	+8.64%	N/A
Max(CAGR)	+8.64%	+1.08%

Winner

JHSC

+0.17%

LGOV

-1.04%

Winner

JHSC

+4.84%

LGOV

-3.03%

Winner

JHSC

+10.00%

LGOV

-1.33%

Winner

JHSC

+23.91%

LGOV

+4.44%

5Y(CAGR)

Winner

JHSC

+6.91%

LGOV

-1.87%

10Y(CAGR)

JHSC

+8.64%

LGOV

N/A

Max(CAGR)

Winner

JHSC

+8.64%

LGOV

+1.08%

JHSC vs LGOV - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	JHSC	LGOV
2026	+9.68%	-1.11%
2025	+7.26%	+9.08%
2024	+10.44%	-1.38%
2023	+21.35%	+3.91%
2022	-15.01%	-18.69%
2021	+21.47%	-2.09%
2020	+11.50%	+11.10%
2019	+24.48%	+11.54%
2018	-12.49%	N/A
2017	+4.48%	N/A

JHSC vs LGOV Drawdown Comparison

The maximum drawdown for JHSC was -42.66%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.

The maximum drawdown for LGOV was -30.86%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current JHSC drawdown is -1.45%. The current LGOV drawdown is -15.86%.

Rank	JHSC	LGOV
#1	-42.66% Feb 20, 2020 - Nov 16, 2020	-30.86% Mar 9, 2020 - Oct 19, 2023
#2	-25.22% Nov 8, 2021 - Dec 26, 2023	-4.68% Sep 4, 2019 - Jan 30, 2020
#3	-25.15% Nov 25, 2024 - Dec 10, 2025	-1.68% Mar 28, 2019 - May 13, 2019
#4	-24.70% Aug 29, 2018 - Jan 14, 2020	-1.49% Jul 3, 2019 - Aug 1, 2019
#5	-10.77% Jan 23, 2018 - Jun 5, 2018	-1.15% Feb 26, 2019 - Mar 8, 2019
#6	-9.63% Feb 9, 2026 - Apr 17, 2026	-0.99% Jan 31, 2020 - Feb 18, 2020
#7	-8.07% Jul 31, 2024 - Sep 19, 2024	-0.83% Aug 15, 2019 - Aug 27, 2019
#8	-7.61% Mar 28, 2024 - Jul 15, 2024	-0.65% Jun 3, 2019 - Jun 18, 2019
#9	-7.05% Apr 28, 2021 - Sep 1, 2021	-0.44% Feb 8, 2019 - Feb 19, 2019
#10	-6.95% Mar 15, 2021 - Apr 16, 2021	-0.43% Feb 1, 2019 - Feb 7, 2019
#11	-5.48% Feb 24, 2021 - Mar 11, 2021	-0.39% Feb 20, 2019 - Feb 26, 2019
#12	-5.40% Dec 27, 2023 - Mar 1, 2024	-0.33% May 17, 2019 - May 23, 2019
#13	-4.66% Jan 20, 2021 - Feb 4, 2021	-0.31% Jun 28, 2019 - Jul 2, 2019
#14	-4.65% Sep 2, 2021 - Oct 20, 2021	-0.24% Aug 28, 2019 - Sep 3, 2019
#15	-4.35% Nov 11, 2024 - Nov 25, 2024	-0.24% Aug 8, 2019 - Aug 12, 2019

Correlation

Correlation between JHSC and LGOV is -0.32 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.32

-101