JHSC vs MUJ

Comparison between JOHN HANCOCK MULTIFACTOR SMALL CAP ETF (JHSC, ETF) and BlackRock MuniHoldings New Jersey Quality Fund Inc (MUJ, ETF).

5-Year PerformanceJHSC has outperformed MUJ, delivering a return of +6.9% compared to +0.1%

JHSC vs MUJ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHSC(ETF)	MUJ(ETF)
Net Assets	$670M	$669M
Expense Ratio	0.42%	N/A
Max Drawdown	42.66%	47.31%
Sharpe Ratio	1.18	1.63
5Y Beta	0.98	0.19
P/E Ratio	26.44	N/A
Forward P/E	15.06	N/A
5Y Dividends CAGR	6.62%	-0.94%
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

MUJ

$669M

Expense Ratio

JHSC

0.42%

MUJ

N/A

Max Drawdown

Winner

JHSC

42.66%

MUJ

47.31%

Sharpe Ratio

JHSC

1.18

Winner

MUJ

1.63

5Y Beta

JHSC

0.98

Winner

MUJ

0.19

P/E Ratio

JHSC

26.44

MUJ

N/A

Forward P/E

JHSC

15.06

MUJ

N/A

5Y Dividends CAGR

Winner

JHSC

6.62%

MUJ

-0.94%

5Y EPS CAGR

JHSC

16.51%

MUJ

N/A

Debt to Equity

JHSC

41.43%

MUJ

N/A

P/S Ratio

JHSC

1.30

MUJ

N/A

P/B Ratio

JHSC

2.23

MUJ

N/A

JHSC vs MUJ - Historical Returns

Returns include dividend reinvestment.

Period	JHSC	MUJ
1 month	+0.17%	+1.19%
3 months	+4.84%	-0.85%
6 months	+10.00%	+3.71%
1 year	+23.91%	+19.60%
5 years(CAGR)	+6.91%	+0.09%
10 years(CAGR)	+8.64%	+2.57%
Max(CAGR)	+8.64%	+5.69%

JHSC

+0.17%

Winner

MUJ

+1.19%

Winner

JHSC

+4.84%

MUJ

-0.85%

Winner

JHSC

+10.00%

MUJ

+3.71%

Winner

JHSC

+23.91%

MUJ

+19.60%

5Y(CAGR)

Winner

JHSC

+6.91%

MUJ

+0.09%

10Y(CAGR)

Winner

JHSC

+8.64%

MUJ

+2.57%

Max(CAGR)

Winner

JHSC

+8.64%

MUJ

+5.69%

JHSC vs MUJ - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	JHSC	MUJ
2026	+9.68%	+4.89%
2025	+7.26%	+12.32%
2024	+10.44%	+1.48%
2023	+21.35%	+5.81%
2022	-15.01%	-25.72%
2021	+21.47%	+16.08%
2020	+11.50%	+6.09%
2019	+24.48%	+17.37%
2018	-12.49%	-8.68%
2017	+4.48%	+9.28%
2016	N/A	+1.85%
2015	N/A	+5.06%
2014	N/A	+16.91%
2013	N/A	-17.73%
2012	N/A	+12.41%
2011	N/A	+24.95%
2010	N/A	+4.59%
2009	N/A	+37.41%
2008	N/A	-20.84%
2007	N/A	-8.12%
2006	N/A	+2.99%
2005	N/A	+9.77%
2004	N/A	+10.58%
2003	N/A	+10.72%
2002	N/A	+11.02%
2001	N/A	+12.40%
2000	N/A	+6.49%
1999	N/A	-3.69%

JHSC vs MUJ Drawdown Comparison

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

The maximum drawdown for MUJ was -41.68%, occurring on Oct 10, 2008. Recovery took 584 trading sessions.

The current JHSC drawdown is -1.45%. The current MUJ drawdown is -2.89%.

Rank	JHSC	MUJ
#1	-42.66% Feb 20, 2020 - Nov 16, 2020	-41.68% May 2, 2007 - Aug 25, 2009
#2	-25.22% Nov 8, 2021 - Dec 26, 2023	-32.68% Sep 22, 2021 - Oct 26, 2023
#3	-25.15% Nov 25, 2024 - Dec 10, 2025	-26.75% Feb 13, 2020 - Aug 10, 2020
#4	-24.70% Aug 29, 2018 - Jan 14, 2020	-22.63% Jan 10, 2013 - Feb 2, 2015
#5	-10.77% Jan 23, 2018 - Jun 5, 2018	-16.01% Nov 2, 2010 - Nov 1, 2011
#6	-9.63% Feb 9, 2026 - Apr 17, 2026	-15.43% Jul 8, 2016 - Jul 12, 2019
#7	-8.07% Jul 31, 2024 - Sep 19, 2024	-15.37% Apr 6, 2000 - Jan 2, 2001
#8	-7.61% Mar 28, 2024 - Jul 15, 2024	-13.31% Mar 11, 2004 - Aug 25, 2004
#9	-7.05% Apr 28, 2021 - Sep 1, 2021	-12.13% Feb 3, 2015 - Jan 5, 2016
#10	-6.95% Mar 15, 2021 - Apr 16, 2021	-12.12% Nov 8, 1999 - Apr 5, 2000
#11	-5.48% Feb 24, 2021 - Mar 11, 2021	-11.16% Jun 19, 2003 - Jan 12, 2004
#12	-5.40% Dec 27, 2023 - Mar 1, 2024	-9.23% Feb 14, 2005 - May 23, 2005
#13	-4.66% Jan 20, 2021 - Feb 4, 2021	-9.13% Sep 30, 2002 - Mar 3, 2003
#14	-4.65% Sep 2, 2021 - Oct 20, 2021	-8.76% Dec 14, 2005 - Sep 21, 2006
#15	-4.35% Nov 11, 2024 - Nov 25, 2024	-7.69% Mar 13, 2012 - Jul 6, 2012

Correlation

Correlation between JHSC and MUJ is 0.63 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.63

-101

Dividend Comparison (2000 - 2026)

JHSC vs MUJ dividend yield comparison.

Year	JHSC	MUJ
2026	0.00%	2.20%
2025	1.13%	5.45%
2024	0.96%	5.53%
2023	0.98%	4.13%
2022	1.13%	6.40%
2021	1.08%	4.77%
2020	1.12%	4.78%
2019	1.14%	4.03%
2018	1.09%	5.34%
2017	0.00%	5.55%
2016	0.00%	6.01%
2015	0.00%	5.69%
2014	0.00%	6.14%
2013	0.00%	6.81%
2012	0.00%	5.33%
2011	0.00%	5.64%
2010	0.00%	6.46%
2009	0.00%	5.52%
2008	0.00%	6.33%
2007	0.00%	5.41%
2006	0.00%	5.27%
2005	0.00%	6.11%
2004	0.00%	6.27%
2003	0.00%	6.25%
2002	0.00%	6.31%
2001	0.00%	5.87%
2000	0.00%	2.50%