LGOV vs JHSC

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

5-Year PerformanceJHSC has outperformed LGOV, delivering a return of +8.3% compared to -2.0%

LGOV vs JHSC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	LGOV(ETF)	JHSC(ETF)
Net Assets	$664M	$667M
Expense Ratio	0.49%	0.42%
Max Drawdown	37.47%	42.66%
Sharpe Ratio	0.26	1.34
5Y Beta	0.02	0.98
P/E Ratio	N/A	26.65
Forward P/E	N/A	15.25
PEG Ratio	N/A	3.21
5Y Dividends CAGR	-1.51%	6.62%
5Y EPS CAGR	N/A	16.46%
Debt to Equity	N/A	37.79%

Net Assets

LGOV

$664M

Winner

JHSC

$667M

Expense Ratio

LGOV

0.49%

Winner

JHSC

0.42%

Max Drawdown

Winner

LGOV

37.47%

JHSC

42.66%

Sharpe Ratio

LGOV

0.26

Winner

JHSC

1.34

5Y Beta

Winner

LGOV

0.02

JHSC

0.98

P/E Ratio

LGOV

N/A

JHSC

26.65

Forward P/E

LGOV

N/A

JHSC

15.25

PEG Ratio

LGOV

N/A

JHSC

3.21

5Y Dividends CAGR

LGOV

-1.51%

Winner

JHSC

6.62%

5Y EPS CAGR

LGOV

N/A

JHSC

16.46%

Debt to Equity

LGOV

N/A

JHSC

37.79%

LGOV vs JHSC - Historical Returns

Returns include dividend reinvestment.

Period	LGOV	JHSC
1 month	+1.79%	+4.93%
3 months	+0.02%	+12.87%
6 months	-0.28%	+12.87%
1 year	+5.42%	+26.97%
5 years(CAGR)	-1.97%	+8.29%
10 years(CAGR)	N/A	+8.96%
Max(CAGR)	+1.26%	+8.96%

LGOV

+1.79%

Winner

JHSC

+4.93%

LGOV

+0.02%

Winner

JHSC

+12.87%

LGOV

-0.28%

Winner

JHSC

+12.87%

LGOV

+5.42%

Winner

JHSC

+26.97%

5Y(CAGR)

LGOV

-1.97%

Winner

JHSC

+8.29%

10Y(CAGR)

LGOV

N/A

JHSC

+8.96%

Max(CAGR)

LGOV

+1.26%

Winner

JHSC

+8.96%

LGOV vs JHSC - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	LGOV	JHSC
2026	+0.24%	+12.84%
2025	+9.08%	+7.26%
2024	-1.38%	+10.44%
2023	+3.91%	+21.35%
2022	-18.69%	-15.01%
2021	-2.09%	+21.47%
2020	+11.10%	+11.50%
2019	+11.54%	+24.48%
2018	N/A	-12.49%
2017	N/A	+4.48%

LGOV vs JHSC Drawdown Comparison

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

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

The current LGOV drawdown is -14.71%. The current JHSC drawdown is -0.29%.

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

Correlation

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

-0.32

-101