MUJ vs JHSC

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

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

MUJ vs JHSC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MUJ(ETF)	JHSC(ETF)
Net Assets	$669M	$670M
Expense Ratio	N/A	0.42%
Max Drawdown	47.31%	42.66%
Sharpe Ratio	1.63	1.18
5Y Beta	0.19	0.98
P/E Ratio	N/A	26.44
Forward P/E	N/A	15.06
5Y Dividends CAGR	-0.94%	6.62%
5Y EPS CAGR	N/A	16.51%
Debt to Equity	N/A	41.43%
P/S Ratio	N/A	1.30
P/B Ratio	N/A	2.23

Net Assets

MUJ

$669M

Winner

JHSC

$670M

Expense Ratio

MUJ

N/A

JHSC

0.42%

Max Drawdown

MUJ

47.31%

Winner

JHSC

42.66%

Sharpe Ratio

Winner

MUJ

1.63

JHSC

1.18

5Y Beta

Winner

MUJ

0.19

JHSC

0.98

P/E Ratio

MUJ

N/A

JHSC

26.44

Forward P/E

MUJ

N/A

JHSC

15.06

5Y Dividends CAGR

MUJ

-0.94%

Winner

JHSC

6.62%

5Y EPS CAGR

MUJ

N/A

JHSC

16.51%

Debt to Equity

MUJ

N/A

JHSC

41.43%

P/S Ratio

MUJ

N/A

JHSC

1.30

P/B Ratio

MUJ

N/A

JHSC

2.23

MUJ vs JHSC - Historical Returns

Returns include dividend reinvestment.

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

Winner

MUJ

+1.19%

JHSC

+0.17%

MUJ

-0.85%

Winner

JHSC

+4.84%

MUJ

+3.71%

Winner

JHSC

+10.00%

MUJ

+19.60%

Winner

JHSC

+23.91%

5Y(CAGR)

MUJ

+0.09%

Winner

JHSC

+6.91%

10Y(CAGR)

MUJ

+2.57%

Winner

JHSC

+8.64%

Max(CAGR)

MUJ

+5.69%

Winner

JHSC

+8.64%

MUJ vs JHSC - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

MUJ vs JHSC Drawdown Comparison

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

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

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

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

Correlation

Correlation between MUJ and JHSC 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)

MUJ vs JHSC dividend yield comparison.

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