NRK vs JHEM

Comparison between Nuveen New York AMT-Free Quality Municipal Income Fund (NRK, ETF) and JOHN HANCOCK MULTIFACTOR EMERGING MARKETS ETF (JHEM, ETF).

5-Year PerformanceJHEM has outperformed NRK, delivering a return of +6.5% compared to +0.1%

NRK vs JHEM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NRK(ETF)	JHEM(ETF)
Net Assets	$941M	$945M
Expense Ratio	N/A	0.49%
Max Drawdown	46.37%	34.99%
Sharpe Ratio	1.35	1.63
5Y Beta	0.15	0.76
5Y Dividends CAGR	9.26%	10.09%

Net Assets

NRK

$941M

Winner

JHEM

$945M

Expense Ratio

NRK

N/A

JHEM

0.49%

Max Drawdown

NRK

46.37%

Winner

JHEM

34.99%

Sharpe Ratio

NRK

1.35

Winner

JHEM

1.63

5Y Beta

Winner

NRK

0.15

JHEM

0.76

5Y Dividends CAGR

NRK

9.26%

Winner

JHEM

10.09%

NRK vs JHEM - Historical Returns

Returns include dividend reinvestment.

Period	NRK	JHEM
1 month	-0.57%	-0.34%
3 months	+2.01%	+10.83%
6 months	+7.92%	+19.45%
1 year	+16.10%	+39.46%
5 years(CAGR)	+0.09%	+6.53%
10 years(CAGR)	+2.38%	N/A
Max(CAGR)	+4.04%	+8.27%

NRK

-0.57%

Winner

JHEM

-0.34%

NRK

+2.01%

Winner

JHEM

+10.83%

NRK

+7.92%

Winner

JHEM

+19.45%

NRK

+16.10%

Winner

JHEM

+39.46%

5Y(CAGR)

NRK

+0.09%

Winner

JHEM

+6.53%

10Y(CAGR)

NRK

+2.38%

JHEM

N/A

Max(CAGR)

NRK

+4.04%

Winner

JHEM

+8.27%

NRK vs JHEM - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	NRK	JHEM
2026	+7.28%	+14.89%
2025	+4.13%	+31.05%
2024	+5.74%	+6.02%
2023	+6.59%	+12.23%
2022	-21.42%	-18.34%
2021	+6.56%	+1.64%
2020	+3.94%	+9.89%
2019	+19.69%	+17.53%
2018	-6.11%	-7.41%
2017	+6.33%	N/A
2016	+3.57%	N/A
2015	+6.96%	N/A
2014	+11.31%	N/A
2013	-15.66%	N/A
2012	+11.87%	N/A
2011	+11.65%	N/A
2010	+3.48%	N/A
2009	+36.66%	N/A
2008	-20.43%	N/A
2007	-0.73%	N/A
2006	+11.71%	N/A
2005	+7.22%	N/A
2004	-5.53%	N/A
2003	+10.32%	N/A

NRK vs JHEM Drawdown Comparison

The maximum drawdown for NRK was -40.13%, occurring on Oct 10, 2008. Recovery took 397 trading sessions.

The maximum drawdown for JHEM was -34.99%, occurring on Mar 23, 2020. Recovery took 211 trading sessions.

The current NRK drawdown is -3.20%. The current JHEM drawdown is -7.96%.

Rank	NRK	JHEM
#1	-40.13% Jan 14, 2008 - Aug 11, 2009	-34.99% Jan 13, 2020 - Nov 11, 2020
#2	-31.05% Aug 10, 2021 - Oct 25, 2023	-32.43% Feb 16, 2021 - Jun 12, 2025
#3	-24.00% Nov 23, 2012 - Feb 11, 2016	-12.34% Feb 27, 2026 - Apr 17, 2026
#4	-23.09% Feb 24, 2020 - Dec 30, 2020	-11.65% Apr 17, 2019 - Dec 12, 2019
#5	-21.71% Mar 10, 2004 - Jul 18, 2005	-10.86% Oct 1, 2018 - Jan 25, 2019
#6	-15.65% Sep 14, 2010 - Jan 18, 2012	-7.96% Jun 2, 2026 - Jun 5, 2026
#7	-13.07% Aug 12, 2016 - May 1, 2019	-5.82% Jan 21, 2021 - Feb 9, 2021
#8	-12.56% Jul 14, 2003 - Dec 31, 2003	-5.79% May 8, 2026 - May 26, 2026
#9	-11.79% Jul 25, 2005 - Sep 27, 2006	-4.38% Oct 29, 2025 - Dec 26, 2025
#10	-11.55% Mar 30, 2007 - Jan 14, 2008	-4.10% Oct 6, 2025 - Oct 16, 2025
#11	-7.62% Mar 13, 2012 - Jul 2, 2012	-4.08% Feb 25, 2019 - Mar 18, 2019
#12	-7.50% Oct 7, 2009 - Mar 3, 2010	-3.41% Jul 23, 2025 - Aug 13, 2025
#13	-4.24% Feb 4, 2003 - Feb 27, 2003	-3.35% Mar 21, 2019 - Apr 3, 2019
#14	-4.21% Sep 3, 2019 - Dec 23, 2019	-3.10% Feb 5, 2019 - Feb 25, 2019
#15	-3.80% Dec 12, 2006 - Feb 6, 2007	-2.57% Jan 28, 2026 - Feb 9, 2026

Correlation

Correlation between NRK and JHEM is 0.64 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.64

-101

Dividend Comparison (2003 - 2026)

NRK vs JHEM dividend yield comparison.

Year	NRK	JHEM
2026	3.30%	0.00%
2025	8.21%	2.39%
2024	6.74%	2.93%
2023	4.06%	2.87%
2022	5.41%	2.84%
2021	4.18%	2.71%
2020	4.15%	1.67%
2019	3.98%	2.37%
2018	4.68%	0.21%
2017	4.85%	0.00%
2016	5.37%	0.00%
2015	5.44%	0.00%
2014	6.27%	0.00%
2013	5.86%	0.00%
2012	4.40%	0.00%
2011	4.80%	0.00%
2010	5.60%	0.00%
2009	4.98%	0.00%
2008	6.39%	0.00%
2007	4.84%	0.00%
2006	4.77%	0.00%
2005	5.73%	0.00%
2004	6.52%	0.00%
2003	5.34%	0.00%