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OXLC vs JHML

Comparison between Oxford Lane Capital Corp (OXLC, ETF) and JOHN HANCOCK MULTIFACTOR LARGE CAP ETF (JHML, ETF).

5-Year PerformanceJHML has outperformed OXLC, delivering a return of +11.5% compared to -7.6%

OXLC vs JHML - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
OXLC
$1.10B
JHML
$1.10B
Expense Ratio
OXLC
N/A
JHML
0.29%
Max Drawdown
OXLC
91.93%
Winner
JHML
36.13%
Sharpe Ratio
OXLC
-1.39
Winner
JHML
1.62
5Y Beta
Winner
OXLC
0.70
JHML
0.91
P/E Ratio
OXLC
N/A
JHML
27.09
Forward P/E
OXLC
N/A
JHML
20.23
5Y Dividends CAGR
Winner
OXLC
2.85%
JHML
2.28%
5Y EPS CAGR
OXLC
N/A
JHML
21.10%
Debt to Equity
OXLC
N/A
JHML
39.96%
P/S Ratio
OXLC
N/A
JHML
2.72
P/B Ratio
OXLC
N/A
JHML
4.48

OXLC vs JHML - Historical Returns

Returns include dividend reinvestment.

1M
OXLC
-2.30%
Winner
JHML
+1.97%
3M
Winner
OXLC
+23.36%
JHML
+7.57%
6M
OXLC
-22.64%
Winner
JHML
+9.43%
1Y
OXLC
-39.70%
Winner
JHML
+24.84%
5Y(CAGR)
OXLC
-7.63%
Winner
JHML
+11.46%
10Y(CAGR)
OXLC
+4.29%
Winner
JHML
+13.94%
Max(CAGR)
OXLC
+2.83%
Winner
JHML
+14.08%

OXLC vs JHML - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

YearOXLCJHML
2026-25.34%+9.07%
2025-24.65%+16.16%
2024+23.84%+20.27%
2023+14.29%+21.56%
2022-27.46%-16.13%
2021+57.30%+28.85%
2020-15.25%+16.13%
2019-2.92%+31.19%
2018+10.99%-6.88%
2017+11.56%+20.69%
2016+35.17%+14.89%
2015-20.64%+6.38%
2014-0.72%N/A
2013+26.27%N/A
2012+30.32%N/A
2011-25.72%N/A

OXLC vs JHML Drawdown Comparison

The maximum drawdown for OXLC was -74.42%, occurring on Mar 18, 2020. Recovery took 469 trading sessions.

The maximum drawdown for JHML was -36.13%, occurring on Mar 23, 2020. Recovery took 132 trading sessions.

The current OXLC drawdown is -45.02%. The current JHML drawdown is -2.32%.

RankOXLCJHML
#1-74.42%
Jul 24, 2019 - Jun 3, 2021
-36.13%
Feb 19, 2020 - Aug 26, 2020
#2-57.10%
May 16, 2025 - Mar 13, 2026
-23.46%
Jan 4, 2022 - Dec 14, 2023
#3-56.97%
Jun 3, 2015 - Nov 16, 2016
-19.78%
Sep 21, 2018 - Apr 12, 2019
#4-36.81%
Feb 2, 2022 - Jun 7, 2024
-18.20%
Feb 19, 2025 - Jun 27, 2025
#5-33.15%
May 11, 2011 - Nov 6, 2012
-13.78%
Nov 3, 2015 - Apr 18, 2016
#6-24.62%
Aug 9, 2018 - Apr 8, 2019
-9.80%
Jan 26, 2018 - Aug 20, 2018
#7-14.40%
Feb 18, 2025 - May 14, 2025
-8.55%
Sep 2, 2020 - Oct 12, 2020
#8-13.23%
Feb 19, 2014 - May 28, 2015
-7.95%
Feb 9, 2026 - Apr 14, 2026
#9-12.86%
Feb 2, 2011 - May 11, 2011
-7.56%
Jul 16, 2024 - Aug 30, 2024
#10-12.83%
Nov 1, 2017 - Feb 8, 2018
-6.90%
Oct 12, 2020 - Nov 9, 2020
#11-12.01%
Nov 2, 2021 - Jan 11, 2022
-6.58%
May 3, 2019 - Jun 20, 2019
#12-10.64%
Apr 5, 2017 - Aug 21, 2017
-6.29%
Jul 26, 2019 - Oct 25, 2019
#13-9.60%
May 21, 2013 - Nov 27, 2013
-5.90%
Jun 8, 2016 - Jul 8, 2016
#14-9.24%
Jun 4, 2021 - Oct 11, 2021
-5.57%
Mar 28, 2024 - May 15, 2024
#15-8.40%
May 18, 2018 - Aug 1, 2018
-5.27%
Dec 4, 2024 - Feb 19, 2025

Correlation

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

0.63
-101

Dividend Comparison (2011 - 2026)

OXLC vs JHML dividend yield comparison.

YearOXLCJHML
202616.61%0.00%
202535.86%1.06%
202420.12%1.16%
202318.83%1.39%
202217.75%1.46%
202110.51%1.08%
202022.46%1.59%
201919.85%1.73%
201816.70%1.57%
201717.91%1.44%
201622.84%1.36%
201524.10%0.38%
201416.72%0.00%
201312.69%0.00%
201214.30%0.00%
201113.14%0.00%

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