John Hancock Multifactor Large Cap ETF (JHML) is a ETF from John Hancock Investment Management and Vanguard Total International Stock ETF (VXUS) is a ETF from Vanguard (US). Over the past year JHML returned +21.91% while VXUS returned +26.65%. Year to date, JHML is up 12.78% versus a gain of 11.69% for VXUS.

Over three years, JHML compounded at +18.97% per year against +18.15% for VXUS; over five years the annualized figures are +11.40% and +8.66% respectively. Across the full 11-year window we track, JHML has the edge at +13.33% annualized vs +4.69%. Past performance does not guarantee future results.

JHML has been the more volatile fund, with annualized monthly volatility of 15.4% compared with 15.0% for VXUS. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -36.1% for JHML and -39.9% for VXUS. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.85. They usually move together, but the gap leaves some room for diversification.

JHML charges 0.29% per year while VXUS charges 0.05%. On a $10,000 position that is $29 vs $5 annually, a gap of $24 per year that compounds over a long holding period. On income, JHML currently yields 0.97% against 2.60% for VXUS.