John Hancock Multifactor Small Cap ETF (JHSC) is a ETF from John Hancock Investment Management and Schwab US Dividend Equity ETF (SCHD) is a ETF from Charles Schwab Asset Management. Over the past year JHSC returned +25.56% while SCHD returned +30.42%. Year to date, JHSC is up 16.76% versus a gain of 23.31% for SCHD.

Over three years, JHSC compounded at +13.81% per year against +14.66% for SCHD; over five years the annualized figures are +8.38% and +9.59% respectively. Across the full 9-year window we track, SCHD has the edge at +11.34% annualized vs +8.82%. Past performance does not guarantee future results.

JHSC has been the more volatile fund, with annualized monthly volatility of 20.2% compared with 13.6% for SCHD. 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 -42.7% for JHSC and -33.4% for SCHD. 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 0.87. They usually move together, but the gap leaves some room for diversification.

JHSC charges 0.42% per year while SCHD charges 0.06%. On a $10,000 position that is $42 vs $6 annually, a gap of $36 per year that compounds over a long holding period. On income, JHSC currently yields 1.01% against 3.31% for SCHD.