John Hancock Mortgage Backed Securities ETF (JHMB) Performance
JHMB total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −1.4% since Dec 31, 2025
- 1 year
- −1.2% total return
- 5 years
- +1.1% a year
- Since first price
- +1.0% a year since 2021
JHMB trailing returns vs AGG, TLT, SPY
| Period | JHMB total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +0.6% | +0.2% | +0.9% | +1.5% | −1.0% |
| 3 months | −1.2% | −2.5% | −0.4% | −1.0% | +3.2% |
| 6 months | −2.0% | −4.5% | −1.5% | −3.8% | +7.8% |
| YTD | −1.4% | −4.6% | −1.0% | −3.4% | +12.3% |
| 1 year | −1.2% | −5.8% | −1.1% | −6.9% | +14.4% |
| 3 years | +19.8%+6.2%/yr | +4.1% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| 5 years | +5.7%+1.1%/yr | −14.9% | −0.8%−0.2%/yr | −32.5%−7.6%/yr | +79.3%+12.4%/yr |
| Since inceptionAug 19, 2021 | +5.1%+1.0%/yr | −15.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: JHMB vs AGG
From Aug 19, 2021: JHMB grew to $10,511, AGG to $9,776.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
JHMB returns by calendar year
3 of 4 full years positive. Best 2025 (+7.9%), worst 2022 (−10.2%). 2026 is year to date.
JHMB annual returns table
| Year | JHMB | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | −1.4% | −5.2% | −1.0% | −3.4% | +12.3% |
| 2025 | +7.9% | −3.5% | +7.2% | +4.3% | +17.7% |
| 2024 | +3.5% | −4.7% | +1.3% | −8.1% | +24.9% |
| 2023 | +7.2% | −6.4% | +5.7% | +2.8% | +26.2% |
| 2022 | −10.2% | −13.5% | −13.0% | −31.2% | −18.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
JHMB largest drawdowns
Now 3.6% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Sep 22, 2021 | −14.5% | Oct 24, 2022 | Aug 21, 2024 | 1.1 years | 2.9 years |
| Sep 16, 2024 | −5.4% | Jan 13, 2025 | Apr 4, 2025 | 4 months | 7 months |
| Feb 27, 2026 | −5.2% | Oct 5, 2026 | not yet | 7 months | 8 months so far |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
JHMB risk statistics
| Statistic | 3 years | 5 years | Since 2021 |
|---|---|---|---|
| Annualized return | +5.0% | +0.7% | +0.6% |
| Volatility (annualized) | 5.8% | 6.0% | 6.0% |
| Sharpe ratio | 0.11 | -0.46 | -0.47 |
| Sortino ratio | 0.16 | -0.60 | -0.60 |
| Best month | +4.4% | +4.4% | +4.4% |
| Worst month | −3.1% | −4.0% | −4.0% |
| Best 12 months | +13.3% | +13.3% | +13.3% |
| Worst 12 months | −1.5% | −13.0% | −13.0% |
| Positive months | 64% | 50% | 49% |
| Beta vs S&P 500 | 0.23 | 0.21 | — |
| Correlation with S&P 500 | 0.48 | 0.55 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
JHMB rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 51 | −13.0% | +3.7% | +13.3% | 73% |
| 3-year (a year) | 27 | −0.2% | +5.0% | +6.9% | 89% |
| 5-year (a year) | 3 | +0.7% | +1.1% | +1.3% | 100% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
JHMB performance overview
John Hancock Mortgage Backed Securities ETF (JHMB) returned −1.2% over the past year and +1.1% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned +1.0% a year, turning $10,000 into about $10,511. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −14.5%, from Sep 22, 2021 to Oct 24, 2022, and it took 1.8 years to get back to the old high. JHMB finished 3 of its 4 full calendar years with a gain; the best year was 2025 (+7.9%) and the worst 2022 (−10.2%). Volatility has been 6.0% a year.
Related: JHMB chart, JHMB dividends, JHMB bond profile. See the JHMB overview for the latest quote and fund facts.
JHMB performance FAQ
What is the JHMB return over the past year?
JHMB returned −1.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 5.8%.
What is the average annual return of JHMB?
JHMB has returned +1.1% a year over 5 years, +1.0% a year since August 19, 2021 (total return, distributions reinvested).
How much would $10,000 invested in JHMB be worth?
$10,000 invested in JHMB at its first recorded close on August 19, 2021 would be worth about $10,511 on October 23, 2026 with distributions reinvested.
What was the worst year for JHMB?
The worst calendar year was 2022, with a total return of −10.2%. The best was 2025 at +7.9%.
What is the biggest drawdown of JHMB?
The largest peak-to-trough decline was −14.5% between September 22, 2021 and October 24, 2022. It recovered to the old high on August 21, 2024, 1.8 years after the bottom.
How volatile is JHMB?
Over the past 3 years JHMB had an annualized volatility of 5.8% and a Sharpe ratio of 0.11 (excess return over 1–3 month T-bills per unit of risk).