John Hancock Multifactor Emerging Markets ETF (JHEM) 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 JHEM returned +34.86% while VXUS returned +27.82%. Year to date, JHEM is up 17.59% versus a gain of 14.57% for VXUS.

Over three years, JHEM compounded at +19.65% per year against +19.27% for VXUS; over five years the annualized figures are +8.08% and +9.28% respectively. Across the full 8-year window we track, JHEM has the edge at +7.79% annualized vs +4.86%. Past performance does not guarantee future results.

JHEM has been the more volatile fund, with annualized monthly volatility of 17.8% compared with 15.1% 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 -35.0% for JHEM 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 0.92. They move almost in lockstep, so holding both mostly duplicates the same exposure.

JHEM charges 0.49% per year while VXUS charges 0.05%. On a $10,000 position that is $49 vs $5 annually, a gap of $44 per year that compounds over a long holding period. On income, JHEM currently yields 1.78% against 2.60% for VXUS.