JHMF

John Hancock Multifactor Financials ETF
*Unless otherwise stated, data provided by FactSet.

JHMF Fund Description

JHMF tracks an index of large- and midcap US equities from the financial sector. Stocks are selected by market cap and weighted based on multiple factors: size, value, profitability and momentum.

JHMF Factset Analytics Insight

JHMF offers multi-factor exposure to the US financials sector. The fund selects stocks by market cap, pulling the largest 1,000 US financial stocks. The fund’s factors—size, value (relative price) and profitability—are not used in selection, and serve to modify rather than completely replace market-cap weighting. The size factor breaks the eligible universe into three buckets, with the smallest funds (ranked 201 to 1000 by size) receiving the largest overweight, expect a bias to midcaps rather than small-caps. The value factor relies on price/book as a signal and groups stocks accordingly into five buckets. Stocks with the lowest valuation receive the greatest overweight. The profitability factor (operating profit to book value) is treated in the same manner as the value factor. The momentum factor, based on 11-month returns, wherein smaller low-momentum stocks are barred from receiving an overweight they might otherwise earn. The index is reconstituted and rebalanced on a semiannual basis.

JHMF MSCI ESG Analytics Insight

John Hancock Multifactor Financials ETF has an MSCI ESG Fund Rating of A based on a score of 7.48 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. John Hancock Multifactor Financials ETF ranks in the 78th percentile within its peer group and in the 47th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 10/20/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHMF 6.39% 12.47% 32.52% 57.77% 17.75% 17.39% --
JHMF (NAV) 9.70% 10.74% 33.55% 57.64% 18.08% 17.65% --
John Hancock Dimensional Financials Index 9.75% 10.85% 34.00% 58.34% 18.55% 18.16% 17.51%
Thomson Reuters US Financials -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHMF Summary Data

Manulife
John Hancock
09/28/15
Open-Ended Fund
0.40%
$41.54M
$67.61K
0.15%

JHMF Portfolio Data

$131.33B
13.10
1.87
1.30%
N/A
137

JHMF Index Data

Multi-Factor
Market Cap
Thomson Reuters US Financials

JHMF Portfolio Management

0.40%
-0.64%
-0.31%
-0.97%

JHMF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHMF Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Medium
Daily

JHMF Factset Analytics Block Liquidity

As of 10/21/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of JHMF. JHMF is rated a 5 out of 5.

JHMF Tradability

1,393
$67.61K
861
$42.82K
0.15%
$0.08
0.00%
0.79% / -0.51%
None
100.00%
10,000
0.09
0.10%
0.00%
0
$55.05
5

JHMF Sector/Industry Breakdown


JHMF
Segment Benchmark
31.82%
50.22%
26.73%
20.68%
22.51%
28.02%
9.65%
--
9.26%
0.03%

JHMF Countries


JHMF
Segment Benchmark
100.00%
100.00%

JHMF Regions


JHMF
Segment Benchmark
100.00%
100.00%

JHMF Economic Development


JHMF
Segment Benchmark
100.00%
100.00%

JHMF Performance Statistics

0.96
0.84
0.84
0.92
0.38%
Thomson Reuters US Financials

JHMF MSCI ESG Ratings

7.48 / 10
47.25
77.64
3.90%
--
15.98

JHMF Benchmark Comparison Holdings

137
350
114
60.60%

JHMF Benchmark Comparison Summary


JHMF
Segment Benchmark
137
350
$131.33B
$135.77B
13.10
12.20
1.87
1.59
1.55%
1.88%
Low
Medium

JHMF Benchmark Comparison Market Cap Size


JHMF
Segment Benchmark
87.03%
82.74%
12.95%
13.46%
0.02%
3.60%
0.00%
0.19%