JHML

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

JHML Fund Description

JHML tracks an index of largest 800 US firms, weighted by multiple factors relative to their sector peers.

JHML Factset Analytics Insight

JHML is the large-cap ETF in a suite of funds from John Hancock and Dimensional Fund Advisors. The fund attempts to offer a re-weighted take on the US large-cap segment. Its definition of large caps is top 800 companies, which overlaps heavily with the midcap version JHMM with its 200-950 universe. The fund applies its value and profit factors within each sector, a thoughtful approach that accounts for sector-specific differences and should help to avoid massive sector bets. The end result tilts the portfolios to smaller companies with lower relative price and higher profitability. Stocks with lower momentum (based on 11-month returns) are de-emphasized relative to their peers. The fund is rebalanced and reconstituted semi-annually with issuers capped at 4% each.

JHML MSCI ESG Analytics Insight

John Hancock Multifactor Large Cap ETF has an MSCI ESG Fund Rating of A based on a score of 6.17 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 Large Cap ETF ranks in the 51st percentile within its peer group and in the 62nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JHML MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/21/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHML -2.00% 2.60% 16.48% 36.46% 15.11% 16.22% --
JHML (NAV) -1.97% 2.55% 16.51% 36.41% 15.12% 16.22% --
John Hancock Dimensional Large Cap Index -1.95% 2.62% 16.76% 36.83% 15.46% 16.59% 16.25%
MSCI USA Large Cap Index -1.82% 3.80% 16.72% 34.05% 17.30% 17.99% 16.80%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHML Summary Data

Manulife
John Hancock
09/28/15
Open-Ended Fund
0.29%
$726.72M
$1.73M
0.05%

JHML Portfolio Data

$352.56B
28.35
4.12
1.25%
N/A
766

JHML Index Data

Multi-Factor
Market Cap
MSCI USA Large Cap Index

JHML Portfolio Management

0.29%
-0.42%
-0.33%
-0.64%

JHML Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHML Fund Structure

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

JHML Factset Analytics Block Liquidity

As of 09/22/21
5
4
3
2
1

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

JHML Tradability

30,911
$1.73M
22,970
$1.30M
0.05%
$0.03
0.00%
0.19% / -0.15%
None
99.00%
25,000
0.92
0.05%
0.00%
45
$54.88
5

JHML Sector/Industry Breakdown


JHML
Segment Benchmark
28.10%
37.78%
15.43%
11.92%
14.72%
14.54%
12.92%
13.60%
11.90%
8.07%
5.55%
5.98%
3.52%
1.84%
3.45%
2.12%
2.49%
2.22%
1.12%
1.53%

JHML Countries


JHML
Segment Benchmark
100.00%
99.90%
--
0.10%

JHML Regions


JHML
Segment Benchmark
100.00%
100.00%

JHML Economic Development


JHML
Segment Benchmark
100.00%
100.00%

JHML Performance Statistics

0.93
0.95
0.93
0.93
0.23%
MSCI USA Large Cap Index

JHML MSCI ESG Ratings

6.17 / 10
62.41
51.37
5.91%
4.46%
168.68

JHML Benchmark Comparison Holdings

766
290
285
66.36%

JHML Benchmark Comparison Summary


JHML
Segment Benchmark
766
290
$352.56B
$614.29B
28.35
29.96
4.12
5.10
1.34%
1.31%
Low
Low

JHML Benchmark Comparison Market Cap Size


JHML
Segment Benchmark
92.95%
100.00%
7.04%
0.00%
0.01%
0.00%
0.00%
0.00%