JHML

John Hancock Multifactor Large Cap ETF
A

87
*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 attempts to offer a more nuanced, reweighted take on the large-cap segment. Its definition of large caps (top 800) is broader than ours, but not outlandish. (Note: JHML overlaps heavily with its midcap sister 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. Stocks with lower momentum are de-emphasized relative to their peers, and the fund as a whole skews to mid-caps. A relatively newer and smaller fund, JHML requires some careful handling by smaller investors due to occasionally wide spreads, but underlying liquidity is excellent for those looking to deal in volume. JHML charges a reasonable fee for its multifactor exposure, but it is young enough that it has not compiled much of a track record when it comes to overall holding costs.

JHML MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of April 23, 2019 the John Hancock Multifactor Large Cap ETF MSCI ESG Fund Quality Score is 5.26 out of 10.

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. JHML ranks in the 42nd percentile within its peer group and in the 41st percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

JHML CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 04/23/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHML 5.00% 11.67% 17.91% 10.04% 13.55% -- --
JHML (NAV) 5.15% 11.85% 18.09% 10.12% 13.55% -- --
John Hancock Dimensional Large Cap Index 5.18% 11.94% 18.22% 10.41% 13.91% 11.31% --
MSCI USA Large Cap Index 4.76% 11.74% 17.58% 12.71% 14.62% 11.89% 15.48%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHML Top 10 Countries

JHML Top 10 Sectors

JHML Top 10 Holdings [View All]

JHML Summary Data

John Hancock
09/28/15
Open-Ended Fund
0.35%
$907.70M
$1.49M
0.09%

JHML Portfolio Data

$142.92B
20.33
3.08
1.33%
N/A
731

JHML Index Data

Multi-Factor
Market Cap
MSCI USA Large Cap Index

JHML Portfolio Management

0.35%
-0.37%
-0.24%
-0.41%

JHML Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHML Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

JHML Factset Analytics Block Liquidity

As of 04/24/19
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

40,735
$1.49M
31,551
$1.17M
0.09%
$0.03
0.02%
0.35% / -0.29%
None
100.00%
25,000
1.26
0.07%
0.00%
--
$37.82
5

JHML Sector/Industry Breakdown


JHML
Segment Benchmark
21.81%
26.80%
17.35%
14.92%
13.66%
12.43%
13.45%
9.11%
12.32%
14.48%
6.81%
7.84%
4.95%
5.79%
4.52%
2.59%
3.16%
1.09%
1.38%
2.32%

JHML TOP 10 HOLDINGS[View All]

Apple Inc. 3.00%
13.94%

JHML Countries


JHML
Segment Benchmark
100.00%
100.00%

JHML Regions


JHML
Segment Benchmark
100.00%
100.00%

JHML Economic Development


JHML
Segment Benchmark
100.00%
100.00%

JHML Performance Statistics

0.98
0.95
0.94
0.94
0.13%
MSCI USA Large Cap Index

JHML MSCI ESG Ratings

5.26 / 10
41.60
40.83
10.53%
5.25%
235.46

JHML BENCHMARK COMPARISON HOLDINGS

731
295
287
66.13%

JHML BENCHMARK COMPARISON SUMMARY


JHML
Segment Benchmark
731
295
$142.92B
$237.14B
20.33
20.76
3.08
3.43
1.89%
1.97%
Low
Low

JHML BENCHMARK COMPARISON MARKET CAP SIZE


JHML
Segment Benchmark
84.21%
99.59%
15.66%
0.41%
0.00%
0.00%
0.00%
0.00%