JHMM

John Hancock Multifactor Mid Cap ETF
A

92
*Unless otherwise stated, data provided by FactSet.

JHMM Fund Description

JHMM tracks an index of US firms ranked 200-950 by size, weighted by multiple factors relative to their sector peers.

JHMM Factset Analytics Insight

JHMM is the midcap ETF in a suite of funds from John Hancock and DFA. The fund’s DFA index applies multifactor methodology to the US midcap space, defined here as firms ranked 200-950 by market cap. (Allocators take heed of the massive overlap with large-cap sister fund JHML, which covers the top 800 names.) JHMM applies its value and profit factors (P/B and operating profit/book, respectively) on a sector by sector basis, a thoughtful approach that should emphasize lower priced, higher profit names in each sector while reducing bets to any one sector. Smaller firms get an extra bump in weight while low momentum stocks (based on 11-month returns) are deemphasized relative to their peers. JHMM charges somewhat more than most competitors, but has a sizeable asset base and trades reasonably well.

JHMM MSCI ESG Analytics Insight

John Hancock Multifactor Mid Cap ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.78 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 Mid Cap ETF ranks in the 37th percentile within its peer group and in the 86th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JHMM 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.

JHMM Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/18/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHMM 4.62% 4.16% 22.80% 3.12% 12.18% -- --
JHMM (NAV) 4.41% 3.04% 22.54% 2.49% 12.29% -- --
John Hancock Dimensional Mid Cap Index 4.46% 3.15% 22.92% 2.82% 12.75% 9.56% --
MSCI USA Mid Cap Index 4.29% 2.54% 23.60% 3.04% 12.22% 8.84% 13.22%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHMM Summary Data

John Hancock
09/28/15
Open-Ended Fund
0.44%
$1.23B
$4.42M
0.10%

JHMM Portfolio Data

$13.06B
23.87
2.68
1.18%
N/A
684

JHMM Index Data

Multi-Factor
Market Cap
MSCI USA Mid Cap Index

JHMM Portfolio Management

0.44%
-0.34%
-0.28%
-0.52%

JHMM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHMM 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 -

JHMM Factset Analytics Block Liquidity

As of 09/19/19
5
4
3
2
1

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

JHMM Tradability

121,744
$4.42M
75,664
$2.81M
0.10%
$0.04
0.07%
0.27% / -0.18%
None
100.00%
25,000
3.03
0.07%
0.00%
0
$37.13
5

JHMM Sector/Industry Breakdown


JHMM
Segment Benchmark
20.68%
22.45%
17.51%
15.20%
16.82%
18.40%
14.27%
15.65%
10.75%
9.74%
6.04%
5.57%
6.01%
6.74%
4.31%
3.02%
2.95%
2.43%
0.49%
0.63%

JHMM Countries


JHMM
Segment Benchmark
100.00%
99.37%
--
0.63%

JHMM Regions


JHMM
Segment Benchmark
100.00%
100.00%

JHMM Economic Development


JHMM
Segment Benchmark
100.00%
100.00%

JHMM Performance Statistics

0.99
0.99
0.98
0.99
0.10%
MSCI USA Mid Cap Index

JHMM MSCI ESG Ratings

BBB
4.78 / 10
85.51
37.13
6.39%
4.67%
286.38

JHMM Benchmark Comparison Holdings

684
333
321
58.85%

JHMM Benchmark Comparison Summary


JHMM
Segment Benchmark
684
333
$13.06B
$14.20B
23.87
29.30
2.68
2.89
1.55%
1.59%
Low
Low

JHMM Benchmark Comparison Market Cap Size


JHMM
Segment Benchmark
41.55%
54.20%
57.86%
45.18%
0.58%
0.62%
0.00%
0.00%