JHMS John Hancock Multifactor Consumer Staples ETF

*Unless otherwise stated, data provided by FactSet.

JHMS Fund Description

JHMS tracks an index of large- and mid-cap of US equities from the consumer staples sector. Stocks are selected by market cap and weighted by multiple factors: size, value, profitability, and momentum.

JHMS Factset Analytics Insight

The security is being delisted. The last day of trading is October 24, 2022. JHMS offers multi-factor exposure to the US consumer staples sector. The fund selects stocks by market cap, pulling industrials names from the largest 1,000 US 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 mid-caps 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.

PERFORMANCE [as of 10/04/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHMS -5.09% -4.77% -5.40% 4.87% 8.63% 8.53% --
JHMS (NAV) -4.69% -4.56% -5.07% 5.21% 8.72% 8.60% --
John Hancock Dimensional Consumer Staples Index -4.68% -4.48% -4.80% 5.64% 9.16% 9.04% 10.83%
MSCI USA IMI Consumer Staples Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHMS Summary Data

John Hancock
03/28/16
Open-Ended Fund
0.40%
$41.92M
$456.42K
0.22%
FXG, PBJ, XLP, VDC, IYK

JHMS Portfolio Data

$94.90B
18.78
3.98
1.74%
N/A
49

JHMS Index Data

Multi-Factor
Market Cap
MSCI USA IMI Consumer Staples Index

JHMS Portfolio Management

0.40%
-0.48%
0.32%
-0.53%

JHMS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHMS Fund Structure

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

JHMS Factset Analytics Block Liquidity

As of 10/05/22
5
4
3
2
1

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

JHMS Tradability

12,444
$456.42K
7,380
$272.33K
0.22%
$0.08
0.00%
1.07% / -1.37%
None
100.00%
10,000
0.74
0.10%
0.01%
0
$34.97
5

JHMS Sector/Industry Breakdown


JHMS
Segment Benchmark
71.63%
--
16.71%
--
6.99%
--
2.88%
--
0.74%
--
0.56%
--
0.49%
--
0.00%
--

JHMS Countries


JHMS
Segment Benchmark
99.89%
--

JHMS Regions


JHMS
Segment Benchmark
99.89%
--

JHMS Economic Development


JHMS
Segment Benchmark
99.89%
--
0.00%
--

JHMS Performance Statistics

--
--
--
--
--
MSCI USA IMI Consumer Staples Index

JHMS Benchmark Comparison Holdings

49
--
--
--

JHMS Benchmark Comparison Summary


JHMS
Segment Benchmark
49
--
$94.90B
--
18.78
--
3.98
--
2.32%
--
Medium
--

JHMS Benchmark Comparison Market Cap Size


JHMS
Segment Benchmark
90.42%
--
9.47%
--
0.00%
--
0.00%
--