JHSC

John Hancock Multifactor Small Cap ETF
B

88
*Unless otherwise stated, data provided by FactSet.

JHSC Fund Description

JHSC tracks an index of US small-cap stocks selected by relative price and profitability. Securities are weighted based on market capitalization.

JHSC Factset Analytics Insight

JHSC emphases factors of size, price, and profitability, using a methodology developed in conjunction with Dimensional Fund Advisors. The selection process begins with the universe of US small-cap stocks. Securities with relatively high prices and low profitability are generally excluded from the index. The remaining stocks are weighted by market cap, subject to a cap of 4%. The index is reconstituted and rebalanced on a semiannual basis. JHSC’s expense ratio is among the highest of the many choices in this space.

JHSC MSCI ESG Analytics Insight

John Hancock Multifactor Small Cap ETF has an MSCI ESG Fund Rating of BB based on a score of 3.48 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 Small Cap ETF ranks in the 13th percentile within its peer group and in the 22nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JHSC 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.

JHSC 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 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHSC -6.72% -4.14% 10.19% -10.04% -- -- --
JHSC (NAV) -6.57% -4.68% 9.64% -9.51% -- -- --
John Hancock Dimensional Small Cap Index -6.54% -4.56% 9.98% -9.11% 6.04% 6.19% --
MSCI USA Small Cap Index -5.74% -3.59% 12.43% -6.87% 8.38% 7.46% 13.01%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHSC Summary Data

John Hancock
11/08/17
Open-Ended Fund
0.50%
$407.08M
$320.12K
0.22%

JHSC Portfolio Data

$3.89B
24.38
2.12
0.90%
N/A
451

JHSC Index Data

John Hancock Dimensional Small Cap Index
Multi-Factor
Market Cap
MSCI USA Small Cap Index

JHSC Portfolio Management

0.50%
-0.43%
-0.35%
-0.51%

JHSC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHSC 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

JHSC Factset Analytics Block Liquidity

As of 08/16/19
5
4
3
2
1

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

JHSC Tradability

12,293
$320.12K
8,978
$237.96K
0.22%
$0.06
0.08%
1.18% / -0.85%
None
100.00%
25,000
0.36
0.11%
0.01%
--
$24.70
5

JHSC Sector/Industry Breakdown


JHSC
Segment Benchmark
29.88%
25.93%
16.71%
14.54%
13.13%
12.85%
12.12%
15.19%
8.06%
13.76%
6.24%
5.58%
5.17%
3.01%
4.65%
4.22%
3.17%
4.00%
0.88%
0.92%

JHSC Countries


JHSC
Segment Benchmark
100.00%
100.00%

JHSC Regions


JHSC
Segment Benchmark
100.00%
100.00%

JHSC Economic Development


JHSC
Segment Benchmark
100.00%
100.00%

JHSC Performance Statistics

0.99
0.97
0.98
0.99
0.14%
MSCI USA Small Cap Index

JHSC MSCI ESG Ratings

BB
3.48 / 10
22.36
13.14
4.73%
4.47%
191.49

JHSC BENCHMARK COMPARISON HOLDINGS

451
1803
434
39.67%

JHSC BENCHMARK COMPARISON SUMMARY


JHSC
Segment Benchmark
451
1803
$3.89B
$3.96B
24.38
41.11
2.12
2.23
1.68%
1.58%
Low
Low

JHSC BENCHMARK COMPARISON MARKET CAP SIZE


JHSC
Segment Benchmark
0.24%
0.03%
85.12%
62.81%
14.61%
33.87%
0.02%
3.28%