JHSC

John Hancock Multifactor Small Cap ETF
*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 by multiple factors relative to their sector peers.

JHSC Factset Analytics Insight

JHSC is the small cap ETF in a suite of funds from John Hancock and Dimensional Fund Advisors (DFA). The fund focuses on factors of size, price, and profitability, using a methodology developed in conjunction with DFA. This is applied to the US small cap space, defined as the 750th largest company but excluding the smallest 4%. The selection process begins with e this universe of small cap stocks. Securities with relatively high prices and low profitability are generally excluded from the index, while low momentum stocks (based on 11-month returns) are de-emphasized relative to their peers. The fund is reconstituted and rebalanced on a semiannual basis, subject to a cap of 4%.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHSC 8.52% -0.95% -11.31% -6.96% 8.57% -- --
JHSC (NAV) 8.56% -0.86% -11.23% -6.89% 8.64% -- --
John Hancock Dimensional Small Cap Index 8.62% -0.77% -11.03% -6.50% 9.05% 7.54% 11.22%
MSCI USA Small Cap Index 10.09% -0.16% -12.44% -9.86% 10.62% 9.52% 12.11%
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
0.42%
$359.42M
$668.41K
0.17%

JHSC Portfolio Data

$5.06B
18.65
2.35
0.99%
N/A
407

JHSC Index Data

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

JHSC Portfolio Management

0.42%
-0.46%
-0.34%
-0.70%

JHSC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHSC Fund Structure

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

JHSC Factset Analytics Block Liquidity

As of 08/04/22
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

22,133
$668.41K
17,264
$508.85K
0.17%
$0.05
-0.02%
0.19% / -2.41%
None
94.00%
25,000
0.69
0.08%
0.01%
0
$32.07
5

JHSC Sector/Industry Breakdown


JHSC
Segment Benchmark
26.94%
--
8.61%
--
8.24%
--
6.00%
--
5.44%
--
5.29%
--
4.57%
--
4.53%
--
3.98%
--
3.78%
--

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

0.98
0.92
0.96
0.93
0.22%
MSCI USA Small Cap Index

JHSC Benchmark Comparison Holdings

407
1984
397
38.18%

JHSC Benchmark Comparison Summary


JHSC
Segment Benchmark
407
1984
$5.06B
$4.75B
18.65
28.12
2.35
2.24
1.42%
1.33%
Low
Low

JHSC Benchmark Comparison Market Cap Size


JHSC
Segment Benchmark
0.34%
1.40%
97.53%
69.96%
2.11%
26.30%
0.03%
2.35%