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%.

JHSC MSCI ESG Analytics Insight

John Hancock Multifactor Small Cap ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.80 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 36th percentile within its peer group and in the 49th 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.

PERFORMANCE [as of 11/30/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHSC -1.14% 0.70% 17.41% 24.10% 12.98% -- --
JHSC (NAV) -3.51% -1.44% 14.60% 23.35% 11.91% -- --
MSCI USA Small Cap Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHSC Summary Data

Manulife
John Hancock
11/08/17
Open-Ended Fund
0.42%
$430.54M
$702.25K
0.13%

JHSC Portfolio Data

$5.86B
28.11
2.77
1.08%
N/A
455

JHSC Index Data

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

JHSC Portfolio Management

0.42%
-0.66%
-0.29%
-0.92%

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 12/01/21
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

19,510
$702.25K
11,320
$397.82K
0.13%
$0.05
0.00%
0.14% / -0.17%
None
97.00%
25,000
0.45
0.08%
0.01%
0
$34.95
5

JHSC Sector/Industry Breakdown


JHSC
Segment Benchmark
23.84%
22.61%
16.03%
15.32%
15.69%
14.85%
15.46%
14.03%
10.31%
13.83%
6.10%
5.04%
3.88%
3.89%
3.74%
2.04%
2.09%
3.49%
0.96%
0.63%

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

0.97
0.93
0.94
0.97
0.20%
MSCI USA Small Cap Index

JHSC MSCI ESG Ratings

5.80 / 10
49.39
35.83
4.10%
--
174.69

JHSC Benchmark Comparison Holdings

455
1855
444
38.78%

JHSC Benchmark Comparison Summary


JHSC
Segment Benchmark
455
1855
$5.86B
$5.77B
28.11
49.54
2.77
2.79
1.15%
1.00%
Low
Low

JHSC Benchmark Comparison Market Cap Size


JHSC
Segment Benchmark
0.68%
4.83%
97.81%
73.12%
1.48%
21.12%
0.03%
0.93%