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ETFs

John Hancock Multifactor Large Cap ETF

JHML
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Sep 28, 2015
Expense Ratio
0.29%
Type
US Equities
Fund Owner
John Hancock Funds
Volume (1m avg. daily)
$1,411,460
AUM
$752,172,635
Associated Index
John Hancock Dimensional Large Cap Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

MSFT
Microsoft Corporation
4.03%
AAPL
Apple Inc
3.88%
AMZN
Amazon.com Inc.
2.07%
GOOGL
Alphabet Inc - Ordinary Shares - Class A
1.86%
META
Meta Platforms Inc - Ordinary Shares - Class A
1.38%
NVDA
NVIDIA Corp
1.14%
BRK/B
Berkshire Hathaway Inc. - Ordinary Shares - Class B
1.07%
XOM
Exxon Mobil Corp.
0.91%
JPM
JPMorgan Chase & Co.
0.87%
LLY
Lilly(Eli) & Co
0.86%
Invest with JHML
Trade JHML Options

What is JHML?

John Hancock Multifactor Large Cap ETF seek to provide investment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Large Cap Index (the Index). The benchmark index is represented by the John Hancock Dimensional Large Cap Index, a rules-based index of large-cap U.S. stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, relative price, and profitability, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF.

1M
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JHML
Performance Measures**

for the time period Sep 30, 2015 to Dec 4, 2025

Returns

1M Trailing Return: 2.0%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 4.6%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -36.1%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 23.4%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.67

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.38

The annualized return divided by the max drawdown for the selected time period.

ETFs related toJHML

ETFs correlated to JHML include DFAU, LRGF, GSLC

JHML
John Hancock Investment Management LLC - John Hancock Multifactor Large Cap ETF
DFAU
Dimensional ETF Trust - Dimensional US Core Equity Market ETF
LRGF
BlackRock Institutional Trust Company N.A. - iShares U.S. Equity Factor ETF
GSLC
Goldman Sachs ETF Trust - Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
IWV
BlackRock Institutional Trust Company N.A. - iShares Russell 3000 ETF
SCHB
Schwab Strategic Trust - Schwab U.S. Broad Market ETF
ITOT
BlackRock Institutional Trust Company N.A. - iShares Core S&P Total U.S. Stock Market ETF
SPTM
SPDR Series Trust - SPDR Portfolio S&P 1500 Composite Stock Market ETF
DFAC
Dimensional ETF Trust - Dimensional U.S. Core Equity 2 ETF
TILT
FlexShares Trust - FlexShares Morningstar US Market Factors Tilt Index Fund
VTI
Vanguard Group, Inc. - Vanguard Total Stock Market ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

FAQ

JHML is a US Equities ETF. John Hancock Multifactor Large Cap ETF seek to provide investment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Large Cap Index (the Index). The benchmark index is represented by the John Hancock Dimensional Large Cap Index, a rules-based index of large-cap U.S. stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, relative price, and profitability, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF.

JHML tracks the John Hancock Dimensional Large Cap Index.

No, JHML is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, JHML is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on JHML is -0.0085%. This is the percent change in the value of JHML over the most recent 1-month period. The 3-month return on JHML is 0.0033%. This is the percent change in the value of JHML over the most recent 3-month period.

The standard deviation of JHML for the past year is 0.1694%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to JHML include SPHQ, DSI, and QUAL.

ETFs correlated to JHML include DFAU, LRGF, and GSLC.

ETFs that are inversely correlated to JHML include SDS, SH, and SPXS.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.