John Hancock Multifactor Financials ETF (JHMF)
Description
The investment seeks to track the performance of the John Hancock Dimensional Financials Index. The JHMF ETF contains 138 constituents. It is focused on blend holdings in the North America region.
Price $42.24 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 2.12% |
| Expense ratio | 0.4% |
| Average spread | 0.189% |
| 1Y roundtrip cost | 0.589% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -0.3% | -1.8% | -0.0% | -9.4% | 3.3% | -10.7% | 7.2% | -1.7% | -8.1% | 2.6% | -19.0% | ||
| 2021 | -2.6% | 11.8% | 4.0% | 7.2% | 2.7% | -2.3% | 0.5% | 3.9% | -2.2% | 5.5% | -5.8% | 3.8% | 26.6% |
| 2020 | -1.1% | -11.3% | -22.3% | 11.9% | 4.7% | 1.0% | 3.3% | 4.5% | -3.7% | -1.6% | 16.5% | 7.0% | 8.9% |
| 2019 | 10.0% | 4.3% | -2.1% | 8.2% | -5.7% | 6.2% | 2.9% | -4.2% | 3.3% | 1.3% | 5.2% | 1.6% | 31.1% |
| 2018 | 5.5% | -2.4% | -2.1% | -0.2% | -0.6% | -0.8% | 3.0% | 1.8% | -2.1% | -6.2% | 1.5% | -10.8% | -13.3% |
| 2017 | 0.9% | 5.1% | -2.5% | -0.9% | -0.5% | 5.7% | 2.1% | -2.3% | 4.9% | 2.6% | 3.6% | 1.3% | 19.9% |
| 2016 | -14.0% | 0.7% | 7.1% | 3.2% | 3.2% | -6.0% | 4.4% | 4.1% | -0.7% | 1.2% | 12.3% | 3.3% | 18.8% |
| 2015 | 6.2% | 2.7% | -2.0% | 6.8% | |||||||||
| -1.5% | 6.5% | -17.8% | 20.1% | 7.1% | -6.9% | 23.4% | 6.0% | -8.6% | 11.6% | 36.0% | 4.2% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.38 | 0.38 | |||||||||||
| 2021 | 0.34 | 0.52 | 0.86 | ||||||||||
| 2020 | 0.35 | 0.37 | 0.72 | ||||||||||
| 2019 | 0.34 | 0.52 | 0.86 | ||||||||||
| 2018 | 0.23 | 0.31 | 0.54 | ||||||||||
| 2017 | 0.16 | 0.21 | 0.37 | ||||||||||
| 2016 | 0.17 | 0.18 | 0.35 | ||||||||||
| 2015 | 0.08 | 0.08 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.96 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.20 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| JPMorgan Chase & Co. | 4.01% |
| Berkshire Hathaway Inc. Class B | 3.82% |
| Bank of America Corp | 3.14% |
| Visa Inc. Class A | 3.04% |
| Mastercard Incorporated Class A | 2.63% |
| Wells Fargo & Company | 2.30% |
| PayPal Holdings, Inc. | 2.11% |
| Goldman Sachs Group, Inc. | 1.88% |
| Citigroup Inc. | 1.84% |
| Travelers Companies, Inc. | 1.75% |
| Morgan Stanley | 1.67% |
| Allstate Corporation | 1.54% |
| Capital One Financial Corporation | 1.47% |
| Prudential Financial, Inc. | 1.40% |
| Truist Financial Corporation | 1.35% |
| Top 15 Weights | 33.95% |
Compare with similar ETFs
| JHMF | IYF | IYG | RAFE | STLV | XLF | |
|---|---|---|---|---|---|---|
| Product name | John Hancock Multifactor Financials ETF | iShares U.S. Financials ETF | iShares U.S. Financial Services ETF | RAFI ESG U.S. ETF | iShares Factors US Value Style ETF | Financial Select Sector SPDR Fund |
| Issuer | John Hancock | iShares | iShares | PIMCO | iShares | SPDR |
| Price | $42.2371 | $69.39 | $145.51 | $26.18 | $24.731 | $31.26 |
| Expense Ratio | 0.4% |  0.42% | 0.42% |  0.3% | 0.25% | 0.12% |
| Average Spread | 0.189% | 0.014% | 0.048% | 0.458% | 0.162% | 0.032% |
| AUM | $32,137,800 | $1,895,940,000 | $1,956,970,000 | $17,458,700 | $6,121,540 | $35,348,700,000 |
| Shares | 760,890 | 27,322,905 | 13,449,067 | 666,873 | 247,525 | 1,130,797,317 |
| Average Daily Volume | 4,640 | 326,835 | 102,527 | 3,577 | 217 | 47,315,517 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2015-09-28 | 2000-05-22 | 2000-06-12 | 2019-12-18 | 2020-01-14 | 1998-12-16 |
| Index Tracked | John Hancock Dimensional Financials Index | N/A | Dow Jones U.S. Financial Services Index | RAFI ESG US Index | Russell US Large Cap Factors Value Style Index | N/A |
| Category | Financials Equities | Financials Equities | Financials Equities | Large Cap Blend Equities | All Cap Equities | Financials Equities |
| Asset Class | Equity | Equity | Equity | Multi-Asset | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large Caps | Large Caps | Large/Mid Caps | Large Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Value | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.897 | $1.272 | $3.118 | $0.57 | $0.733 | $0.673 |
| Annual Dividend Yield | 0.021% | 0.018% | 0.021% | 0.022% | 0.030% | 0.022% |
| Number of Holdings | 138 | 234 | 105 | 282 | 199 | 65 |
| YTD Return | -18.75% | -18.91% | -23.53% | -19.68% | -15.98% | -18.78% |
| Beta | 1.18 | 1.15 | 1.20 | 0.94 | 0.92 | 1.07 |
| Upside Beta | 0.77 | 0.09 | 0.03 | 0.71 | 0.68 | -0.05 |
| Downside Beta | -0.15 | -0.21 | -0.35 | 0.07 | 0.08 | -0.39 |
| Volatility 1Y | 24.59% | 24.22% | 26.47% | 19.84% | 19.30% | 24.03% |
| Sharpe Ratio 3Y | 0.20 | 0.14 | 0.10 | 0.00 | 0.00 | 0.23 |
| Treynor Ratio 3Y | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |