John Hancock Multifactor Large Cap ETF (JHML)
Description
The investment seeks to track the performance of the John Hancock Dimensional Large Cap Index. The JHML ETF contains 763 constituents. It is focused on blend holdings in the North America region.
Price $46.44 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.36% |
| Expense ratio | 0.29% |
| Average spread | 0.065% |
| 1Y roundtrip cost | 0.355% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.6% | -2.2% | 3.4% | -8.0% | 0.5% | -8.6% | 8.7% | -3.5% | -9.2% | 2.2% | -22.3% | ||
| 2021 | -1.1% | 3.7% | 4.6% | 5.0% | 0.8% | 1.6% | 2.0% | 2.6% | -4.5% | 6.4% | -1.5% | 4.9% | 24.6% |
| 2020 | -0.5% | -8.6% | -14.5% | 12.8% | 5.5% | 1.4% | 5.7% | 6.0% | -2.8% | -1.7% | 11.8% | 4.1% | 19.3% |
| 2019 | 8.4% | 3.7% | 1.2% | 4.1% | -6.5% | 7.3% | 1.6% | -2.1% | 2.2% | 1.7% | 3.8% | 2.6% | 28.1% |
| 2018 | 5.1% | -3.9% | -1.7% | -0.1% | 2.1% | 0.6% | 3.5% | 2.8% | 0.1% | -6.9% | 1.9% | -9.2% | -5.6% |
| 2017 | 2.1% | 3.9% | 0.0% | 0.9% | 1.2% | 1.1% | 1.4% | 0.0% | 2.3% | 2.2% | 3.5% | 1.2% | 19.7% |
| 2016 | -8.4% | 3.4% | 7.0% | -0.1% | 1.6% | 0.2% | 4.3% | -0.0% | 0.3% | -2.2% | 4.6% | 1.4% | 12.2% |
| 2015 | 7.8% | 0.3% | -1.7% | 6.5% | |||||||||
| -0.0% | 0.0% | 0.1% | 14.6% | 5.3% | 3.8% | 27.1% | 5.9% | -11.6% | 9.6% | 24.3% | 3.4% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.28 | 0.28 | |||||||||||
| 2021 | 0.29 | 0.35 | 0.64 | ||||||||||
| 2020 | 0.36 | 0.39 | 0.75 | ||||||||||
| 2019 | 0.31 | 0.40 | 0.71 | ||||||||||
| 2018 | 0.22 | 0.28 | 0.50 | ||||||||||
| 2017 | 0.21 | 0.29 | 0.50 | ||||||||||
| 2016 | 0.17 | 0.23 | 0.40 | ||||||||||
| 2015 | 0.10 | 0.10 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.85 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.04 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Microsoft Corporation | 4.20% |
| Apple Inc. | 3.49% |
| Amazon.com, Inc. | 2.27% |
| Alphabet Inc. Class A | 1.91% |
| Meta Platforms Inc. Class A | 1.33% |
| Tesla Inc | 0.94% |
| JPMorgan Chase & Co. | 0.92% |
| UnitedHealth Group Incorporated | 0.83% |
| Berkshire Hathaway Inc. Class B | 0.80% |
| NVIDIA Corporation | 0.79% |
| Johnson & Johnson | 0.76% |
| Visa Inc. Class A | 0.61% |
| Procter & Gamble Company | 0.58% |
| Bank of America Corp | 0.57% |
| Home Depot, Inc. | 0.56% |
| Top 15 Weights | 20.56% |
Compare with similar ETFs
| JHML | ITOT | IWV | SCHB | SPTM | TMW | |
|---|---|---|---|---|---|---|
| Product name | John Hancock Multifactor Large Cap ETF | iShares Core S&P Total U.S. Stock Market ETF | iShares Russell 3000 ETF | Schwab U.S. Broad Market ETF | SPDR Portfolio Total Stock Market ETF | SPDR DJ Wilshire Total Market ETF |
| Issuer | John Hancock | iShares | iShares | Schwab | SPDR | N/A |
| Price | $46.44 | $81.19 | $211.49 | $42.9 | $45.13 | $45.13 |
| Expense Ratio | 0.29% |  0.03% | 0.2% | 0.03% | 0.03% | 0.2% |
| Average Spread | 0.065% | 0.012% | 0.043% | 0.047% | 0.022% | 0.000% |
| AUM | $625,709,000 | $34,624,200,000 | $9,655,790,000 | $8,940,520,000 | $4,597,660,000 | $0 |
| Shares | 13,473,485 | 426,458,709 | 45,655,993 | 208,403,806 | 101,875,991 | 0 |
| Average Daily Volume | 65,286 | 3,449,939 | 307,357 | 2,985,013 | 927,980 | 927,992 |
| 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 | 2004-01-20 | 2000-05-22 | 2009-11-03 | 2000-10-04 | 2000-10-04 |
| Index Tracked | John Hancock Dimensional Large Cap Index | S&P Total Market Index | Russell 3000 | Dow Jones US Broad Stock Market | S&P Composite 1500 | |
| Category | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | All Cap Equities | All Cap Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large/Mid Caps | Large Caps | Large Caps | |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | 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 | $0.63 | $1.37 | $3.188 | $0.729 | $0.791 | $0 |
| Annual Dividend Yield | 0.014% | 0.017% | 0.015% | 0.017% | 0.018% | 0.000% |
| Number of Holdings | 763 | 3551 | 2656 | 2560 | 1505 | |
| YTD Return | -21.44% | -23.25% | -23.00% | -23.24% | -21.86% | -22.79% |
| Beta | 0.98 | 0.99 | 1.00 | 1.00 | 1.02 | 0.99 |
| Upside Beta | 0.55 | 0.23 | 0.28 | 0.06 | 0.28 | 0.11 |
| Downside Beta | -0.02 | 0.04 | 0.11 | -0.22 | 0.13 | -0.18 |
| Volatility 1Y | 21.91% | 23.40% | 23.26% | 23.36% | 22.55% | 22.52% |
| Sharpe Ratio 3Y | 0.48 | 0.49 | 0.48 | 0.49 | 0.54 | 0.40 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 |