John Hancock Multifactor Mid Cap ETF (JHMM)
Description
The investment seeks to track the performance of the John Hancock Dimensional Mid Cap Index. The JHMM ETF contains 653 constituents. It is focused on blend holdings in the North America region.
Price $43.28 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.04% |
| Expense ratio | 0.41% |
| Average spread | 0.069% |
| 1Y roundtrip cost | 0.479% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -6.9% | -0.0% | 1.6% | -7.2% | 0.7% | -9.6% | 9.8% | -3.1% | -9.4% | 1.6% | -22.6% | ||
| 2021 | -0.0% | 5.1% | 3.9% | 5.0% | 0.3% | 0.5% | 1.1% | 2.7% | -4.1% | 5.9% | -2.7% | 4.9% | 22.7% |
| 2020 | -1.1% | -9.1% | -19.3% | 13.9% | 7.5% | 1.5% | 5.6% | 3.6% | -2.1% | 1.0% | 13.2% | 5.2% | 20.0% |
| 2019 | 10.2% | 4.4% | 0.3% | 4.3% | -6.7% | 7.2% | 1.4% | -2.9% | 2.5% | 1.0% | 3.7% | 2.1% | 27.6% |
| 2018 | 4.5% | -3.9% | 0.0% | -0.7% | 2.4% | 0.4% | 2.9% | 2.4% | -0.5% | -8.7% | 2.8% | -10.2% | -8.8% |
| 2017 | 2.8% | 3.3% | -0.1% | 0.8% | 0.8% | 1.2% | 1.3% | -0.5% | 2.8% | 2.0% | 3.8% | 0.4% | 18.4% |
| 2016 | -8.2% | 2.7% | 7.6% | 0.0% | 2.6% | -0.3% | 4.5% | 0.1% | 0.4% | -2.8% | 5.8% | 1.1% | 13.6% |
| 2015 | 6.4% | 0.6% | -2.6% | 4.4% | |||||||||
| 1.2% | 2.5% | -5.9% | 16.0% | 7.7% | 0.9% | 26.6% | 2.3% | -10.5% | 6.4% | 27.2% | 0.8% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.20 | 0.20 | |||||||||||
| 2021 | 0.15 | 0.25 | 0.40 | ||||||||||
| 2020 | 0.22 | 0.25 | 0.47 | ||||||||||
| 2019 | 0.16 | 0.24 | 0.40 | ||||||||||
| 2018 | 0.14 | 0.28 | 0.41 | ||||||||||
| 2017 | 0.13 | 0.18 | 0.31 | ||||||||||
| 2016 | 0.15 | 0.18 | 0.33 | ||||||||||
| 2015 | 0.08 | 0.08 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.15 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.45 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| JHMM | EUSA | FEX | IWR | TILT | VO | |
|---|---|---|---|---|---|---|
| Product name | John Hancock Multifactor Mid Cap ETF | iShares MSCI USA ETF | First Trust Large Cap Core AlphaDEX Fund | iShares Russell Mid-Cap ETF | FlexShares Morningstar U.S. Market Factor Tilt Index Fund | Vanguard Mid-Cap ETF |
| Issuer | John Hancock | iShares | First Trust | iShares | FlexShares | Vanguard |
| Price | $43.28 | $69.34 | $76.24 | $62.94 | $142.22 | $189.76 |
| Expense Ratio | 0.41% |  0.09% |  0.59% | 0.19% | 0.25% | 0.04% |
| Average Spread | 0.069% | 0.058% | 0.066% | 0.016% | 0.056% | 0.016% |
| AUM | $1,938,780,000 | $385,378,000 | $1,029,840,000 | $23,202,400,000 | $1,372,760,000 | $41,246,600,000 |
| Shares | 44,796,250 | 5,557,800 | 13,507,911 | 368,642,772 | 9,652,360 | 217,361,772 |
| Average Daily Volume | 211,762 | 23,867 | 34,590 | 1,867,320 | 16,550 | 806,220 |
| 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 | 2010-05-05 | 2007-05-08 | 2001-07-17 | 2011-09-16 | 2004-01-26 |
| Index Tracked | John Hancock Dimensional Mid Cap Index | MSCI USA Equal Weighted Index | NASDAQ AlphaDEX Large Cap Core Index | Russell Midcap | Morningstar US Market Factor Tilt Index | CRSP US Mid Cap |
| Category | Mid Cap Growth Equities | All Cap Equities | Large Cap Blend Equities | Mid Cap Blend Equities | All Cap Equities | Mid Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large Caps | Large/Mid Caps | Large/Mid Caps | Large Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | 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 | $0.45 | $1.297 | $1.1 | $0.995 | $2.359 | $3.065 |
| Annual Dividend Yield | 0.010% | 0.019% | 0.014% | 0.016% | 0.017% | 0.016% |
| Number of Holdings | 653 | 627 | 374 | 808 | 2120 | 362 |
| YTD Return | -21.80% | -21.51% | -16.57% | -23.37% | -21.22% | -24.75% |
| Beta | 1.06 | 0.98 | 1.01 | 1.05 | 1.03 | 1.09 |
| Upside Beta | 0.61 | 0.05 | 0.11 | 0.31 | 0.07 | 0.26 |
| Downside Beta | -0.04 | -0.25 | -0.15 | 0.17 | -0.26 | 0.10 |
| Volatility 1Y | 23.81% | 23.22% | 21.36% | 24.42% | 22.95% | 24.47% |
| Sharpe Ratio 3Y | 0.34 | 0.39 | 0.57 | 0.26 | 0.48 | 0.28 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.00 | 0.01 | 0.00 |