John Hancock Multifactor Small Cap ETF (JHSC)

Description

The investment seeks to track the performance of the John Hancock Dimensional Small Cap Index. The JHSC ETF contains 455 constituents. It is focused on blend holdings in the North America region.

Price $29.04 as of 2022-10-20

Cost/Risk/Yield

Dividend yield1.09%
Expense ratio0.42%
Average spread0.138%
1Y roundtrip cost0.558%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-7.3%0.5%1.5%-6.9%0.6%-8.8%9.4%-3.2%-9.3%3.4%-19.9%
20212.2%5.7%2.3%4.3%-0.3%-0.4%-0.3%1.9%-2.5%4.9%-3.6%4.4%18.5%
2020-1.8%-9.6%-23.1%14.3%6.6%2.2%4.2%3.1%-3.6%2.5%14.8%7.6%17.3%
201911.7%4.4%-1.8%3.9%-7.9%7.0%1.2%-4.6%2.7%2.0%3.1%1.9%23.5%
20182.7%-4.7%0.1%0.7%4.2%1.3%1.4%3.6%-1.8%-9.4%1.7%-11.6%-11.8%
20170.5%0.5%
7.5%-3.6%-21.0%16.3%3.2%1.2%15.9%0.9%-14.5%3.4%16.0%2.8%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.100.10
20210.170.220.39
20200.130.220.34
20190.120.200.32
20180.140.100.25
0.000.000.000.000.000.660.000.000.000.000.000.74

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

JHSC FSMD OVS SMLF TPSC USVM
Product nameJohn Hancock Multifactor Small Cap ETFFidelity Small-Mid Factor ETFOverlay Shares Small Cap Equity ETFiShares FactorSelect MSCI USA Small-Cap ETFTimothy Plan US Small Cap Core ETFUSAA MSCI USA Small Cap Value Momentum Blend Index ETF
IssuerJohn HancockFidelityOverlay SharesiSharesTimothyVictoryShares
Price$29.0423$29.87$27.559$46.68$28.93$59.898
Expense Ratio0.42%better0.29%worse0.83%better0.3%worse0.52%better0.24%
Average Spread0.138%0.301%0.363%0.171%0.277%0.134%
AUM$348,084,000$50,762,200$5,391,200$886,831,000$43,769,800$241,272,000
Shares11,985,4131,699,438195,62418,998,0931,512,9564,028,056
Average Daily Volume23,9448,3801,15373,67312,7704,850
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2017-11-082019-02-262019-09-302015-04-282019-12-022017-10-24
Index TrackedJohn Hancock Dimensional Small Cap IndexFidelity Small-Mid Multifactor IndexNo Underlying IndexMSCI USA Small Cap Diversified Multiple-Factor IndexVictory US Small Cap Volatility Weighted BRI IndexMSCI U.S.A. Small Cap Select Value Momentum Blend Index
CategorySmall Cap Growth EquitiesSmall Cap Growth EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeMid CapsLarge/Mid/Small CapsMid/Small CapsMid/Small CapsMid/Small CapsMid/Small Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.317$0.287$1.352$0.709$0.323$0.706
Annual Dividend Yield0.011%0.010%0.049%0.015%0.011%0.012%
Number of Holdings455598601472463521
YTD Return-19.63%-16.02%-24.45%-17.79%-18.00%-17.97%
Beta1.031.011.241.111.131.04
Upside Beta0.580.700.930.640.930.56
Downside Beta0.370.470.03-0.210.180.40
Volatility 1Y24.46%22.61%26.55%25.62%23.24%24.38%
Sharpe Ratio 3Y0.180.400.250.310.000.33
Treynor Ratio 3Y0.000.010.000.000.000.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew