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Inception Date
Nov 1, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$4M

Share Price Chart


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Performance

JHAC Performance Chart

John Hancock Fundamental All Cap Core ETF (JHAC) is down 3.3% since the beginning of the year. JHAC is currently trading at $15 per share.


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S&P 500 Index

Returns By Period

John Hancock Fundamental All Cap Core ETF (JHAC) has returned -3.26% so far this year and 4.46% over the past 12 months.


John Hancock Fundamental All Cap Core ETF

1D
-0.87%
1M
-2.23%
YTD
-3.26%
6M
-5.11%
1Y
4.46%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHAC Monthly Returns History

Based on dividend-adjusted daily data since Nov 2, 2023, JHAC's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, an investment would double in approximately 4.7 years.

Historically, 63% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +11.4%, while the worst month was Mar 2025 at -7.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JHAC closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Apr 3, 2025 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.20%-2.87%-6.53%11.43%0.91%-4.09%-3.26%
20252.55%-4.86%-7.44%-2.72%7.14%5.81%1.04%3.49%0.19%2.06%-0.38%-2.60%3.33%
20240.28%4.80%3.49%-4.22%5.56%2.78%3.98%0.76%1.78%-0.50%6.84%-3.49%23.65%
20238.60%6.64%15.81%

Benchmark Metrics

John Hancock Fundamental All Cap Core ETF has an annualized alpha of -8.31%, beta of 1.04, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since November 02, 2023.

  • This ETF participated in 156.18% of S&P 500 Index downside but only 93.86% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -8.31% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.04 and R2 of 0.85, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-8.31%
Beta
1.04
0.85
Upside Capture
93.86%
Downside Capture
156.18%

Expense Ratio

JHAC has an expense ratio of 0.72%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JHAC ranks 12 for risk / return — in the bottom 12% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JHAC Risk / Return Rank: 1212
Overall Rank
JHAC Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JHAC Sortino Ratio Rank: 1212
Sortino Ratio Rank
JHAC Omega Ratio Rank: 1212
Omega Ratio Rank
JHAC Calmar Ratio Rank: 1111
Calmar Ratio Rank
JHAC Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for John Hancock Fundamental All Cap Core ETF (JHAC) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JHACBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

1.07

1.37

-0.30

Calmar ratioReturn relative to maximum drawdown

0.29

2.78

-2.49

Martin ratioReturn relative to average drawdown

0.89

12.44

-11.55

Dividends

Dividend History

John Hancock Fundamental All Cap Core ETF provided a 0.60% dividend yield over the last twelve months, with an annual payout of $0.09 per share.


0.20%0.30%0.40%0.50%0.60%0.70%$0.00$0.02$0.04$0.06$0.08$0.10202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.09$0.09$0.10$0.02

Dividend yield

0.60%0.58%0.66%0.17%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Fundamental All Cap Core ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2023$0.02$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Fundamental All Cap Core ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the John Hancock Fundamental All Cap Core ETF was 24.43%, occurring on Apr 8, 2025. Recovery took 104 trading sessions.

The current John Hancock Fundamental All Cap Core ETF drawdown is 6.86%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-24.43%Apr 2025
4mo 4d5mo 3d
9mo 7dDec 2024 - Sep 2025
2026 correction2026
-15.24%Mar 2026
3mo 18d
6mo 13dDec 2025 - now
2024 pullback2024
-9.13%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024
2024 pullback2024
-6.32%Apr 2024
18d20d
1mo 8dApr 2024 - May 2024
2025 pullback2025
-5.74%Nov 2025
23d20d
1mo 13dOct 2025 - Dec 2025

Drawdown Indicators


JHACBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.43%

-56.78%

+32.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.24%

-9.10%

-6.14%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-6.86%

-1.80%

-5.06%

Average Drawdown

Average peak-to-trough decline

-3.93%

-10.71%

+6.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

2.03%

+2.98%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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