- ISIN
- US47804J7928
- Issuer
- John Hancock
- Inception Date
- Aug 18, 2021
- Region
- North America (U.S.)
- Category
- Intermediate Core-Plus Bond
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $202M
Share Price Chart
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Performance
JHMB Performance Chart
John Hancock Mortgage Backed Securities ETF (JHMB) is up 0.6% since the beginning of the year. JHMB is currently trading at $22 per share.
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Returns By Period
John Hancock Mortgage Backed Securities ETF (JHMB) has returned 0.64% so far this year and 6.10% over the past 12 months.
John Hancock Mortgage Backed Securities ETF
- 1D
- -0.11%
- 1M
- 0.67%
- YTD
- 0.64%
- 6M
- 0.69%
- 1Y
- 6.10%
- 3Y*
- 5.13%
- 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%
JHMB Monthly Returns History
Based on dividend-adjusted daily data since Aug 19, 2021, JHMB's average daily return is +0.01%, while the average monthly return is +0.13%. At this rate, an investment would double in approximately 44.5 years.
Historically, 49% of months were positive and 51% were negative. The best month was Nov 2023 with a return of +4.4%, while the worst month was Sep 2022 at -4.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.
On a daily basis, JHMB closed higher 48% of trading days. The best single day was Nov 14, 2023 with a return of +1.6%, while the worst single day was Apr 10, 2024 at -2.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.45% | 1.79% | -2.05% | 0.00% | 0.58% | -0.09% | 0.64% | ||||||
| 2025 | 0.15% | 2.58% | -0.15% | 0.21% | -0.82% | 1.68% | -0.29% | 1.69% | 1.03% | 0.87% | 0.72% | 0.01% | 7.89% |
| 2024 | -0.02% | -1.21% | 1.15% | -2.45% | 2.12% | 1.37% | 2.33% | 1.62% | 1.18% | -2.59% | 1.23% | -1.09% | 3.52% |
| 2023 | 3.25% | -1.70% | 1.48% | 0.72% | -0.08% | -0.30% | -0.06% | -0.09% | -2.69% | -1.54% | 4.37% | 3.90% | 7.21% |
| 2022 | -0.85% | -1.41% | -2.15% | -2.14% | 0.14% | -1.83% | 2.31% | -1.52% | -4.01% | -1.97% | 2.37% | 0.52% | -10.24% |
| 2021 | 0.10% | -0.22% | -0.53% | -0.03% | -0.21% | -0.88% |
Benchmark Metrics
John Hancock Mortgage Backed Securities ETF has an annualized alpha of 1.33%, beta of 0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 19, 2021.
- This ETF participated in 29.19% of S&P 500 Index downside but only 16.78% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.02 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.33%
- Beta
- 0.02
- R²
- 0.00
- Upside Capture
- 16.78%
- Downside Capture
- 29.19%
Expense Ratio
JHMB has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JHMB ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for John Hancock Mortgage Backed Securities ETF (JHMB) 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.
| JHMB | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.78 | -0.75 |
| Martin ratioReturn relative to average drawdown | 5.57 | 12.44 | -6.87 |
Dividends
Dividend History
John Hancock Mortgage Backed Securities ETF provided a 4.72% dividend yield over the last twelve months, with an annual payout of $1.04 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.04 | $0.99 | $1.05 | $0.88 | $0.88 | $0.24 |
Dividend yield | 4.72% | 4.48% | 4.88% | 4.04% | 4.17% | 0.98% |
Monthly Dividends
The table displays the monthly dividend distributions for John Hancock Mortgage Backed Securities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.04 | $0.06 | $0.08 | $0.09 | $0.09 | $0.00 | $0.36 | ||||||
| 2025 | $0.02 | $0.08 | $0.06 | $0.08 | $0.09 | $0.08 | $0.09 | $0.10 | $0.08 | $0.09 | $0.08 | $0.15 | $0.99 |
| 2024 | $0.03 | $0.08 | $0.08 | $0.09 | $0.12 | $0.08 | $0.09 | $0.09 | $0.09 | $0.07 | $0.08 | $0.16 | $1.05 |
| 2023 | $0.04 | $0.02 | $0.07 | $0.07 | $0.12 | $0.07 | $0.08 | $0.07 | $0.07 | $0.08 | $0.07 | $0.14 | $0.88 |
| 2022 | $0.02 | $0.05 | $0.04 | $0.04 | $0.11 | $0.04 | $0.12 | $0.06 | $0.06 | $0.10 | $0.08 | $0.17 | $0.88 |
| 2021 | $0.03 | $0.07 | $0.03 | $0.11 | $0.24 |
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 Mortgage Backed Securities 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 Mortgage Backed Securities ETF was 14.53%, occurring on Oct 24, 2022. Recovery took 458 trading sessions.
The current John Hancock Mortgage Backed Securities ETF drawdown is 1.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -14.53%Oct 2022 | 1y 1mo | 1y 10mo | 2y 11moSep 2021 - Aug 2024 |
2025 pullback2025 | -5.42%Jan 2025 | 3mo 28d | 2mo 21d | 6mo 19dSep 2024 - Apr 2025 |
2025 selloff2025 | -3.47%Apr 2025 | 4d | 3mo 25d | 3mo 29dApr 2025 - Aug 2025 |
2026 pullback2026 | -3.01%May 2026 | 2mo 18d | — | 3mo 23dMar 2026 - now |
2025 pullback2025 | -0.89%Sep 2025 | 10d | 17d | 27dSep 2025 - Oct 2025 |
Drawdown Indicators
| JHMB | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -56.78% | +42.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -9.10% | +6.09% |
Max Drawdown (3Y)Largest decline over 3 years | -5.80% | -18.90% | +13.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.57% | -1.80% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -10.71% | +5.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 2.03% | -0.93% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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