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John Hancock Multifactor Developed International E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS47804J8595
CUSIP47804J859
IssuerManulife
Inception DateDec 15, 2016
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities
Index TrackedJohn Hancock Dimensional Developed International Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JHMD has a high expense ratio of 0.39%, indicating higher-than-average management fees.


Expense ratio chart for JHMD: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


John Hancock Multifactor Developed International ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock Multifactor Developed International ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%140.00%December2024FebruaryMarchAprilMay
65.41%
125.82%
JHMD (John Hancock Multifactor Developed International ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

John Hancock Multifactor Developed International ETF had a return of 4.23% year-to-date (YTD) and 12.72% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.23%7.50%
1 month-1.00%-1.61%
6 months13.98%17.65%
1 year12.72%26.26%
5 years (annualized)6.39%11.73%
10 years (annualized)N/A10.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.54%2.37%4.01%-3.53%
2023-3.01%8.07%5.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JHMD is 52, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of JHMD is 5252
John Hancock Multifactor Developed International ETF(JHMD)
The Sharpe Ratio Rank of JHMD is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of JHMD is 5151Sortino Ratio Rank
The Omega Ratio Rank of JHMD is 4848Omega Ratio Rank
The Calmar Ratio Rank of JHMD is 5858Calmar Ratio Rank
The Martin Ratio Rank of JHMD is 5050Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for John Hancock Multifactor Developed International ETF (JHMD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JHMD
Sharpe ratio
The chart of Sharpe ratio for JHMD, currently valued at 1.01, compared to the broader market0.002.004.001.01
Sortino ratio
The chart of Sortino ratio for JHMD, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.001.51
Omega ratio
The chart of Omega ratio for JHMD, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for JHMD, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.0012.0014.000.94
Martin ratio
The chart of Martin ratio for JHMD, currently valued at 3.27, compared to the broader market0.0020.0040.0060.0080.003.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.0012.0014.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market0.0020.0040.0060.0080.008.41

Sharpe Ratio

The current John Hancock Multifactor Developed International ETF Sharpe ratio is 1.01. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of John Hancock Multifactor Developed International ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.01
2.17
JHMD (John Hancock Multifactor Developed International ETF)
Benchmark (^GSPC)

Dividends

Dividend History

John Hancock Multifactor Developed International ETF granted a 2.89% dividend yield in the last twelve months. The annual payout for that period amounted to $0.98 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.98$0.98$0.80$1.08$0.59$0.94$0.53$0.69

Dividend yield

2.89%3.01%2.85%3.22%1.89%3.19%2.09%2.27%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Multifactor Developed International ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.67$0.00$0.00$0.00$0.00$0.00$0.31
2022$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$0.26
2021$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$0.52
2020$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.35
2019$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.35
2018$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.00$0.06
2017$0.45$0.00$0.00$0.00$0.00$0.00$0.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.98%
-2.41%
JHMD (John Hancock Multifactor Developed International ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Multifactor Developed International 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 Multifactor Developed International ETF was 35.67%, occurring on Mar 23, 2020. Recovery took 178 trading sessions.

The current John Hancock Multifactor Developed International ETF drawdown is 1.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.67%Jan 29, 2018540Mar 23, 2020178Dec 3, 2020718
-29.38%Sep 7, 2021278Oct 12, 2022303Dec 27, 2023581
-5.36%Jun 16, 202123Jul 19, 202119Aug 13, 202142
-5.13%Mar 28, 202415Apr 18, 2024
-4.42%Jan 11, 202114Jan 29, 20219Feb 11, 202123

Volatility

Volatility Chart

The current John Hancock Multifactor Developed International ETF volatility is 4.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
4.00%
4.10%
JHMD (John Hancock Multifactor Developed International ETF)
Benchmark (^GSPC)