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

ETF Info

ISIN

US47804J8595

CUSIP

47804J859

Issuer

Manulife

Inception Date

Dec 15, 2016

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

John Hancock Dimensional Developed International Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JHMD has an expense ratio of 0.39%, placing it in the medium range.


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.


Popular comparisons:
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Performance

Performance Chart


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S&P 500

Returns By Period

John Hancock Multifactor Developed International ETF (JHMD) returned 18.40% year-to-date (YTD) and 14.49% over the past 12 months.


JHMD

YTD

18.40%

1M

4.63%

6M

16.06%

1Y

14.49%

3Y*

11.14%

5Y*

11.57%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of JHMD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.49%3.76%0.52%3.83%4.63%18.40%
2024-0.54%2.37%4.01%-3.53%4.59%-2.18%2.28%2.81%0.83%-5.06%-0.18%-3.09%1.78%
20238.48%-2.29%2.81%2.77%-4.06%4.99%2.99%-3.65%-3.08%-3.01%8.07%5.01%19.43%
2022-3.00%-3.52%0.41%-6.48%1.99%-8.78%4.55%-5.73%-9.58%5.86%13.22%-1.47%-13.95%
2021-1.16%2.77%2.72%2.40%4.19%-0.92%1.01%1.26%-3.34%2.76%-4.22%4.20%11.83%
2020-2.51%-7.82%-14.66%6.26%5.43%2.99%1.35%5.80%-2.39%-3.39%13.83%5.31%7.25%
20196.94%2.57%0.32%2.53%-5.07%5.56%-2.23%-1.96%2.76%3.48%1.29%2.67%19.83%
20184.90%-4.36%-0.52%1.06%-1.59%-2.44%2.60%-2.29%1.07%-8.31%0.19%-5.19%-14.54%
20173.19%0.87%2.85%2.47%3.80%0.28%2.11%0.79%2.34%1.70%0.92%1.28%25.02%
20160.57%0.57%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JHMD is 70, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JHMD is 7070
Overall Rank
The Sharpe Ratio Rank of JHMD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of JHMD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of JHMD is 6666
Omega Ratio Rank
The Calmar Ratio Rank of JHMD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of JHMD is 6767
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

John Hancock Multifactor Developed International ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.84
  • 5-Year: 0.70
  • All Time: 0.46

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of John Hancock Multifactor Developed International ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

John Hancock Multifactor Developed International ETF provided a 3.00% dividend yield over the last twelve months, with an annual payout of $1.14 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$1.14$1.14$0.98$0.80$1.08$0.59$0.94$0.53$0.69

Dividend yield

3.00%3.55%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.73$0.00$0.00$0.00$0.00$0.00$0.41$1.14
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$0.98
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$0.80
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$1.08
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$0.59
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$0.94
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$0.53
2017$0.45$0.00$0.00$0.00$0.00$0.00$0.24$0.69

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 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 0.63%.


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
-13.38%Mar 20, 202514Apr 8, 202513Apr 28, 202527
-10.39%Sep 27, 202473Jan 13, 202535Mar 5, 2025108
-7.51%Jul 15, 202416Aug 5, 202412Aug 21, 202428
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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