Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Loading graphics...
Returns By Period
John Hancock Multifactor Developed International ETF (JHMD) has returned 2.02% so far this year and 25.37% over the past 12 months.
John Hancock Multifactor Developed International ETF
- 1D
- 3.12%
- 1M
- -7.33%
- YTD
- 2.02%
- 6M
- 7.48%
- 1Y
- 25.37%
- 3Y*
- 15.08%
- 5Y*
- 8.63%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 16, 2016, JHMD's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +13.8%, while the worst month was Mar 2020 at -14.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JHMD closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 12, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.13% | 4.72% | -7.33% | 2.02% | |||||||||
| 2025 | 4.49% | 3.76% | 0.52% | 3.83% | 4.57% | 2.83% | -1.50% | 4.47% | 1.52% | 0.82% | 1.29% | 3.16% | 33.91% |
| 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% |
| 2023 | 8.48% | -2.29% | 2.81% | 2.77% | -4.06% | 5.00% | 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% |
Benchmark Metrics
John Hancock Multifactor Developed International ETF has an annualized alpha of -0.02%, beta of 0.76, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since December 19, 2016.
- This ETF participated in 84.07% of S&P 500 Index downside but only 74.35% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.02%
- Beta
- 0.76
- R²
- 0.67
- Upside Capture
- 74.35%
- Downside Capture
- 84.07%
Expense Ratio
JHMD has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JHMD ranks 77 for risk / return — better than 77% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for John Hancock Multifactor Developed International ETF (JHMD) and compare them to a chosen benchmark (S&P 500 Index).
| JHMD | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 0.90 | +0.56 |
Sortino ratioReturn per unit of downside risk | 2.10 | 1.39 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.40 | +0.77 |
Martin ratioReturn relative to average drawdown | 8.45 | 6.61 | +1.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore JHMD risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
John Hancock Multifactor Developed International ETF provided a 3.13% dividend yield over the last twelve months, with an annual payout of $1.33 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.33 | $1.33 | $1.14 | $0.98 | $0.80 | $1.08 | $0.59 | $0.94 | $0.53 | $0.69 |
Dividend yield | 3.13% | 3.19% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $1.33 |
| 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 |
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.
Loading graphics...
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 7.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.67% | Jan 29, 2018 | 541 | Mar 23, 2020 | 178 | Dec 3, 2020 | 719 |
| -29.38% | Sep 7, 2021 | 278 | Oct 12, 2022 | 303 | Dec 27, 2023 | 581 |
| -13.38% | Mar 20, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
| -11.23% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
| -10.39% | Sep 27, 2024 | 73 | Jan 13, 2025 | 35 | Mar 5, 2025 | 108 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...