- ISIN
- US47804J1079
- CUSIP
- 47804J107
- Issuer
- Manulife
- Inception Date
- Sep 28, 2015
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- John Hancock Dimensional Large Cap Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Share Price Chart
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Performance
JHML Performance Chart
John Hancock Multifactor Large Cap ETF (JHML) is up 12.1% since the beginning of the year. JHML is currently trading at $90 per share. Investors who bought $1,000 worth of JHML shares 5 years ago would now be looking at an investment worth $1,773.
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Returns By Period
John Hancock Multifactor Large Cap ETF (JHML) has returned 12.12% so far this year and 28.27% over the past 12 months. Over the last decade, JHML has posted an annualized return of 14.29%, slightly higher than the S&P 500 Index benchmark’s 13.75%.
John Hancock Multifactor Large Cap ETF
- 1D
- 0.55%
- 1M
- 4.74%
- YTD
- 12.12%
- 6M
- 12.81%
- 1Y
- 28.27%
- 3Y*
- 20.55%
- 5Y*
- 12.14%
- 10Y*
- 14.29%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
JHML Monthly Returns History
Based on dividend-adjusted daily data since Sep 30, 2015, JHML's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -14.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JHML closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.35% | 0.80% | -4.99% | 9.03% | 4.22% | 0.66% | 12.12% | ||||||
| 2025 | 3.64% | -1.56% | -5.12% | -1.35% | 5.80% | 4.78% | 1.77% | 2.24% | 2.69% | 1.29% | 0.96% | 0.21% | 15.91% |
| 2024 | 0.95% | 4.94% | 3.95% | -4.56% | 3.79% | 1.86% | 2.53% | 2.24% | 1.89% | -0.94% | 6.49% | -4.29% | 19.84% |
| 2023 | 6.25% | -2.50% | 1.51% | 0.87% | -1.11% | 6.95% | 3.21% | -2.01% | -4.49% | -2.77% | 9.12% | 5.39% | 21.16% |
| 2022 | -5.62% | -2.19% | 3.35% | -7.99% | 0.48% | -8.55% | 8.66% | -3.45% | -9.18% | 8.72% | 6.16% | -5.23% | -15.94% |
| 2021 | -1.08% | 3.71% | 4.64% | 5.00% | 0.82% | 1.63% | 1.98% | 2.65% | -4.51% | 6.38% | -1.53% | 4.93% | 26.90% |
Benchmark Metrics
John Hancock Multifactor Large Cap ETF has an annualized alpha of 0.94%, beta of 0.97, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since October 01, 2015.
- With beta of 0.97 and R2 of 0.96, 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
- 0.94%
- Beta
- 0.97
- R²
- 0.96
- Upside Capture
- 100.87%
- Downside Capture
- 98.45%
Expense Ratio
JHML has an expense ratio of 0.29%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JHML ranks 75 for risk / return — better than 75% 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 Large Cap ETF (JHML) and compare them to S&P 500 Index.
| JHML | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.48 | 2.39 | +0.09 |
Sortino ratioReturn per unit of downside risk | 3.45 | 3.25 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.43 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 3.11 | +0.46 |
Martin ratioReturn relative to average drawdown | 16.55 | 14.38 | +2.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
John Hancock Multifactor Large Cap ETF provided a 0.94% dividend yield over the last twelve months, with an annual payout of $0.84 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.84 | $0.84 | $0.81 | $0.82 | $0.72 | $0.64 | $0.75 | $0.71 | $0.50 | $0.50 | $0.39 | $0.10 |
Dividend yield | 0.94% | 1.06% | 1.16% | 1.39% | 1.46% | 1.08% | 1.59% | 1.73% | 1.57% | 1.44% | 1.36% | 0.38% |
Monthly Dividends
The table displays the monthly dividend distributions for John Hancock Multifactor Large Cap 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 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.84 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.81 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.82 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.72 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.64 |
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 Large Cap 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 Large Cap ETF was 36.13%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.13%Mar 2020 | 1mo 2d | 5mo 6d | 6mo 8dFeb 2020 - Aug 2020 |
Bear market2022 | -23.47%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.80%Dec 2018 | 3mo 1d | 3mo 19d | 6mo 20dSep 2018 - Apr 2019 |
2025 selloff2025 | -18.20%Apr 2025 | 1mo 17d | 2mo 20d | 4mo 7dFeb 2025 - Jun 2025 |
2016 correction2016 | -13.78%Feb 2016 | 3mo 9d | 2mo 7d | 5mo 16dNov 2015 - Apr 2016 |
Drawdown Indicators
| JHML | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -56.78% | +20.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -9.10% | +1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -18.20% | -18.90% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -23.47% | -25.43% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | -33.92% | -2.21% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -10.72% | +6.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.97% | -0.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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