John Hancock Multifactor Large Cap ETF (JHML)
JHML is a passive ETF by Manulife tracking the investment results of the John Hancock Dimensional Large Cap Index. JHML launched on Sep 28, 2015 and has a 0.29% expense ratio.
ETF Info
US47804J1079
47804J107
Sep 28, 2015
North America (U.S.)
1x
John Hancock Dimensional Large Cap Index
Large-Cap
Blend
Expense Ratio
JHML has an expense ratio of 0.29%, 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.
Performance
Performance Chart
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Returns By Period
John Hancock Multifactor Large Cap ETF (JHML) returned 1.02% year-to-date (YTD) and 11.77% over the past 12 months.
JHML
1.02%
5.66%
-2.87%
11.77%
11.53%
14.60%
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of JHML, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.64% | -1.56% | -5.12% | -1.35% | 5.79% | 1.02% | |||||||
| 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% | 4.92% | 26.90% |
| 2020 | -0.51% | -8.56% | -14.45% | 12.81% | 5.50% | 1.43% | 5.68% | 5.99% | -2.82% | -1.68% | 11.76% | 4.11% | 17.02% |
| 2019 | 8.42% | 3.65% | 1.22% | 4.11% | -6.48% | 7.34% | 1.59% | -2.08% | 2.23% | 1.74% | 3.76% | 2.58% | 30.94% |
| 2018 | 5.06% | -3.86% | -1.68% | -0.14% | 2.14% | 0.58% | 3.49% | 2.83% | 0.11% | -6.88% | 1.89% | -9.16% | -6.46% |
| 2017 | 2.10% | 3.90% | 0.01% | 0.91% | 1.16% | 1.14% | 1.44% | 0.02% | 2.27% | 2.17% | 3.46% | 1.16% | 21.52% |
| 2016 | -8.43% | 3.36% | 7.05% | -0.10% | 1.64% | 0.23% | 4.28% | 0.00% | 0.31% | -2.16% | 4.60% | 1.45% | 11.97% |
| 2015 | 7.81% | 0.34% | -1.66% | 6.38% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JHML is 56, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for John Hancock Multifactor Large Cap ETF (JHML) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
John Hancock Multifactor Large Cap ETF provided a 1.15% dividend yield over the last twelve months, with an annual payout of $0.81 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.81 | $0.81 | $0.82 | $0.72 | $0.64 | $0.75 | $0.71 | $0.50 | $0.50 | $0.40 | $0.10 |
Dividend yield | 1.15% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $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 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.75 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.71 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.50 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.50 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.40 |
| 2015 | $0.10 | $0.10 |
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.
The current John Hancock Multifactor Large Cap ETF drawdown is 3.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.13% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
| -23.47% | Jan 5, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -19.8% | Sep 24, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -18.2% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -13.78% | Nov 4, 2015 | 65 | Feb 11, 2016 | 43 | Apr 18, 2016 | 108 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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