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John Hancock Multifactor Mid Cap ETF (JHMM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS47804J2069
CUSIP47804J206
IssuerManulife
Inception DateSep 28, 2015
RegionNorth America (U.S.)
CategoryMid Cap Growth Equities
Index TrackedJohn Hancock Dimensional Mid Cap Index
Home Pagewww.jhinvestments.com
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

The John Hancock Multifactor Mid Cap ETF has a high expense ratio of 0.42%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.42%

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 Mid Cap ETF

Popular comparisons: JHMM vs. IMCG, JHMM vs. IJH, JHMM vs. BND, JHMM vs. RFV, JHMM vs. JPME, JHMM vs. XMHQ, JHMM vs. VOE, JHMM vs. OTCAX, JHMM vs. IVV, JHMM vs. VOO

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
15.66%
15.74%
JHMM (John Hancock Multifactor Mid Cap ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

John Hancock Multifactor Mid Cap ETF had a return of 2.85% year-to-date (YTD) and 15.08% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.85%6.12%
1 month-2.03%-1.08%
6 months15.65%15.73%
1 year15.08%22.34%
5 years (annualized)9.67%11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.35%5.27%4.92%
2023-5.21%-5.14%9.18%8.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JHMM is 56, 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 JHMM is 5656
John Hancock Multifactor Mid Cap ETF(JHMM)
The Sharpe Ratio Rank of JHMM is 5757Sharpe Ratio Rank
The Sortino Ratio Rank of JHMM is 5757Sortino Ratio Rank
The Omega Ratio Rank of JHMM is 5555Omega Ratio Rank
The Calmar Ratio Rank of JHMM is 5656Calmar Ratio Rank
The Martin Ratio Rank of JHMM is 5454Martin 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 Mid Cap ETF (JHMM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JHMM
Sharpe ratio
The chart of Sharpe ratio for JHMM, currently valued at 1.01, compared to the broader market0.002.004.001.01
Sortino ratio
The chart of Sortino ratio for JHMM, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.001.52
Omega ratio
The chart of Omega ratio for JHMM, currently valued at 1.18, compared to the broader market1.001.502.002.501.18
Calmar ratio
The chart of Calmar ratio for JHMM, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.000.72
Martin ratio
The chart of Martin ratio for JHMM, currently valued at 3.12, compared to the broader market0.0020.0040.0060.0080.003.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current John Hancock Multifactor Mid Cap ETF Sharpe ratio is 1.01. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.01
1.89
JHMM (John Hancock Multifactor Mid Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

John Hancock Multifactor Mid Cap ETF granted a 1.14% dividend yield in the last twelve months. The annual payout for that period amounted to $0.62 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$0.62$0.62$0.54$0.40$0.47$0.40$0.41$0.31$0.33$0.08

Dividend yield

1.14%1.17%1.16%0.72%1.04%1.02%1.36%0.90%1.15%0.33%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Multifactor Mid Cap 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
2023$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.37
2022$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.34
2021$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.25
2020$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.25
2019$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.24
2018$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.28
2017$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$0.18
2016$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.18
2015$0.08

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.61%
-3.66%
JHMM (John Hancock Multifactor Mid Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Multifactor Mid 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 Mid Cap ETF was 40.71%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current John Hancock Multifactor Mid Cap ETF drawdown is 5.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.71%Feb 21, 202022Mar 23, 2020141Oct 12, 2020163
-24.1%Nov 17, 2021219Sep 30, 2022355Mar 1, 2024574
-21.81%Aug 30, 201880Dec 24, 201886Apr 30, 2019166
-15.58%Dec 2, 201543Feb 8, 201654Apr 27, 201697
-9.29%Jan 29, 20189Feb 8, 2018124Aug 7, 2018133

Volatility

Volatility Chart

The current John Hancock Multifactor Mid Cap ETF volatility is 4.08%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.08%
3.44%
JHMM (John Hancock Multifactor Mid Cap ETF)
Benchmark (^GSPC)