John Hancock Multifactor Mid Cap ETF (JHMM)
JHMM is a passive ETF by Manulife tracking the investment results of the John Hancock Dimensional Mid Cap Index. JHMM launched on Sep 28, 2015 and has a 0.42% expense ratio.
ETF Info
| ISIN | US47804J2069 |
|---|---|
| CUSIP | 47804J206 |
| Issuer | Manulife |
| Inception Date | Sep 28, 2015 |
| Region | North America (U.S.) |
| Category | Mid Cap Growth Equities |
| Leveraged | 1x |
| Index Tracked | John Hancock Dimensional Mid Cap Index |
| Home Page | www.jhinvestments.com |
| Asset Class | Equity |
Asset Class Size | Mid-Cap |
Asset Class Style | Blend |
Expense Ratio
JHMM features an expense ratio of 0.42%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: JHMM vs. OTCAX, JHMM vs. IMCG, JHMM vs. JPME, JHMM vs. IJH, JHMM vs. BND, JHMM vs. XMHQ, JHMM vs. RFV, JHMM vs. VOO, JHMM vs. VOE, JHMM vs. IVV
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.
Returns By Period
John Hancock Multifactor Mid Cap ETF had a return of 20.08% year-to-date (YTD) and 32.72% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 20.08% | 25.48% |
| 1 month | 3.13% | 2.14% |
| 6 months | 11.13% | 12.76% |
| 1 year | 32.72% | 33.14% |
| 5 years (annualized) | 11.69% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of JHMM, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.35% | 5.27% | 4.92% | -5.68% | 3.46% | -1.27% | 5.43% | 1.46% | 2.24% | -0.93% | 20.08% | ||
| 2023 | 8.47% | -2.69% | -2.52% | -0.69% | -3.47% | 8.81% | 3.52% | -2.96% | -5.21% | -5.14% | 9.18% | 8.21% | 14.53% |
| 2022 | -6.94% | -0.04% | 1.62% | -7.23% | 0.74% | -9.64% | 9.85% | -3.07% | -9.44% | 9.04% | 6.20% | -4.97% | -15.30% |
| 2021 | -0.02% | 5.14% | 3.93% | 4.97% | 0.35% | 0.47% | 1.08% | 2.75% | -4.07% | 5.92% | -2.65% | 4.85% | 24.54% |
| 2020 | -1.12% | -9.12% | -19.27% | 13.94% | 7.54% | 1.55% | 5.61% | 3.56% | -2.06% | 1.01% | 13.16% | 5.16% | 16.22% |
| 2019 | 10.25% | 4.44% | 0.26% | 4.27% | -6.69% | 7.24% | 1.40% | -2.92% | 2.48% | 1.03% | 3.74% | 2.09% | 30.01% |
| 2018 | 4.51% | -3.85% | 0.04% | -0.73% | 2.35% | 0.40% | 2.86% | 2.40% | -0.54% | -8.74% | 2.76% | -10.24% | -9.57% |
| 2017 | 2.75% | 3.26% | -0.07% | 0.78% | 0.82% | 1.16% | 1.32% | -0.51% | 2.80% | 1.95% | 3.77% | 0.41% | 19.96% |
| 2016 | -8.20% | 2.72% | 7.62% | 0.02% | 2.60% | -0.27% | 4.49% | 0.12% | 0.36% | -2.77% | 5.81% | 1.08% | 13.39% |
| 2015 | 1.78% | 6.37% | 0.57% | -2.57% | 6.08% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JHMM is 74, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend History
John Hancock Multifactor Mid Cap ETF provided a 0.97% dividend yield over the last twelve months, with an annual payout of $0.61 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.61 | $0.62 | $0.54 | $0.40 | $0.47 | $0.40 | $0.41 | $0.31 | $0.33 | $0.08 |
Dividend yield | 0.97% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | |
| 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 | $0.62 |
| 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 | $0.54 |
| 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 | $0.40 |
| 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 | $0.47 |
| 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 | $0.40 |
| 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 | $0.41 |
| 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 | $0.31 |
| 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 | $0.33 |
| 2015 | $0.08 | $0.08 |
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.
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 1.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.71% | Feb 21, 2020 | 22 | Mar 23, 2020 | 141 | Oct 12, 2020 | 163 |
| -24.1% | Nov 17, 2021 | 219 | Sep 30, 2022 | 355 | Mar 1, 2024 | 574 |
| -21.81% | Aug 30, 2018 | 80 | Dec 24, 2018 | 86 | Apr 30, 2019 | 166 |
| -15.58% | Dec 2, 2015 | 43 | Feb 8, 2016 | 54 | Apr 27, 2016 | 97 |
| -9.29% | Jan 29, 2018 | 9 | Feb 8, 2018 | 124 | Aug 7, 2018 | 133 |
Volatility
Volatility Chart
The current John Hancock Multifactor Mid Cap ETF volatility is 4.33%, 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.