- ISIN
- US47804J2069
- CUSIP
- 47804J206
- Issuer
- Manulife
- Inception Date
- Sep 28, 2015
- Region
- North America (U.S.)
- Category
- Mid Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- John Hancock Dimensional Mid Cap Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $6B
Share Price Chart
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Performance
JHMM Performance Chart
John Hancock Multifactor Mid Cap ETF (JHMM) is up 12.9% since the beginning of the year. JHMM is currently trading at $74 per share. Investors who bought $1,000 worth of JHMM shares 5 years ago would now be looking at an investment worth $1,509.
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Returns By Period
John Hancock Multifactor Mid Cap ETF (JHMM) has returned 12.87% so far this year and 26.43% over the past 12 months. Over the last ten years, JHMM has returned 11.91% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
John Hancock Multifactor Mid Cap ETF
- 1D
- 1.01%
- 1M
- 2.92%
- YTD
- 12.87%
- 6M
- 14.13%
- 1Y
- 26.43%
- 3Y*
- 17.11%
- 5Y*
- 8.57%
- 10Y*
- 11.91%
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%
JHMM Monthly Returns History
Based on dividend-adjusted daily data since Sep 29, 2015, JHMM's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.9%, while the worst month was Mar 2020 at -19.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JHMM closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.43% | 3.88% | -5.50% | 7.12% | 2.00% | 0.78% | 12.87% | ||||||
| 2025 | 4.49% | -3.49% | -4.86% | -2.20% | 5.39% | 3.97% | 1.83% | 2.88% | 1.01% | -0.39% | 1.91% | 0.26% | 10.73% |
| 2024 | -1.35% | 5.27% | 4.92% | -5.68% | 3.46% | -1.27% | 5.43% | 1.46% | 2.24% | -0.93% | 8.60% | -7.22% | 14.61% |
| 2023 | 8.47% | -2.69% | -2.52% | -0.69% | -3.47% | 8.81% | 3.52% | -2.95% | -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% |
Benchmark Metrics
John Hancock Multifactor Mid Cap ETF has an annualized alpha of -1.35%, beta of 1.00, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since September 30, 2015.
- This ETF participated in 106.05% of S&P 500 Index downside but only 98.19% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.00 and R2 of 0.86, 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
- -1.35%
- Beta
- 1.00
- R²
- 0.86
- Upside Capture
- 98.19%
- Downside Capture
- 106.05%
Expense Ratio
JHMM has an expense ratio of 0.42%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JHMM ranks 57 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for John Hancock Multifactor Mid Cap ETF (JHMM) and compare them to S&P 500 Index.
| JHMM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 2.39 | -0.51 |
Sortino ratioReturn per unit of downside risk | 2.69 | 3.25 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.11 | -0.04 |
Martin ratioReturn relative to average drawdown | 11.89 | 14.38 | -2.50 |
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 Mid Cap ETF provided a 0.87% dividend yield over the last twelve months, with an annual payout of $0.64 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.64 | $0.64 | $0.61 | $0.62 | $0.54 | $0.40 | $0.47 | $0.40 | $0.41 | $0.31 | $0.33 | $0.08 |
Dividend yield | 0.87% | 0.98% | 1.01% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.27 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.64 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.61 |
| 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 |
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 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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -40.71%Mar 2020 | 1mo 1d | 6mo 23d | 7mo 24dFeb 2020 - Oct 2020 |
Bear market2022 | -24.10%Sep 2022 | 10mo 17d | 1y 5mo | 2y 3moNov 2021 - Mar 2024 |
2025 selloff2025 | -21.88%Apr 2025 | 4mo 13d | 4mo 16d | 8mo 29dNov 2024 - Aug 2025 |
Rate-hike selloffLate 2018 | -21.81%Dec 2018 | 3mo 26d | 4mo 7d | 8mo 3dAug 2018 - Apr 2019 |
2016 correction2016 | -15.58%Feb 2016 | 2mo 8d | 2mo 19d | 4mo 27dDec 2015 - Apr 2016 |
Drawdown Indicators
| JHMM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.71% | -56.78% | +16.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -9.10% | +0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -21.88% | -18.90% | -2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -25.43% | +1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.71% | -33.92% | -6.79% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -10.72% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 1.97% | +0.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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