John Hancock Multifactor Small Cap ETF (JHSC)

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

John Hancock Multifactor Small Cap ETF (JHSC) is up 12.4% since the beginning of the year. JHSC is currently trading at $47 per share. Investors who bought $1,000 worth of JHSC shares 5 years ago would now be looking at an investment worth $1,422.

John Hancock Multifactor Small Cap ETF (JHSC) has returned 12.41% so far this year and 25.05% over the past 12 months.

Based on dividend-adjusted daily data since Nov 9, 2017, JHSC's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Mar 2020 at -23.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JHSC closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -11.0%.

John Hancock Multifactor Small Cap ETF has an annualized alpha of -3.56%, beta of 1.01, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since November 10, 2017.

• This ETF participated in 112.76% of S&P 500 Index downside but only 95.46% of its upside - more exposed to losses than it benefited from rallies.
• This ETF had an annualized alpha of -3.56% versus S&P 500 Index - delivering less than market exposure alone would predict.
• With beta of 1.01 and R2 of 0.75, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

JHSC has an expense ratio of 0.42%, placing it in the medium range.

JHSC ranks 50 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.

The table below present risk-adjusted performance metrics for John Hancock Multifactor Small Cap ETF (JHSC) and compare them to S&P 500 Index.

John Hancock Multifactor Small Cap ETF provided a 1.00% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for John Hancock Multifactor Small Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the John Hancock Multifactor Small 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 Small Cap ETF was 42.66%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current John Hancock Multifactor Small Cap ETF drawdown is 0.04%.

The chart below shows the rolling one-month volatility.