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John Hancock Multifactor Small Cap ETF (JHSC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS47804J8421
CUSIP47804J842
IssuerManulife
Inception DateNov 8, 2017
RegionNorth America (U.S.)
CategorySmall Cap Growth Equities
Index TrackedJohn Hancock Dimensional Small Cap Index
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

The John Hancock Multifactor Small 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 to compare with JHSC

John Hancock Multifactor Small Cap ETF

Popular comparisons: JHSC vs. CALF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock Multifactor Small 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.


20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
64.78%
103.29%
JHSC (John Hancock Multifactor Small Cap ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

John Hancock Multifactor Small Cap ETF had a return of 5.34% year-to-date (YTD) and 24.38% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.34%10.16%
1 month4.93%3.47%
6 months20.00%22.20%
1 year24.38%30.45%
5 years (annualized)9.51%13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.22%4.04%
2023-3.05%-5.13%-6.12%10.17%10.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for John Hancock Multifactor Small Cap ETF (JHSC) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
JHSC
John Hancock Multifactor Small Cap ETF
1.50
^GSPC
S&P 500
2.79

Sharpe Ratio

The current John Hancock Multifactor Small Cap ETF Sharpe ratio is 1.50. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.50
2.79
JHSC (John Hancock Multifactor Small Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

John Hancock Multifactor Small Cap ETF granted a 0.93% dividend yield in the last twelve months. The annual payout for that period amounted to $0.36 per share.


PeriodTTM202320222021202020192018
Dividend$0.36$0.36$0.35$0.39$0.34$0.32$0.25

Dividend yield

0.93%0.98%1.13%1.08%1.12%1.14%1.09%

Monthly Dividends

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.22
2022$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$0.25
2021$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.22
2020$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$0.22
2019$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.20
2018$0.14$0.00$0.00$0.00$0.00$0.00$0.10

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%OctoberNovemberDecember2024FebruaryMarch00
JHSC (John Hancock Multifactor Small Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.66%Feb 21, 202022Mar 23, 2020166Nov 16, 2020188
-25.21%Nov 9, 2021221Sep 26, 2022314Dec 26, 2023535
-24.71%Aug 30, 201879Dec 24, 2018265Jan 14, 2020344
-10.77%Jan 24, 201812Feb 9, 201877Jun 5, 201889
-7.04%Apr 30, 202155Jul 19, 202132Sep 1, 202187

Volatility

Volatility Chart

The current John Hancock Multifactor Small Cap ETF volatility is 3.90%, 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%7.00%OctoberNovemberDecember2024FebruaryMarch
3.90%
2.80%
JHSC (John Hancock Multifactor Small Cap ETF)
Benchmark (^GSPC)