John Hancock Multifactor Small Cap ETF (JHSC)
JHSC is a passive ETF by Manulife tracking the investment results of the John Hancock Dimensional Small Cap Index. JHSC launched on Nov 8, 2017 and has a 0.42% expense ratio.
ETF Info
ISIN | US47804J8421 |
---|---|
CUSIP | 47804J842 |
Issuer | Manulife |
Inception Date | Nov 8, 2017 |
Region | North America (U.S.) |
Category | Small Cap Growth Equities |
Index Tracked | John Hancock Dimensional Small Cap Index |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 5.34% | 10.16% |
1 month | 4.93% | 3.47% |
6 months | 20.00% | 22.20% |
1 year | 24.38% | 30.45% |
5 years (annualized) | 9.51% | 13.16% |
10 years (annualized) | N/A | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
John Hancock Multifactor Small Cap ETF | 1.50 | ||||
S&P 500 | 2.79 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2020 | 22 | Mar 23, 2020 | 166 | Nov 16, 2020 | 188 |
-25.21% | Nov 9, 2021 | 221 | Sep 26, 2022 | 314 | Dec 26, 2023 | 535 |
-24.71% | Aug 30, 2018 | 79 | Dec 24, 2018 | 265 | Jan 14, 2020 | 344 |
-10.77% | Jan 24, 2018 | 12 | Feb 9, 2018 | 77 | Jun 5, 2018 | 89 |
-7.04% | Apr 30, 2021 | 55 | Jul 19, 2021 | 32 | Sep 1, 2021 | 87 |
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.