
John Hancock Multifactor Developed International ETF
The ETF.net JHMD Grade
Score 45 out of 100
- 20 of 30
Score 45 of 100 falls in the C band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.
Cost
The fund’s net expense ratio, ranked against its category.D33 out of 100Rank 20 of 30Mission
Whether the fund did what it promised, tested against its stated mandate.Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.D37 out of 100Rank 23 of 30Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.B60 out of 100Rank 10 of 30Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.B68 out of 100Rank 11 of 30Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.B57 out of 100Rank 14 of 30
Our read on JHMD
In short
CA Dimensional-designed index in a John Hancock wrapper: roughly 600 large developed-market stocks outside North America, weighted toward the smaller, cheaper, more profitable end of the pool. Factor investing from the firm that wrote the playbook, in plain index form.
Stated mandate
The fund seeks to track, before fees and expenses, the performance of the John Hancock Dimensional Developed International Index.
Why people hold it
Worth knowing
JHMD Holdings
- Stocks
- 570
- 12%
- ASML
Sectors
- Financials26.0%
- Industrials18.3%
- Health Care8.7%
- Technology8.3%
- Consumer Staples7.4%
- Consumer Discretionary7.4%
- Materials7.3%
- Energy5.4%
- Communication5.2%
- Utilities5.0%
- Real Estate1.1%
Geography
- Japan25.31%
- United Kingdom13.35%
- Germany9.59%
- Switzerland9.12%
- France8.90%
- Australia6.98%
- Netherlands4.85%
- Spain3.67%
- 18.22%
Developed 99% · Emerging 1%
JHMD Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
Returns run to the Oct 30, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | JHMD |
|---|---|
| Year to date | +8.3% |
| 1 month | −0.3% |
| 3 months | −2.9% |
| 1 year | +13.2% |
| 3 years | +18.8% |
| 5 years | +8.6% |
| 10 years |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | JHMD |
|---|---|---|
| 2026 YTD | +8.3% | |
| 2025 | +33.9% | |
| 2024 | +1.8% | |
| 2023 | +19.4% | |
| 2022 | −13.9% | |
| 2021 | +11.8% | |
| 2020 | +7.2% |
JHMD in the news
JHMD Dividends
- 3.08%
- $1.36
- $0.77 per share
- Twice a year
Distribution history
JHMD Risk
- 11.5%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 1.18
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −28.9%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 0.90
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
FMP measures it over up to five years of monthly returns.
JHMD Cost
Overpaying vs GSWO, cheapest in International Multifactor
$4,761
On $10,000 over 30 years. 7% growth a year before fees, expense ratio only.
JHMD 0.39%
$7,898
GSWO 0.15% Cheapest
$3,137
Cost over time
Year by year
| Year | JHMD | GSWO | Overpaying |
|---|---|---|---|
| 10 | $705 | $274 | $431 |
| 20 | $2,725 | $1,071 | $1,654 |
| 30 | $7,898 | $3,137 | $4,761 |
Full fee 0.43% waiver 0.04% you pay 0.39%
Other funds in International Multifactor
- CUIVMVictoryShares International Value Momentum ETFExpense ratio 0.35%1 year return +25.0%
- CIMFLInvesco International Developed Dynamic Multifactor ETFExpense ratio 0.34%1 year return +21.0%
- DFDTFirst Trust Developed Markets ex-US AlphaDEX FundExpense ratio 0.80%1 year return +18.5%
- DRWINRayliant NxtGen Multifactor International Equity ETFExpense ratio 0.42%1 year return
- DDWMFWisdomTree International Multifactor FundExpense ratio 0.38%1 year return +5.8%

