John Hancock Investments - Multifactor Large Cap ETF
$91.07−0.02 (−0.02%)
- 0.29%
- $1.2B
- +20.2%
- 0.94%
- 0M sh
- $91.10
- low $75.90high $92.58
The ETF.net JHML Grade
A
Score 70 out of 100
- 24 of 99
Score 70 of 100 falls in the A 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.B57 out of 100Rank 38 of 99Mission
Whether the fund did what it promised, tested against its stated mandate.A100 out of 100Rank 1 of 86Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.B61 out of 100Rank 29 of 97Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.B67 out of 100Rank 20 of 99Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.B60 out of 100Rank 41 of 98Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.B69 out of 100Rank 28 of 99
Our read on JHML
AA John Hancock wrapper on a Dimensional-branded index: roughly 800 US large caps chosen by multifactor rules rather than size alone. Live since 2015, priced right at its category's midpoint.
The fund seeks to track, before fees and expenses, the performance of the John Hancock Dimensional Large Cap Index.
Why people hold it
- The benchmark is the John Hancock Dimensional Large Cap Index, a factor specialist's name on the tin instead of a generic cap-weighted list.
- Roughly 800 holdings. Broad enough that no single name carries the portfolio, unlike concentrated factor sleeves that bet on a few dozen stocks.
- Trading since 2015, so the factor tilts have a real live record behind them, not just a backtest.
- Sits in the upper half of a crowded US multifactor field on our review.
Worth knowing
- The 0.32% expense ratio lands exactly at the multifactor median, while plainer large-cap peers like VYM and IUSG charge a fraction of it.
- Thinner trading than the mega-index funds, so spreads can matter more on large or hurried orders.
- Distributions come once or twice a year, not monthly, which shapes how the income arrives.
JHML Holdings
- Stocks
- 776
- 25%
- AAPL
Sectors
- Technology31.0%
- Financials13.6%
- Industrials11.2%
- Health Care10.4%
- Consumer Discretionary9.4%
- Communication7.5%
- Consumer Staples4.6%
- Energy4.3%
- Utilities3.3%
- Materials2.6%
- Real Estate2.2%
Geography
- United States96.60%
- Ireland1.41%
- United Kingdom0.59%
- Switzerland0.42%
- Singapore0.27%
- Netherlands0.24%
- Bermuda0.23%
- Cayman Islands0.09%
- 0.15%
JHML Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
JHML$12,015
Returns run to the Oct 12, 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 | JHML |
|---|---|
| Year to date | +14.6% |
| 1 month | +1.0% |
| 3 months | +1.7% |
| 1 year | +20.2% |
| 3 years | +20.9% |
| 5 years | +12.0% |
| 10 years | +14.2% |
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 | JHML |
|---|---|---|
| 2026 YTD | +14.6% | |
| 2025 | +15.9% | |
| 2024 | +19.8% | |
| 2023 | +21.1% | |
| 2022 | −15.9% | |
| 2021 | +26.9% | |
| 2020 | +17.0% |
JHML in the news
JHML Dividends
- 0.94%
- $0.86
- $0.39 per share
- Twice a year
Distribution history
JHML Risk
- 12.2%
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.
- 1.22
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.
- −23.5%
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.
- 0.97
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
JHML Cost
0.29%
JHML0.29%
- The middle half of US Multifactor funds
- Median 0.30%
40 of the 99 US Multifactor funds charge less.
Other funds in US Multifactor
- AOMFLInvesco Russell 1000 Dynamic Multifactor ETFExpense ratio 0.29%1 year return +22.3%
- AQLCNorthern Trust US Quality Large Cap ETFExpense ratio 0.26%1 year return +22.8%
- AJPUSJPMorgan Diversified Return U.S. Equity ETFExpense ratio 0.18%1 year return +17.7%
- AFLRGFidelity U.S. Multifactor ETFExpense ratio 0.15%1 year return +14.2%
- BIUSInvesco RAFI Strategic US ETFExpense ratio 0.19%1 year return +31.0%