John Hancock Investments - Multifactor Large Cap ETF
$90.12−0.42 (−0.46%)
- Expense ratio
- 0.29%
- Fund size
- $1.2B
- 1Y return
- +16.8%
- Yield · Last 12 months
- 0.94%
- Holdings
- 777
- Volume · 30D
- 0M sh
- NAV per share
- $90.59
- 52W range
The ETF.net JHML Grade
Score 71 of 100 sits in the A band. Bands: A ≥ 70, B ≥ 55, C ≥ 40, D ≥ 25, F < 25; the scale skips E.
Cost
What you pay to own it — the expense ratio plus trading frictions, ranked within its category.BScore 57Category rankMission
How faithfully it does the job it claims — tracking its mandate or index with minimal slippage.AScore 100Category rankRisk
How violently it can move — volatility, drawdown depth, and downside capture versus its category.BScore 64Category rankTradability
How cheaply and easily you can get in and out — liquidity, spread, and premium/discount stability.BScore 67Category rankHoldings
What it actually owns — the quality, breadth, and concentration of the underlying portfolio.BScore 60Category rankDurability
Whether it will still be here — the fund’s assets, age, flows, and issuer staying power.BScore 69Category rank
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
- 777
- 25%
- AAPL
Sectors
- Technology30.3%
- Financials14.2%
- Industrials11.3%
- Health Care10.0%
- Consumer Discr.9.6%
- Communication7.2%
- Cons. Staples4.7%
- Energy4.3%
- Utilities3.4%
- Materials2.7%
- Real Estate2.3%
Geography
- United States96.65%
- Ireland1.29%
- United Kingdom0.58%
- Switzerland0.44%
- Singapore0.38%
- Bermuda0.26%
- Netherlands0.21%
- Cayman Islands0.05%
- 0.14%
JHML 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 Sep 22, 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 | +13.9% |
| 1 month | −0.5% |
| 3 months | +2.2% |
| 1 year | +16.8% |
| 3 years | +20.7% |
| 5 years | +11.7% |
| 10 years | +14.0% |
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 | +13.9% | |
| 2025 | +15.9% | |
| 2024 | +19.8% | |
| 2023 | +21.1% | |
| 2022 | −15.9% | |
| 2021 | +26.9% | |
| 2020 | +17.0% |
JHML in the news
ETF.net Research hasn’t filed on JHML yet — coverage lands here as it’s written.
JHML Dividends
- 0.94%
- $0.86
- $0.39 per share
- Twice a year
Distribution history
| Ex-date | Pay date | Amount per share |
|---|---|---|
| Jun 26, 2026 | Jun 30, 2026 | $0.39 |
| Dec 29, 2025 | Dec 31, 2025 | $0.47 |
| Jun 26, 2025 | Jun 30, 2025 | $0.38 |
| Dec 27, 2024 | Dec 31, 2024 | $0.47 |
| Jun 26, 2024 | Jun 28, 2024 | $0.34 |
| Dec 26, 2023 | Dec 29, 2023 | $0.47 |
| Jun 27, 2023 | Jun 30, 2023 | $0.35 |
| Dec 27, 2022 | Dec 30, 2022 | $0.44 |
| Jun 27, 2022 | Jun 30, 2022 | $0.28 |
| Dec 27, 2021 | Dec 30, 2021 | $0.35 |
| Jun 25, 2021 | Jun 30, 2021 | $0.29 |
| Dec 24, 2020 | Dec 30, 2020 | $0.39 |
JHML Risk
- 12.6%
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.
- 1.10
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
- The middle half of US Multifactor funds
- Median 0.30%
40 of the 98 US Multifactor funds charge less.