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John Hancock Investments - Multifactor Large Cap ETF (JHML)
USD89.34
+0.25 (+0.28%)
AMEX USD US Equity
NAV
USD 89.65
-0.35% vs NAV
as of 2026-07-12
AUM
USD 1.18B
TER
0.32%
Yield (TTM)
0.96%
Distribution
Distributing · Semi-Annual
52-week range
73.53 – 89.72
Holdings
781
Issuer
John Hancock Investments
About this ETF
To pursue results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Large Cap Index
ISIN
US47804J1079
Issuer
John Hancock Investments
Domicile
US
Inception
2015-09-28
Asset class
Equity
Price
Top 10 holdings
| NVIDIA CORP NVDA | 4.02% |
| APPLE INC AAPL | 3.99% |
| AMAZON.COM INC AMZN | 2.74% |
| ALPHABET INC CL A GOOGL | 2.65% |
| MICROSOFT CORP MSFT | 2.51% |
| BROADCOM INC AVGO | 1.75% |
| MICRON TECHNOLOGY INC MU | 1.62% |
| META PLATFORMS INC CLASS A META | 1.57% |
| JPMORGAN CHASE + CO JPM | 1.13% |
| ELI LILLY + CO LLY | 1.09% |
Sector mix
Price chart
USD89.34
+0.25 (+0.28%)
Loading historical data…
Returns
| 1 month | +1.60% |
| 3 months | +8.61% |
| 6 months | +9.20% |
| Year to date | +11.88% |
| 1 year | +20.73% |
| 3 years (ann.) | +18.05% |
| 5 years (ann.) | +10.27% |
| 10 years (ann.) | +12.65% |
Risk profile
| Volatility (1y, ann.) | 11.99% |
| Sharpe (1y) | 1.63 |
| Sharpe (3y) | 1.23 |
| Sortino (1y) | 2.40 |
| Max drawdown (1y) | -7.95% |
| Max drawdown (5y) | -23.90% |
| Max drawdown (full) | -36.13% |
| Beta vs S&P 500 (1y) | 0.92 |
| Correlation vs S&P 500 (1y) | 0.97 |
Technical outlook as of 2026-07-14
Day Score (bias 0-100, not a probability)
60
P(gain) 22 sessions — probability
61%
VaR 95% (daily)
-1.64%
CVaR 95% (daily)
-2.75%
GARCH vol forecast (22d)
0.81%
Market regime (Markov)
Lateral
The Monte Carlo cone is drawn on the price chart above (Forecast overlay); RSI, MACD and the rest of the oscillators live in its indicator panels.
Top-10 concentration
23.1%
Effective holdings
121
Disclosed positions
781
Full holdings
| Constituent | ISIN | Market value | Weight |
|---|---|---|---|
| Loading… | |||
Sector breakdown
Geographic exposure
Loading map…
Cost vs. peers
JHML
0.32%
Equity median
0.39%
Cheapest in class BKLC
0.00%
Comparison universe: 6,948 funds of the same asset class.
Cost impact calculator
Dividend history
Distributing share class Income is paid out to shareholders.
| Ex-date | Payment | Amount |
|---|---|---|
| 2026-06-26 | 2026-06-30 | USD 0.3892 |
| 2025-12-29 | 2025-12-31 | USD 0.4663 |
| 2025-06-26 | 2025-06-30 | USD 0.3763 |
| 2024-12-27 | 2024-12-31 | USD 0.4727 |
| 2024-06-26 | 2024-06-28 | USD 0.3366 |
| 2023-12-26 | 2023-12-29 | USD 0.4683 |
| 2023-06-27 | 2023-06-30 | USD 0.3519 |
| 2022-12-27 | 2022-12-30 | USD 0.4355 |
| 2022-06-27 | 2022-06-30 | USD 0.2822 |
| 2021-12-27 | 2021-12-30 | USD 0.3482 |
| 2021-06-25 | 2021-06-30 | USD 0.2939 |
| 2020-12-24 | 2020-12-30 | USD 0.3917 |
| 2020-06-25 | 2020-06-30 | USD 0.3610 |
| 2019-12-24 | 2019-12-30 | USD 0.3978 |
| 2019-06-25 | 2019-06-28 | USD 0.3139 |
| 2018-12-24 | 2018-12-28 | USD 0.2794 |
| 2018-06-26 | 2018-06-29 | USD 0.2234 |
| 2017-12-26 | 2017-12-29 | USD 0.2906 |
| 2017-06-26 | 2017-06-30 | USD 0.2099 |
| 2016-12-23 | 2016-12-30 | USD 0.2300 |
| 2016-06-24 | 2016-06-30 | USD 0.1650 |
| 2015-12-24 | 2015-12-31 | USD 0.1000 |
ESG profile
Derived from holdings
covers 96.9% of the portfolio by weight
(748 scored constituents)
Environmental
62.6
class avg 63.0
Social
61.6
class avg 62.3
Governance
65.3
class avg 64.9
Total ESG
63.2
class avg 63.4
Benchmark: average of 4,066 funds of the same asset class with derived ESG data.
Similar ETFs
| Fund | TER | AUM (USD) | Yield (TTM) | Return 1y | Sharpe 1y |
|---|---|---|---|---|---|
| Vanguard Total Stock Market ETF VTI | 0.03% | 2.30T | 1.05% | +20.89% | 1.54 |
| Vanguard S&P 500 ETF VOO | 0.03% | 1.70T | 1.06% | +20.56% | 1.55 |
| iShares Core S&P 500 ETF IVV | 0.03% | 894.38B | 1.08% | +20.54% | 1.55 |
| State Street SPDR S&P 500 ETF SPY | 0.09% | 789.23B | 1.00% | +20.56% | 1.55 |
| SPDR S&P 500 ETF Trust 1557.T | 0.09% | 789.09B | 0.49% | +36.90% | 2.23 |
| State Street SPDR S&P 500 ETF SPY.AX | 0.09% | 788.13B | 1.00% | +12.01% | 1.14 |
| Vanguard Total International Stock ETF VXUS | 0.05% | 652.30B | 2.58% | +22.70% | 1.31 |
| Invesco QQQ Trust, Series 1 QQQ | 0.18% | 481.14B | 0.42% | +29.86% | 1.50 |
| Vanguard Growth ETF VUG | 0.03% | 393.80B | 0.39% | +18.15% | 1.06 |
| Vanguard FTSE Developed Markets ETF VEA | 0.03% | 317.30B | 2.57% | +24.14% | 1.35 |
Cheaper alternatives
| Fund | TER | AUM (USD) | Overlap |
|---|---|---|---|
| State Street SPDR Portfolio S&P 500 ETF SPYM | 0.02% | 159.32B | 75.0% |
| SPDR S&P 500 ETF Trust 1557.T | 0.09% | 789.09B | 74.9% |
| State Street SPDR S&P 500 ETF SPY | 0.09% | 789.23B | 74.9% |
| Vanguard Total Stock Market ETF VTI | 0.03% | 2.30T | 74.6% |
| Vanguard S&P 500 ETF VOO | 0.03% | 1.70T | 73.5% |
| iShares Core S&P 500 UCITS ETF CSP1.L | 0.07% | 151.66B | 72.7% |
| iShares Core S&P 500 UCITS ETF CSPX.L | 0.07% | 151.69B | 72.7% |
| iShares Core S&P 500 UCITS ETF SXR8.DE | 0.07% | 151.54B | 72.7% |
