JHMLJohn Hancock Multifactor Large Cap ETF
Seeks to provide investment results that closely correspond to the performance of the John Hancock Dimensional Large Cap Index.
By John Hancock · Launched 2015
Annual Cost
0.29%
#1,303 of 5,861 · low cost
Fund Size
$1.2B
#1,044 of 5,861 · large
Return (1Y)Goal
+19.9%
Track Record
10 years
#1,330 of 5,861 · established
Performance
Total-return NAV · USDGrowth of $10,000
$11,899+19.0%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundAsset class
EquityRegion
North americaCap
Large
Strategy
Index enhanced
Factor
Multifactor
Index tracked
John Hancock Dimensional Large Cap Index
What it actually holds
By weightConcentration
Top 10 holdings = 22.5% of fund✓ well diversified
NVIDIA Corporation
4.0%
Apple Inc.
4.0%
Microsoft Corporation
2.8%
Amazon.com Inc.
2.7%
Alphabet Inc.
2.4%
Meta Platforms Inc.
1.8%
Broadcom Inc.
1.6%
JPMorgan Chase and Co.
1.2%
Berkshire Hathaway Inc.
1.0%
Eli Lilly and Company
0.9%
Asset allocation
Stocks
99.9%
Cash
0.1%
By sector
Technology
30.7%
Financial Services
13.6%
Industrials
12.3%
Consumer Cyclical
9.7%
Healthcare
9.3%
Communication
7.4%
Consumer Defensive
4.7%
Utilities
3.7%
Other
8.6%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
12.1%Moderate
Year-on-year price swings
Max drawdown
-36.1%Severe
Worst peak-to-trough loss
Sharpe (3Y)
0.96Decent risk-adjusted returns
Sortino (3Y)
1.41Good downside protection
Listing
- Exchange
- NYSE Arca
Full fund details
- Objective
- Seeks to provide investment results that closely correspond to the performance of the John Hancock Dimensional Large Cap Index.
- Strategy
- Uses an indexing investment approach to invest primarily in securities that compose the John Hancock Dimensional Large Cap Index, which targets larger market capitalizations and employs multifactor investing. The fund may concentrate its investments in specific industries as defined by the Index.
- Inception date
- September 28, 2015
- Fund family
- John Hancock
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Data updated on 2026-08-04