JHML Performance — John Hancock Multifactor Large Cap ETF
Data updated: 2026-08-27
JHML returned +12.27% year to date and +22.91% over one year to Jun 2026. Annualised returns are +18.96% over 3 years and +11.78% over 5 years. The fund beat its US Large Blend category average: $100 invested three years ago grew to $168, against $157 for the category, and to $123 over one year, against $118. Volatility over the past three years was 12.75% a year. In the 12 months to Jun 2026 the fund lost a net $21.4M, and assets reached $1.17B.
JHML Growth of $100
What $100 invested in John Hancock Multifactor Large Cap ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | JHML | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $123 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $168 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $175 | $161 |
| Since data start (Aug 2019 – Jun 2026) | $256 | $226 |
JHML Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +12.27% |
| 1 year | +22.91% |
| 3 years (annualised) | +18.96% |
| 5 years (annualised) | +11.78% |
JHML Annual Returns
Calendar-year total returns of John Hancock Multifactor Large Cap ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +12.27% |
| 2025 | +15.92% |
| 2024 | +19.76% |
| 2023 | +21.19% |
| 2022 | −15.92% |
| 2021 | +26.88% |
| 2020 | +16.83% |
| 2019 (Aug–Dec) | +8.60% |
JHML Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.4% | +0.8% | −5.0% | +9.2% | +4.1% | +0.8% | — | — | — | — | — | — |
| 2025 | +3.7% | −1.5% | −5.1% | −1.2% | +5.6% | +4.7% | +1.9% | +2.1% | +2.7% | +1.3% | +1.0% | +0.1% |
| 2024 | +0.9% | +5.1% | +3.8% | −4.5% | +3.9% | +1.8% | +2.4% | +2.3% | +1.9% | −1.0% | +6.5% | −4.3% |
| 2023 | +6.4% | −2.7% | +1.6% | +0.9% | −1.2% | +7.0% | +3.3% | −2.1% | −4.5% | −2.7% | +9.0% | +5.4% |
| 2022 | −5.4% | −2.3% | +3.0% | −7.8% | +0.4% | −8.6% | +8.8% | −3.5% | −9.1% | +8.7% | +6.1% | −5.2% |
| 2021 | −1.0% | +3.7% | +4.5% | +5.1% | +0.9% | +1.5% | +2.1% | +2.7% | −4.6% | +6.3% | −1.6% | +5.0% |
| 2020 | −0.6% | −8.6% | −14.5% | +12.9% | +5.5% | +1.6% | +5.6% | +6.1% | −2.9% | −1.8% | +11.9% | +4.0% |
| 2019 | — | — | — | — | — | — | — | −2.0% | +2.2% | +1.8% | +3.6% | +2.8% |
JHML Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 12.75%
- 3-year Sharpe ratio: 1.13 (vs 4.5% risk-free rate)
- Best month: +9.18% (Apr 2026)
- Worst month: −5.10% (Mar 2025)
JHML Fund Flows
Monthly money in and out of John Hancock Multifactor Large Cap ETF, from SEC Form N-PORT.
- 12-month net flow: −$21.4M
- 12-month gross sales (incl. reinvestments): $91.7M
- Sales ÷ redemptions: 0.81×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $20.1M | $6.6M | $13.5M |
| May 2026 | $0 | $2.2M | −$2.2M |
| Apr 2026 | $3.9M | $2.0M | $1.9M |
| Mar 2026 | $24.1M | $27.7M | −$3.6M |
| Feb 2026 | $0 | $4.1M | −$4.1M |
| Jan 2026 | $14.3M | $8.2M | $6.1M |
| Dec 2025 | $4.0M | $0 | $4.0M |
| Nov 2025 | $0 | $2.0M | −$2.0M |
| Oct 2025 | $0 | $29.5M | −$29.5M |
| Sep 2025 | $25.2M | $29.0M | −$3.8M |
| Aug 2025 | $0 | $1.9M | −$1.9M |
| Jul 2025 | $0 | $0 | $0 |
JHML Assets Under Management
Net assets of John Hancock Multifactor Large Cap ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.17B |
| 2026-03-31 | $1.02B |
| 2026-01-31 | $1.07B |
| 2025-10-31 | $1.03B |
| 2025-07-31 | $1.00B |
| 2025-04-30 | $889.88M |
| 2025-01-31 | $981.81M |
| 2024-10-31 | $947.22M |
| 2024-07-31 | $904.41M |
| 2024-04-30 | $834.19M |
| 2024-01-31 | $779.02M |
| 2023-10-31 | $692.64M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.