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JHML · John Hancock Multifactor Large Cap ETF

Over the last 11 years (2015-10 to 2026-10), $10,000 invested in JHML with dividends reinvested grew to $42,673, 13.99% a year, with a worst peak-to-trough fall of -23.14%. Past performance doesn't predict future results.

Growth of $10,000 · 2015-10 to 2026-10 · dividends reinvested

CAGR (annualized return)
13.99%
Volatility (annualized)
15.32%
Worst drawdown
-23.14%
Sharpe ratio
0.79

How JHML held up in past market crashes

JHML has been through 3 of the market crashes since 2000 in our data. Its deepest price fall was 36.1% in the 2020 COVID crash, when the S&P 500 fell 34.1%. It took 5 months from the bottom to get back to its high. No fund is safe from losses; past falls do not predict future ones.

Deepest price fall and recovery time of JHML in each market crash, next to the S&P 500
CrashJHML deepest fallS&P 500 (SPY)Peak to bottomBack to peak
2018 fourth-quarter selloff-20.5%-20.2%Sep 2018 to Dec 20184 months
2020 COVID crash-36.1%-34.1%Feb 2020 to Mar 20205 months
2022 bear market-23.9%-25.4%Jan 2022 to Sep 202216 months

Price declines in the fund's listing currency, dividends not included, inside each crash's S&P 500 peak-to-bottom window. See how 50 popular ETFs compare in the crash study.

About JHML

John Hancock Multifactor Large Cap ETF is an exchange-traded fund that seeks to provide broad exposure to large-cap U.S. equities through a multifactor index strategy. The fund is designed to hold a diversified portfolio of approximately the largest U.S. companies, with securities selected and weighted according to a combination of factors relative to sector peers. Its holdings span major industries such as technology, financials, healthcare, consumer sectors, and industrials, making it a diversified core equity vehicle for accessing the large-cap segment of the U.S. market. The ETF follows a passive approach and uses index-based rules to help deliver systematic exposure to companies with characteristics associated with value and profitability. Managed by John Hancock Investment Management, John Hancock Multifactor Large Cap ETF serves investors seeking a rules-based way to participate in the performance of established U.S. businesses across a wide range of sectors.

Put JHML to the test

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Educational use only, not investment advice. Results are hypothetical.Read full disclaimer

This tool is for educational and informational purposes only and does not provide financial, investment, tax, legal, or accounting advice. Results are hypothetical and based on historical data and assumptions that may be inaccurate. Past performance does not guarantee future results. Consult a licensed professional before making investment decisions.