Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHML (John Hancock Multifactor Large Cap ETF) | 12.19% | 27.42% | 20.70% | 12.00% | 14.21% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 10/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHML (John Hancock Multifactor Large Cap ETF) | 10/01/2015 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.94 | 27.42 | 20.70 | 12.00 | 14.21 | NA | NA | … | … | 12.19 | 15.91 | 19.84 | 21.15 | -15.94 | 26.90 | 17.00 | 30.94 | -6.43 | 21.52 | 11.99 | 6.34 |
| Sharpe Ratio | NA | 2.19 | 1.26 | 0.58 | 0.71 | NA | NA | … | … | 2.11 | 0.74 | 1.36 | 1.35 | -0.75 | 2.05 | 0.48 | 2.36 | -0.49 | 3.01 | 0.87 | 1.98 |
| Standard Deviation(%) | NA | 11.47 | 14.13 | 16.27 | 17.81 | NA | NA | … | … | 13.09 | 17.70 | 11.88 | 13.05 | 23.29 | 13.12 | 35.06 | 12.47 | 16.06 | 6.96 | 13.58 | 14.06 |
| Draw Down(%) | NA | 7.95 | 18.20 | 23.47 | 36.13 | NA | NA | … | … | 7.95 | 18.20 | 7.56 | 10.54 | 23.47 | 5.25 | 36.13 | 6.58 | 19.78 | 2.70 | 11.54 | 4.80 |
| Yield(%) | 0.00 | 1.18 | 1.56 | 1.42 | 2.44 | 1.82 | 1.37 | … | … | 0.00 | 1.21 | 1.38 | 1.67 | 1.21 | 1.38 | 1.81 | 2.23 | 1.44 | 1.71 | 1.54 | 0.40 |
Data as of 06/04/2026, Common starting date is 10/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHML (John Hancock Multifactor Large Cap ETF) |
2.98%
Mar 2017 – Mar 2020 |
8.37%
Sep 2017 – Sep 2022 |
12.98%
Mar 2016 – Mar 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHML (John Hancock Multifactor Large Cap ETF) |
24.81%
Dec 2018 – Dec 2021 |
17.82%
Oct 2016 – Oct 2021 |
14.62%
Jan 2016 – Jan 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart