John Hancock Multifactor ETFs

Each John Hancock Multifactor ETF seeks to track a custom index built on decades of academic research into the factors that drive higher expected returns.

One time-tested approach, multiple ways to invest

John Hancock Multifactor ETFs, which seek to track indexes designed by Dimensional Fund Advisors, can help you target investment opportunities across the large- and mid-cap equity markets or in nine individual sectors.

John Hancock Multifactor

Market performance is determined using the bid/ask midpoint at 4 P.M., Eastern time, when the NAV is typically calculated; your returns may differ if you traded shares at other times. NAV is calculated by dividing the total value of all the securities in the fund’s portfolio plus cash, interest, and receivables, minus any liabilities, by the number of fund shares outstanding.
 

The past performance shown here reflects reinvested distributions and the beneficial effect of any expense reductions, and does not guarantee future results. Returns for periods shorter than one year are cumulative. Shares will fluctuate in value and, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance cited. Click on the fund name above for its current quarter and most recent month-end performance.

 

See how the portfolio managers of the John Hancock funds voted on proxies for securities held in their portfolios.

The benefits of multifactor investing

Multifactor investing traces its roots to the academic research of Eugene Fama and Kenneth French, among others. Their premise was simple: No single factor could sufficiently explain the cross-section of expected stock returns. This insight and subsequent academic research helped isolate the factors that have driven stock returns over time. Today, the team at Dimensional Fund Advisors has distilled decades of research into the indexes underlying John Hancock Multifactor ETFs.

"Combining multiple factors better equips a portfolio to smooth out the variability of returns and improve the likelihood of outperformance across different types of markets compared with single-factor approaches."

Andrew G. Arnott

President and CEO at John Hancock Investments

  • Market: Stocks have historically outperformed bonds over the long term.
  • Company size: Smaller-capitalization stocks have historically outperformed their larger peers over extended periods.
  • Relative price: Companies with lower relative prices have historically posted higher average returns.
  • Profitability: Stocks of more profitable firms have historically generated higher returns than those of less profitable firms.

 

Eugene Fama and Kenneth French are members of the Board of Directors for and provide consulting services to Dimensional Fund Advisors LP, subadvisor for the John Hancock ETFs.
 

Large company stocks could fall out of favor. The stock prices of midsize and small companies can change more frequently and dramatically than those of large companies, and value stocks may decline in price. A portfolio concentrated in one industry or sector or that holds a limited number of securities may fluctuate more than a diversified portfolio. ETF shares are bought and sold through exchange trading at market price (not NAV), and are not individually redeemed from the fund. Due to various factors, shares may trade at a premium or discount to their NAV in the secondary market, and a fund’s holdings and returns may deviate from those of its index. These variations may be greater when markets are volatile or subject to unusual conditions. Brokerage commissions will reduce returns. Errors in the construction or calculation of a fund’s index may occur from time to time. Please see the funds’ prospectuses for additional risks.

Explore our lineup of ETFs

Learn more about our exchange -traded funds and how they can work in your portfolio. For more information about any of our products, contact us directly.