See what your fund actually adds
John Hancock Multifactor Large Cap ETF JHML
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JHML | Replication |
|---|---|---|
| Annualized growth | 11.4% | 12.3% |
| Annualized volatility | 15.7% | 15.4% |
| Sharpe ratio | 0.77 | 0.83 |
| Maximum drawdown | 23.1% | 21.6% |
| Replication fit (R²) | 1.00 · Tracking error 0.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model JHML’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 33.8% |
| VTI | US Broad Market | 19.9% |
| VTV | Style · Value | 18.2% |
| RSP | Factor · Equal Weight | 14.3% |
| LRGF | Factor · Multi-Factor | 13.8% |