See what your fund actually adds
John Hancock Multifactor Small Cap ETF JHSC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JHSC | Replication |
|---|---|---|
| Annualized growth | 6.3% | 6.9% |
| Annualized volatility | 18.8% | 18.9% |
| Sharpe ratio | 0.42 | 0.45 |
| Maximum drawdown | 25.1% | 25.0% |
| Replication fit (R²) | 0.99 · Tracking error 1.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model JHSC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJH | US Mid Cap | 34.3% |
| IJR | US Small Cap | 33.5% |
| VBR | Small-Cap · Value | 22.3% |
| VBK | Small-Cap · Growth | 10.0% |