See what your fund actually adds
John Hancock Funds Small Cap Dynamic Growth Fund Class A JSJAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JSJAX | Replication |
|---|---|---|
| Annualized growth | -2.6% | 6.6% |
| Annualized volatility | 22.4% | 20.2% |
| Sharpe ratio | -0.01 | 0.42 |
| Maximum drawdown | 46.3% | 34.3% |
| Replication fit (R²) | 0.88 · Tracking error 7.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model JSJAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 64.6% |
| MTUM | Factor · Momentum | 22.4% |
| IJR | US Small Cap | 13.0% |