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JHML — John Hancock Multifactor Large CAP ETF

Data as of 2026-09-21 · US · Broad · window 2016-09-21 → 2026-09-21 (10.0 years) · returns assume dividends reinvested, net of fund fees · Market Data from Tiingo.com

What the history says

JHML
Total return+272.1%
Annualised (CAGR)+14.0%
Volatility (annualised)+15.4%
Sharpe (rf = 0)0.91
Deepest drawdown-36.1%
Drawdown peak → trough2020-02-19 → 2020-03-23

Over the 10.0 years to 2026-09-21 the fund returned +272.1% in total (+14.0% a year), with a deepest drawdown of -36.1% from 2020-02-19 to 2020-03-23. Its worst calendar year was 2022 (-15.9%), its best 2019 (+30.9%).

Every calendar year

Calendar-year returns (net of fees, dividends reinvested)
YearJHML
2026+13.9%
2025+15.9%
2024+19.8%
2023+21.1%
2022-15.9%
2021+26.9%
2020+17.0%
2019+30.9%
2018-6.4%
2017+21.5%
2016+4.4%

What this page does not say

It does not say JHML is a good or bad fund, and it is not a forecast. Returns above are history: they already include dividends and already exclude the fund's own fees. A drawdown of -36.1% means an investor who bought at the peak would have watched that much value disappear before it recovered — how long that takes is the part most tables leave out.

Run your own window, add fees or a second fund: open JHML in the tool. History is shown as history, never sold as a forecast.

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