John Hancock Multifactor Developed… (JHMD) Performance
JHMD total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +7.8% since Dec 31, 2025
- 1 year
- +12.3% total return
- 5 years
- +8.6% a year
- Since first price
- +9.0% a year since 2016
JHMD trailing returns vs SPY, QQQ, AGG
| Period | JHMD total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.9% | −1.9% | −1.0% | −5.0% | +0.9% |
| 3 months | −0.6% | −0.6% | +3.2% | +1.9% | −0.4% |
| 6 months | +1.9% | +0.1% | +7.8% | +8.4% | −1.5% |
| YTD | +7.8% | +6.0% | +12.3% | +15.1% | −1.0% |
| 1 year | +12.3% | +8.9% | +14.4% | +15.9% | −1.1% |
| 3 years | +67.5%+18.8%/yr | +52.4% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +50.7%+8.6%/yr | +28.4% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionDec 16, 2016 | +133.3%+9.0%/yr | +77.6% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: JHMD vs SPY
From Dec 16, 2016: JHMD grew to $23,328, SPY to $39,313.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
JHMD returns by calendar year
7 of 9 full years positive. Best 2025 (+33.9%), worst 2018 (−14.5%). 2026 is year to date.
JHMD annual returns table
| Year | JHMD | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +7.8% | −11.2% | +12.3% | +15.1% | −1.0% |
| 2025 | +33.9% | −13.4% | +17.7% | +20.8% | +7.2% |
| 2024 | +1.8% | −10.2% | +24.9% | +25.6% | +1.3% |
| 2023 | +19.4% | −10.9% | +26.2% | +54.9% | +5.7% |
| 2022 | −13.9% | −28.9% | −18.2% | −32.6% | −13.0% |
| 2021 | +11.8% | −7.0% | +28.7% | +27.4% | −1.8% |
| 2020 | +7.3% | −33.9% | +18.3% | +48.6% | +7.5% |
| 2019 | +19.8% | −8.1% | +31.2% | +39.0% | +8.5% |
| 2018 | −14.5% | −22.2% | −4.6% | −0.1% | +0.1% |
| 2017 | +25.0% | −2.5% | +21.7% | +32.7% | +3.6% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
JHMD largest drawdowns
Now 5.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 26, 2018 | −35.7% | Mar 23, 2020 | Dec 3, 2020 | 2.2 years | 2.9 years |
| Sep 3, 2021 | −29.4% | Oct 12, 2022 | Dec 27, 2023 | 1.1 years | 2.3 years |
| Mar 19, 2025 | −13.4% | Apr 8, 2025 | Apr 28, 2025 | 20 days | 40 days |
| Feb 25, 2026 | −11.2% | Mar 20, 2026 | Jul 6, 2026 | 23 days | 4 months |
| Sep 26, 2024 | −10.4% | Jan 13, 2025 | Mar 5, 2025 | 4 months | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
JHMD risk statistics
| Statistic | 3 years | 5 years | Since 2016 |
|---|---|---|---|
| Annualized return | +17.7% | +9.3% | +9.1% |
| Volatility (annualized) | 11.8% | 15.3% | 15.0% |
| Sharpe ratio | 1.08 | 0.43 | 0.50 |
| Sortino ratio | 1.76 | 0.65 | 0.74 |
| Best month | +8.1% | +13.2% | +13.8% |
| Worst month | −7.3% | −9.6% | −14.7% |
| Best 12 months | +36.0% | +36.0% | +45.9% |
| Worst 12 months | +1.8% | −25.3% | −25.3% |
| Positive months | 69% | 62% | 65% |
| Beta vs S&P 500 | 0.56 | 0.75 | — |
| Correlation with S&P 500 | 0.59 | 0.77 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
JHMD rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 107 | −25.3% | +9.7% | +45.9% | 70% |
| 3-year (a year) | 83 | −2.8% | +6.5% | +22.2% | 89% |
| 5-year (a year) | 59 | −1.4% | +6.7% | +12.4% | 97% |
Every holding period starting at a month-end since 2016. Returns for 3 years and longer are annualized.
JHMD performance overview
John Hancock Multifactor Developed… (JHMD) returned +12.3% over the past year and +8.6% a year over five years, with distributions reinvested. Since its first recorded price in 2016 it has returned +9.0% a year, turning $10,000 into about $23,328. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −35.7%, from Jan 26, 2018 to Mar 23, 2020, and it took 8 months to get back to the old high. JHMD finished 7 of its 9 full calendar years with a gain; the best year was 2025 (+33.9%) and the worst 2018 (−14.5%). Volatility has been 15.0% a year.
Related: JHMD chart, JHMD holdings, JHMD dividends. See the JHMD overview for the latest quote and fund facts.
JHMD performance FAQ
What is the JHMD return over the past year?
JHMD returned +12.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 8.9%.
What is the average annual return of JHMD?
JHMD has returned +8.6% a year over 5 years, +9.0% a year since December 16, 2016 (total return, distributions reinvested).
How much would $10,000 invested in JHMD be worth?
$10,000 invested in JHMD at its first recorded close on December 16, 2016 would be worth about $23,328 on October 23, 2026 with distributions reinvested.
What was the worst year for JHMD?
The worst calendar year was 2018, with a total return of −14.5%. The best was 2025 at +33.9%.
What is the biggest drawdown of JHMD?
The largest peak-to-trough decline was −35.7% between January 26, 2018 and March 23, 2020. It recovered to the old high on December 3, 2020, 8 months after the bottom.
How volatile is JHMD?
Over the past 3 years JHMD had an annualized volatility of 11.8% and a Sharpe ratio of 1.08 (excess return over 1–3 month T-bills per unit of risk).