John Hancock Multifactor Mid Cap ETF (JHMM) Performance
JHMM total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +11.6% since Dec 31, 2025
- 1 year
- +13.0% total return
- 5 years
- +6.9% a year
- 10 years
- +11.5% a year
- Since first price
- +11.6% a year since 2015
JHMM trailing returns vs SPY, QQQ, AGG
| Period | JHMM total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +0.3% | +0.3% | −1.0% | −5.0% | +0.9% |
| 3 months | −1.1% | −1.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +1.8% | +1.4% | +7.8% | +8.4% | −1.5% |
| YTD | +11.6% | +11.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +13.0% | +11.9% | +14.4% | +15.9% | −1.1% |
| 3 years | +66.9%+18.6%/yr | +61.7% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +39.8%+6.9%/yr | +32.6% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +198.2%+11.5%/yr | +168.0% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionSep 29, 2015 | +237.3%+11.6%/yr | +200.5% | — | — | — |
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: JHMM vs SPY
From Sep 29, 2015: JHMM grew to $33,735, SPY to $48,324.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
JHMM returns by calendar year
8 of 10 full years positive. Best 2019 (+30.0%), worst 2022 (−15.3%). 2026 is year to date.
JHMM annual returns table
| Year | JHMM | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +11.6% | −8.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +10.7% | −20.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +14.6% | −7.8% | +24.9% | +25.6% | +1.3% |
| 2023 | +14.5% | −14.1% | +26.2% | +54.9% | +5.7% |
| 2022 | −15.3% | −23.2% | −18.2% | −32.6% | −13.0% |
| 2021 | +24.5% | −7.5% | +28.7% | +27.4% | −1.8% |
| 2020 | +16.2% | −40.7% | +18.3% | +48.6% | +7.5% |
| 2019 | +30.0% | −6.8% | +31.2% | +39.0% | +8.5% |
| 2018 | −9.6% | −21.8% | −4.6% | −0.1% | +0.1% |
| 2017 | +20.0% | −3.7% | +21.7% | +32.7% | +3.6% |
| 2016 | +13.4% | −11.1% | +12.0% | +7.1% | +2.4% |
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.
JHMM largest drawdowns
Now 5.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 20, 2020 | −40.7% | Mar 23, 2020 | Oct 12, 2020 | 32 days | 8 months |
| Nov 16, 2021 | −24.1% | Sep 30, 2022 | Mar 1, 2024 | 10 months | 2.3 years |
| Nov 25, 2024 | −21.9% | Apr 8, 2025 | Aug 22, 2025 | 4 months | 9 months |
| Aug 29, 2018 | −21.8% | Dec 24, 2018 | Apr 30, 2019 | 4 months | 8 months |
| Dec 1, 2015 | −15.6% | Feb 8, 2016 | Apr 27, 2016 | 2 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.
JHMM risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2015 |
|---|---|---|---|---|
| Annualized return | +16.0% | +7.8% | +11.1% | +11.3% |
| Volatility (annualized) | 14.9% | 17.5% | 17.6% | 17.3% |
| Sharpe ratio | 0.78 | 0.31 | 0.56 | 0.59 |
| Sortino ratio | 1.30 | 0.48 | 0.83 | 0.88 |
| Best month | +9.2% | +9.8% | +13.9% | +13.9% |
| Worst month | −7.2% | −9.6% | −19.3% | −19.3% |
| Best 12 months | +34.4% | +34.4% | +75.0% | +75.0% |
| Worst 12 months | +0.9% | −16.8% | −18.3% | −18.3% |
| Positive months | 64% | 55% | 64% | 65% |
| Beta vs S&P 500 | 0.97 | 0.99 | 1.06 | — |
| Correlation with S&P 500 | 0.81 | 0.89 | 0.92 | — |
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.
JHMM rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 122 | −18.3% | +12.8% | +75.0% | 82% |
| 3-year (a year) | 98 | −1.2% | +10.9% | +23.5% | 99% |
| 5-year (a year) | 74 | +6.5% | +10.5% | +16.4% | 100% |
| 10-year (a year) | 14 | +10.6% | +11.6% | +12.6% | 100% |
Every holding period starting at a month-end since 2015. Returns for 3 years and longer are annualized.
JHMM performance overview
John Hancock Multifactor Mid Cap ETF (JHMM) returned +13.0% over the past year and +11.5% a year over ten years, with distributions reinvested. Since its first recorded price in 2015 it has returned +11.6% a year, turning $10,000 into about $33,735. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −40.7%, from Feb 20, 2020 to Mar 23, 2020, and it took 7 months to get back to the old high. JHMM finished 8 of its 10 full calendar years with a gain; the best year was 2019 (+30.0%) and the worst 2022 (−15.3%). Volatility has been 17.3% a year.
Related: JHMM chart, JHMM holdings, JHMM dividends, JHMM valuation. See the JHMM overview for the latest quote and fund facts.
JHMM performance FAQ
What is the JHMM return over the past year?
JHMM returned +13.0% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 11.9%.
What is the average annual return of JHMM?
JHMM has returned +6.9% a year over 5 years, +11.5% a year over 10 years, +11.6% a year since September 29, 2015 (total return, distributions reinvested).
How much would $10,000 invested in JHMM be worth?
$10,000 invested in JHMM at its first recorded close on September 29, 2015 would be worth about $33,735 on October 23, 2026 with distributions reinvested.
What was the worst year for JHMM?
The worst calendar year was 2022, with a total return of −15.3%. The best was 2019 at +30.0%.
What is the biggest drawdown of JHMM?
The largest peak-to-trough decline was −40.7% between February 20, 2020 and March 23, 2020. It recovered to the old high on October 12, 2020, 7 months after the bottom.
How volatile is JHMM?
Over the past 3 years JHMM had an annualized volatility of 14.9% and a Sharpe ratio of 0.78 (excess return over 1–3 month T-bills per unit of risk).