John Hancock Multifactor Small Cap ETF (JHSC) Performance
JHSC total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +11.6% since Dec 31, 2025
- 1 year
- +12.2% total return
- 5 years
- +6.3% a year
- Since first price
- +8.3% a year since 2017
JHSC trailing returns vs SPY, QQQ, AGG
| Period | JHSC total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +0.8% | +0.8% | −1.0% | −5.0% | +0.9% |
| 3 months | −3.0% | −3.0% | +3.2% | +1.9% | −0.4% |
| 6 months | +1.3% | +0.9% | +7.8% | +8.4% | −1.5% |
| YTD | +11.6% | +11.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +12.2% | +10.9% | +14.4% | +15.9% | −1.1% |
| 3 years | +58.4%+16.6%/yr | +53.5% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +35.8%+6.3%/yr | +28.8% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionNov 9, 2017 | +104.8%+8.3%/yr | +86.8% | — | — | — |
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: JHSC vs SPY
From Nov 9, 2017: JHSC grew to $20,477, SPY to $33,786.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
JHSC returns by calendar year
6 of 8 full years positive. Best 2019 (+24.4%), worst 2022 (−14.7%). 2026 is year to date.
JHSC annual returns table
| Year | JHSC | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +11.6% | −9.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +6.9% | −22.5% | +17.7% | +20.8% | +7.2% |
| 2024 | +9.7% | −8.8% | +24.9% | +25.6% | +1.3% |
| 2023 | +20.8% | −14.9% | +26.2% | +54.9% | +5.7% |
| 2022 | −14.7% | −23.2% | −18.2% | −32.6% | −13.0% |
| 2021 | +19.5% | −9.1% | +28.7% | +27.4% | −1.8% |
| 2020 | +11.6% | −42.7% | +18.3% | +48.6% | +7.5% |
| 2019 | +24.4% | −8.8% | +31.2% | +39.0% | +8.5% |
| 2018 | −12.5% | −24.7% | −4.6% | −0.1% | +0.1% |
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.
JHSC largest drawdowns
Now 6.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 20, 2020 | −42.7% | Mar 23, 2020 | Nov 16, 2020 | 32 days | 9 months |
| Nov 8, 2021 | −25.2% | Sep 26, 2022 | Dec 26, 2023 | 11 months | 2.1 years |
| Nov 25, 2024 | −25.2% | Apr 8, 2025 | Dec 10, 2025 | 4 months | 1.0 years |
| Aug 29, 2018 | −24.7% | Dec 24, 2018 | Jan 14, 2020 | 4 months | 1.4 years |
| Jan 23, 2018 | −10.8% | Feb 9, 2018 | Jun 5, 2018 | 17 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
JHSC risk statistics
| Statistic | 3 years | 5 years | Since 2017 |
|---|---|---|---|
| Annualized return | +13.4% | +6.8% | +7.6% |
| Volatility (annualized) | 17.2% | 18.8% | 20.3% |
| Sharpe ratio | 0.56 | 0.25 | 0.34 |
| Sortino ratio | 0.93 | 0.39 | 0.50 |
| Best month | +10.6% | +11.0% | +14.8% |
| Worst month | −8.0% | −9.3% | −23.1% |
| Best 12 months | +32.8% | +32.8% | +80.4% |
| Worst 12 months | −2.3% | −18.0% | −25.7% |
| Positive months | 58% | 53% | 59% |
| Beta vs S&P 500 | 1.07 | 1.01 | — |
| Correlation with S&P 500 | 0.77 | 0.85 | — |
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.
JHSC rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 96 | −25.7% | +6.5% | +80.4% | 68% |
| 3-year (a year) | 72 | +1.9% | +9.7% | +20.2% | 100% |
| 5-year (a year) | 48 | +4.0% | +8.0% | +15.7% | 100% |
Every holding period starting at a month-end since 2017. Returns for 3 years and longer are annualized.
JHSC performance overview
John Hancock Multifactor Small Cap ETF (JHSC) returned +12.2% over the past year and +6.3% a year over five years, with distributions reinvested. Since its first recorded price in 2017 it has returned +8.3% a year, turning $10,000 into about $20,477. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −42.7%, from Feb 20, 2020 to Mar 23, 2020, and it took 8 months to get back to the old high. JHSC finished 6 of its 8 full calendar years with a gain; the best year was 2019 (+24.4%) and the worst 2022 (−14.7%). Volatility has been 20.3% a year.
Related: JHSC chart, JHSC holdings, JHSC dividends, JHSC valuation. See the JHSC overview for the latest quote and fund facts.
JHSC performance FAQ
What is the JHSC return over the past year?
JHSC returned +12.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 10.9%.
What is the average annual return of JHSC?
JHSC has returned +6.3% a year over 5 years, +8.3% a year since November 9, 2017 (total return, distributions reinvested).
How much would $10,000 invested in JHSC be worth?
$10,000 invested in JHSC at its first recorded close on November 9, 2017 would be worth about $20,477 on October 23, 2026 with distributions reinvested.
What was the worst year for JHSC?
The worst calendar year was 2022, with a total return of −14.7%. The best was 2019 at +24.4%.
What is the biggest drawdown of JHSC?
The largest peak-to-trough decline was −42.7% between February 20, 2020 and March 23, 2020. It recovered to the old high on November 16, 2020, 8 months after the bottom.
How volatile is JHSC?
Over the past 3 years JHSC had an annualized volatility of 17.2% and a Sharpe ratio of 0.56 (excess return over 1–3 month T-bills per unit of risk).