JHML John Hancock Multifactor Large Cap ETF

ETF 91.11 Delayed

ETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

JHML $91.11 —
Key stats
$91.11
52-Week Range
$75.90 – $92.58
YTD
+13.57%
IV Rank (30D)
100.0
Straddle Price
$0.00
Open
$90.90
Day Range
$90.81 – $91.23
Volume
10,987
Prev Close
$90.62
About

John Hancock Multifactor Large Cap ETF (JHML) ETF

No description available.

Exchange
ARCX
Inception
2015-09-28
Has Options
Yes
Fund profile
holdings as of Oct 8, 2026third-party datathrough Jun 2026flows, SEC filings
Factor & Dividend Multi-Factor#40 of 154 by assets John Hancock Index-tracking
Expense ratio
0.29%
prospectus, filed Aug 26, 2025
Assets
$1.2B
shares × price, Oct 21, 2026
Trailing yield
0.94%
paid semi-annual
Average daily volume
$1.9M
30 sessions
Holdings
778
top 10 are 25.0%
Listed
Sep 28, 2015
NYSE Arca
Closure risk, 12 months
0.7%
low · model
Tracking difference
-0.35 pts
vs index, after fees, FY 2026
FrenzyCap ETF score
69
how it is built
Cost65
Liquidity43
Scale77
Diversification100

Moves with. US large-cap stocks (103% of its variance, beta 1.00); Small caps over large (4% of its variance, beta 0.12). These factors explain 98% of its daily moves over the last year.

Stated objective. To seek to provide investment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Large Cap Index (the Index). (from the fund's prospectus)

All 778 holdingsFlow historySimilar fundsOverlap toolAll Multi-Factor ETFs

Fund flows
through Jun 2026SEC filings
Jun 2026
+$13M
latest reported month
Latest 3 months
+$13M
+1.1% of assets
Latest 12 months
−$21M
−1.8% of assets
Jul 2025: $0Aug 2025: −$1.9MAugSep 2025: −$3.8MOct 2025: −$29M−$29MOctNov 2025: −$2.0MDec 2025: +$4.0MDecJan 2026: +$6.1MFeb 2026: −$4.1MFebMar 2026: −$3.6MApr 2026: +$1.9MAprMay 2026: −$2.2MJun 2026: +$13M+$13MJun
View as a table
Net flows of JHML by month, Jul 2025 to Jun 2026
MonthNet flow
Jun 2026+$13M
May 2026−$2.2M
Apr 2026+$1.9M
Mar 2026−$3.6M
Feb 2026−$4.1M
Jan 2026+$6.1M
Dec 2025+$4.0M
Nov 2025−$2.0M
Oct 2025−$29M
Sep 2025−$3.8M
Aug 2025−$1.9M
Jul 2025$0

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 83 months ago

Similar funds
FundOverlapFeeAssets1Y
DFALDimensional US Large Cap Core Equity Market ETF80%0.12%$1.7B—compare
DFAUDimensional US Core Equity Market ETF80%0.12%$13.1B+15.7%compare
AVLCAvantis U.S. Large Cap Equity ETF79%0.15%$1.6B+19.1%compare
GUSAGoldman Sachs MarketBeta U.S. 1000 Equity ETF79%0.10%$2.4B+15.8%compare
IYYiShares Dow Jones U.S. ETF79%0.20%$3.0B+14.7%compare

Ranked by how much of the two portfolios is the same securities.

Look-through: what the holdings say
weights as of Oct 8, 2026third-party data
Holdings vs fair value
+5.5%
33% under, 25% over · 100% covered
Price / earnings
24.5
4% loss-making · 100% covered
Price / book · sales
4.2 · 2.6
revenue growth +12.5%
Above 200-day average
66%
57% above 50-day · by weight
Short interest
2.7%
of float, weighted · 3.1 days to cover
Insider buying
5%
of weight had net insider buying, 90 days; 67% net selling
13F holders
+2.4%
change in shares held by institutions, latest quarter
Reporting earnings
37.1%
of weight in 7 days; 62.0% in 14
Implied correlation
0.58
fund IV 29.3% vs holdings 38.3% · board
Largest contributors below fair value
AMZN+26%MU+50%KLAC+50%XOM+20%MPC+50%
Largest contributors above fair value
AAPL−10%MSFT−9%AMD−28%TSLA−34%BRK.B−25%

Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.

What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026
ActionHoldingWeight beforeWeight afterShares vs flows
DecreaseHONHoneywell International Inc.0.22%0.10%−50.0%
ExitCTRACoterra Energy Inc.0.12%——
IncreaseCORCencora Inc.0.01%0.12%+915.6%
New positionHONAHoneywell Aerospace Inc.—0.10%—
IncreaseDVNDevon Energy Corporation0.13%0.18%+93.1%
New positionFDXFFedEx Freight Holding Company Inc.—0.03%—

Full holdings and history

Under the hood
fiscal year to Mar 31, 2026SEC census
Authorized participants
6 active
of 16 with agreements; top 3 did 73%
Created · redeemed
$78M · $106M
over the fiscal year
Redemptions in kind
100%
creations 93% in kind
Creation unit
25,000
shares
Securities lending
0.42%
of assets on loan on average; earned 0.1 bp
Return vs index
-0.35 pts
after fees; -0.01 before; daily s.d. 0.03

From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.

ETF Profile
holdings as of 2026-06-30
Holdings
782
AUM
$1.2B
Provider
Nport
Inception
2015-09-28
Exchange
ARCX
Data As Of
2026-06-30
Expense Ratio
0.29%
Dividend Yield
0.94%
Distribution
Semi-Annual
Recent distributions
Ex-Date Pay Date Amount Type
2026-06-26 2026-06-30 $0.3892 CD
2025-12-29 2025-12-31 $0.4663 CD
2025-06-26 2025-06-30 $0.3763 CD
2024-12-27 2024-12-31 $0.4727 CD
2024-06-26 2024-06-28 $0.3366 CD
2023-12-26 2023-12-29 $0.4683 CD
Asset Allocation
Top Holdings
top 50 of 782 holdings
Symbol Name Weight % Asset Class Country
NVDA NVIDIA Corporation 4.02% Equity (common) US
AAPL Apple Inc. 3.99% Equity (common) US
AMZN Amazon.com Inc. 2.74% Equity (common) US
GOOGL Alphabet Inc. 2.65% Equity (common) US
MSFT Microsoft Corporation 2.51% Equity (common) US
AVGO Broadcom Inc. 1.75% Equity (common) US
MU Micron Technology Inc. 1.62% Equity (common) US
META Meta Platforms Inc. 1.57% Equity (common) US
JPM JPMorgan Chase and Co. 1.13% Equity (common) US
LLY Eli Lilly and Company 1.09% Equity (common) US
AMD Advanced Micro Devices Inc. 1.04% Equity (common) US
BRK.B Berkshire Hathaway Inc. 0.89% Equity (common) US
GOOG Alphabet Inc. 0.84% Equity (common) US
INTC Intel Corporation 0.81% Equity (common) US
TSLA Tesla Inc. 0.80% Equity (common) US
LRCX Lam Research Corporation 0.76% Equity (common) US
AMAT Applied Materials Inc. 0.73% Equity (common) US
JNJ Johnson and Johnson 0.72% Equity (common) US
CAT Caterpillar Inc. 0.72% Equity (common) US
WMT Walmart Inc. 0.67% Equity (common) US
V Visa Inc. 0.63% Equity (common) US
XOM Exxon Mobil Corporation 0.63% Equity (common) US
KLAC KLA Corporation 0.60% Equity (common) US
MRVL Marvell Technology Inc. 0.58% Equity (common) US
CSCO Cisco Systems Inc. 0.56% Equity (common) US
WDC Western Digital Corporation 0.52% Equity (common) US
MA Mastercard Incorporated 0.49% Equity (common) US
STX Seagate Technology Holdings Public Limited Company 0.47% Equity (common) US
BAC Bank of America Corporation 0.46% Equity (common) US
ABBV AbbVie Inc. 0.45% Equity (common) US
PG The Procter and Gamble Company 0.44% Equity (common) US
GS The Goldman Sachs Group Inc. 0.43% Equity (common) US
UNH UnitedHealth Group Incorporated 0.43% Equity (common) US
WFC Wells Fargo and Company 0.43% Equity (common) US
COST Costco Wholesale Corporation 0.40% Equity (common) US
GE General Electric Company 0.40% Equity (common) US
IBM International Business Machines Corporation 0.39% Equity (common) US
MRK Merck and Co. Inc. 0.38% Equity (common) US
MS Morgan Stanley 0.38% Equity (common) US
TXN Texas Instruments Incorporated 0.38% Equity (common) US
C Citigroup Inc. 0.37% Equity (common) US
HD The Home Depot Inc. 0.36% Equity (common) US
RTX RTX Corporation 0.36% Equity (common) US
KO The Coca-Cola Company 0.35% Equity (common) US
APH Amphenol Corporation 0.35% Equity (common) US
CVX Chevron Corporation 0.33% Equity (common) US
VRT Vertiv Holdings Co 0.31% Equity (common) US
QCOM QUALCOMM Incorporated 0.30% Equity (common) US
ADI Analog Devices Inc. 0.29% Equity (common) US
ORCL Oracle Corporation 0.29% Equity (common) US
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan0.45%-5.82%6.62%1.31%3.86%1.88%1.38%
Feb2.23%-3.09%-3.56%3.73%-0.91%0.21%-0.23%
Mar2.29%5.10%1.95%3.09%-3.67%-4.94%0.64%
Apr3.99%-8.15%0.62%-4.20%-1.67%8.31%-0.18%
May0.58%-0.04%-1.18%4.07%5.09%4.05%2.10%
Jun0.98%-8.33%5.38%1.53%3.95%0.16%0.61%
Jul1.44%7.56%3.03%2.58%1.47%-0.16%2.65%
Aug2.83%-3.25%-1.82%3.73%3.67%0.60%0.96%
Sep-4.56%-9.23%-4.86%3.80%3.35%-0.86%-2.06%
Oct5.17%5.69%-2.22%-0.29%1.07%1.87%*1.88%
Nov-1.87%6.22%8.13%6.23%1.01%--3.94%
Dec5.84%-6.05%3.59%-4.88%0.20%---0.26%
Total20.64%-19.57%15.78%22.03%18.43%11.12%11.41%
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $90.34
SMA 50: $90.51
SMA 200: $86.16
Current: $91.11
EMA 12: $90.54
EMA 26: $90.40
MACD: 0.1405 | Signal: 0.0368
BULLISH
ADX (14): 11.24
RANGE
+DI: 26.89
−DI: 25.53

Momentum Oscillators

RSI (14): 56.19
NEUTRAL
Stoch %K: 70.12
Stoch %D: 62.03
Williams %R: -14.88

Volume & Volatility

BB Upper: $91.55
BB Lower: $89.12
NEUTRAL
OBV: 1,084,711
Vol SMA 20: 23,975
Vol ROC: -15.87%
ATR: $0.70
True Range: $0.61
HV 20: 8.5%
HV 30: 9.6%
HV 60: 10.2%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
All JHML news →

JHML Options Activity & IV Rank

JHML IV rank history, 52-week IV rank and IV percentile →

Volatility Metrics

Current IV: 29.3%
7-DTE IV: —
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 30 (2026-11-20)

Options Flow

Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0

ATM Options Pricing

ATM Call: $0.00
ATM Put: $0.00
Call %: 0.0%
Put %: 0.0%

Chain Summary

Chain Volume: 0
Chain OI: 0
Last Updated: 10/21/2026
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d —
— pts EXTREME
as of Oct 21 · No data
30 DTE / 10d —
— pts EXTREME
as of Oct 21 · ATM 13.7% / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)100.0HighOct 21
Straddle Price (30 DTE)$0.00Oct 21
Beta Analysis

Risk Metrics

Beta: 0.9113
Alpha: 1.51%
Correlation: 0.9687
R-Squared: 93.8%
Stock Volatility: 11.9%
Market Volatility: 12.7%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Beta & Alpha Over Time

JHML Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.

  • Shares — long equity positions in this name, aggregated across share classes.
  • Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
  • % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
  • Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.

Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.

113 filers10,173,861 shares$906.19M value
# Filer Shares Value % of Total % of Float Period
1 GRIMES & Co WEALTH MANAGEMENT, LLC 1,515,219 $135.13M 14.91% — 2026-06-30
2 Ameriprise Financial, Inc. Custodian 1,335,826 $119.15M 13.15% — 2026-06-30
3 LPL Financial LLC Custodian 994,624 $88.70M 9.79% — 2026-06-30
4 Wells Fargo & Company Custodian 834,416 $74.41M 8.21% — 2026-06-30
5 Sanchez Wealth Management Group 519,367 $46.32M 5.11% — 2026-06-30
6 Raymond James Financial, Inc. Custodian 499,785 $44.57M 4.92% — 2026-06-30
7 COMMONWEALTH EQUITY SERVICES, LLC 479,583 $42.77M 4.72% — 2026-06-30
8 Morgan Stanley Custodian 422,593 $37.69M 4.16% — 2026-06-30
9 Envestnet Asset Management, Inc. 341,695 $30.47M 3.36% — 2026-06-30
10 Kestra Advisory Services, LLC 297,061 $26.49M 2.92% — 2026-06-30
11 Bank of America Corp Custodian 281,652 $25.12M 2.77% — 2026-06-30
12 Cetera Investment Advisers Custodian 250,753 $22.36M 2.47% — 2026-06-30
13 Jones Financial Companies LLLP Custodian 206,700 $18.14M 2.00% — 2026-06-30
14 Simplicity Wealth,LLC 195,142 $17.40M 1.92% — 2026-06-30
15 IAM Advisory, LLC 160,632 $14.33M 1.58% — 2026-06-30
16 ELEVATION POINT WEALTH PARTNERS, LLC 157,809 $14.07M 1.55% — 2026-06-30
17 Vestmark Advisory Solutions, Inc. 157,753 $14.07M 1.55% — 2026-06-30
18 Cooper Financial Group 138,558 $12.35M 1.36% — 2026-09-30
19 ERn Financial, LLC 135,558 $12.09M 1.33% — 2026-06-30
20 UBS Group AG Custodian 92,408 $8.24M 0.91% — 2026-06-30
21 PMG Wealth Management, Inc. 83,677 $7.46M 0.82% — 2026-06-30
22 CoreCap Advisors, LLC 76,224 $6.79M 0.75% — 2026-09-30
23 Schneider Downs Wealth Management Advisors, LP 64,641 $5.76M 0.64% — 2026-06-30
24 HighTower Advisors, LLC 64,118 $5.72M 0.63% — 2026-06-30
25 Capital Investment Advisory Services, LLC 63,299 $5.65M 0.62% — 2026-06-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
Short Interest & Float

Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.

Metric definitions
  • Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
  • SI % of Float — short interest / free float. The key crowding metric.
  • Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
  • Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
  • Free Float — shares available for public trading (total shares minus insider / restricted).
  • Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
  • SI % of Float < 5% — typical, no particular signal.
  • 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
  • 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
  • >30% — extreme; borrow is likely expensive and squeeze risk is material.
  • Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
  • Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
  • A sudden drop in SI after a rally may indicate a squeeze in progress.

Short interest is reported mid-month and end-of-month; short volume is daily.

Short Interest
6.50K
SI % of Float
0.05%
Days to Cover
1.00
Short Vol Ratio
19.5%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance

Click any bar to view the full quote for that stock.

Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month