John Hancock Multifactor Emerging Markets ETF (JHEM US) – Portfolio Construction MethodologyThe underlying John Hancock Dimensional Emerging Markets Index targets a broad, large- and mid-cap emerging-markets universe and applies rules-based tilts to smaller market cap, lower relative price (e.g., lower P/B) and higher profitability. Eligibility generally requires securities to fall within the top 80% of each eligible country’s market cap and the top 85% across all eligible countries, with float adjustment a ...

Hartford Multifactor Small Cap ETF (ROSC US) – Portfolio Construction MethodologyThe underlying Hartford Multifactor Small Cap Index provides rules-based exposure to US small-cap equities by reweighting a defined small-cap universe toward value, momentum, and quality. It starts from up to 3,000 largest US companies by free-float market cap and defines its universe as the smallest 2,000 names, subject to investability screens on trading history, free float and liquidity. Companies receive composite factor sc ...

Quick Read JHML charges 0.29% annually but has trailed the S&P 500 recently despite its multifactor approach. Technology represents 26% of the portfolio with limited exposure to income sectors like utilities and staples. The low yield forces retirees to sell shares for income, undermining the tax benefits of its 4% turnover rate. A recent study identified one single habit that doubled Americans’ retirement savings and moved retirement from dream, to reality. Read more here. Large-cap multifacto ...