JHSC
John Hancock Multifactor Small Cap ETF
SMB
Adj. R2
0.964
Rel. Sharpe
0.661
Mkt beta
0.99
AUM
US$703M
MER
0.46%
Valuation
110
ETF comparison
Verified factor-similar pair
JHSC vs VXF
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
82
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- VXF has the higher backtested relative Sharpe (0.938 vs 0.661).
- VXF has the lower published fee (0.05% vs 0.46%).
- JHSC is cheaper on dividend valuation (110 vs 126, where 100 is each fund's historical median).
- VXF has the stronger regression fit (adjusted R-squared 0.972 vs 0.964).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
VXF
Vanguard Extended Market ETF
SMB
Adj. R2
0.972
Rel. Sharpe
0.938
Mkt beta
1.03
AUM
US$26.8B
MER
0.05%
Valuation
126
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.04
HML
diff +0.19
RMW
diff +0.16
CMA
diff +0.11
UMD
diff +0.02
Why This Pair Matches
Exposure level
80
Exposure shape
96
Mkt beta diff
0.05
Rel. Sharpe diff
0.277
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
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