JHSC

JHSC is the small cap ETF in a suite of funds from John Hancock and Dimensional Fund Advisors (DFA). The fund focuses on factors of size, price, and profitability, using a methodology developed in conjunction with DFA. This is applied to the US small cap space, defined as the 750th largest company but excluding the smallest 4%. The selection process begins with e this universe of small cap stocks. Securities with relatively high prices and low profitability are generally excluded from the index, while low momentum stocks (based on 11-month returns) are de-emphasized relative to their peers. The fund is reconstituted and rebalanced on a semiannual basis, subject to a cap of 4%.