Quick Facts



Daily Prices

-0.09% (-$0.03)

Summary Stats

Listing Date 2017-04-17
AUM $133.04 M
Mgmt. Fee 0.35%
MER 4 0.39%

Investment Objective

MULC.B seeks to track the performance of the John Hancock Dimensional Large Cap Index (CAD), before fees and expenses.

ETF Characteristics 1

Price to Book (P/B) 2.74024
Price to Earnings (P/E) 16.25795
Average Market Cap
Dividend Yield 2.04%
Units Outstanding 4400000
Number of Holdings 791
Target Range Top 750 market capitalization
Hold Range 751-800 market capitalization
Risk Rating Medium
Reconstitution Semi-Annual - March/September

Why Invest

Broad large-cap exposure

Targeting a wide range of large-cap U.S stocks to access the breadth of the market's opportunities

Time-tested multifactor approach

Emphasizing factors (smaller cap, lower relative price, and higher profitability) that academic research has linked to higher expected returns

Efficient structure

Seeking to minimize turnover, trading costs, tax liabilities, and cash drag

Performance ±

Growth Chart

Growth Chart

Compound Returns (%)

1 month 3 months 6 months 1 year 3 years 5 years 10 years Inception
4.34 11.31 10.57 16.11
  1 month 3 months 6 months 1 year 3 years 5 years 10 years Inception
ETF 4.34 11.31 10.57 16.11

Calendar Returns (%)

ETF 1.31

Portfolio Allocation as of 2019-05-21

Geographic Allocation (%)

Geographic Allocation pie chart. See following table for detailed information. The pie slices display the relative value of each table entry.

Geographic Allocation pie chart.
Name Weight %
United States 97.64
Ireland 0.82
United Kingdom 0.75
Switzerland 0.40
Bermuda 0.17
Canada 0.11
Sweden 0.05
Australia 0.04
Peru 0.01
Other 0.01

Sector Allocation (%)

Sector Allocation pie chart. See following table for detailed information. The pie slices display the relative value of each table entry.

Sector Allocation pie chart.
Name Weight %
Information Technology 19.78
Financials 14.60
Health Care 12.83
Industrials 12.36
Consumer Discretionary 10.77
Consumer Staples 6.59
Energy 4.57
Utilities 4.56
Other 6.62

Asset Allocation (%)

Asset Allocation pie chart. See following table for detailed information. The pie slices display the relative value of each table entry.

Asset Allocation pie chart.
Name Weight %
Equities 99.98
Currency 0.01
Cash 0.00

Top 10 Holdings (%) 2

Name Ticker ISIN Weight %
Apple Inc. AAPL US0378331005 2.77
Microsoft Corporation MSFT US5949181045 2.19
Amazon.com Inc. AMZN US0231351067 1.66
Alphabet Inc., Class "A" GOOGL US02079K3059 1.34
JPMorgan Chase & Co. JPM US46625H1005 1.08
Berkshire Hathaway Inc., Class "B" BRK/B US0846707026 1.02
Johnson & Johnson JNJ US4781601046 0.99
Facebook Inc., Class "A" FB US30303M1027 0.90
Exxon Mobil Corporation XOM US30231G1022 0.82
Cisco Systems Inc. CSCO US17275R1023 0.74
UnitedHealth Group Incorporated UNH US91324P1021 0.73
Visa Inc., Class "A" V US92826C8394 0.72
Bank of America Corporation BAC US0605051046 0.71
Chevron Corporation CVX US1667641005 0.71
Comcast Corporation, Class "A" CMCSA US20030N1019 0.69
Pfizer Inc. PFE US7170811035 0.69
Intel Corporation INTC US4581401001 0.69
Procter & Gamble Company (The) PG US7427181091 0.67
Mastercard Incorporated, Class "A" MA US57636Q1040 0.67
Walt Disney Company (The) DIS US2546871060 0.64
AT&T Inc. T US00206R1023 0.63
Wells Fargo & Company WFC US9497461015 0.62
Verizon Communications Inc. VZ US92343V1044 0.62
Home Depot Inc. (The) HD US4370761029 0.61
Merck & Company Inc. MRK US58933Y1055 0.58
Wal-Mart Inc. WMT US9311421039 0.52
Oracle Corporation ORCL US68389X1054 0.50
PepsiCo Inc. PEP US7134481081 0.49
Coca-Cola Company (The) KO US1912161007 0.47
Boeing Company (The) BA US0970231058 0.46
Citigroup Inc. C US1729674242 0.46
Union Pacific Corporation UNP US9078181081 0.43
Abbott Laboratories ABT US0028241000 0.40
McDonald's Corporation MCD US5801351017 0.38
United Technologies Corporation UTX US9130171096 0.37
International Business Machines Corporation IBM US4592001014 0.37
Honeywell International Inc. HON US4385161066 0.35
Accenture PLC, Class "A" ACN IE00B4BNMY34 0.34
Lowe's Companies Inc. LOW US5486611073 0.34
Amgen Inc. AMGN US0311621009 0.34
QUALCOMM Incorporated QCOM US7475251036 0.34
Texas Instruments Incorporated TXN US8825081040 0.31
Norfolk Southern Corporation NSC US6558441084 0.31
Costco Wholesale Corporation COST US22160K1051 0.31
Cigna Corporation CI US1255231003 0.31
NIKE Inc., Class "B" NKE US6541061031 0.31
Broadcom Inc. AVGO US11135F1012 0.30
PayPal Holdings Inc. PYPL US70450Y1038 0.30
Medtronic PLC MDT IE00BTN1Y115 0.29
Thermo Fisher Scientific Inc. TMO US8835561023 0.29
Anthem Inc. ANTM US0367521038 0.29
AbbVie Inc. ABBV US00287Y1091 0.29
Gilead Sciences Inc. GILD US3755581036 0.29
American Express Company AXP US0258161092 0.28
Philip Morris International Inc. PM US7181721090 0.28
3M Company MMM US88579Y1010 0.28
Netflix Inc. NFLX US64110L1061 0.27
Adobe Inc. ADBE US00724F1012 0.27
Ingersoll-Rand PLC IR IE00B6330302 0.27
Altria Group Inc. MO US02209S1033 0.27
TJX Companies Inc. (The) TJX US8725401090 0.27
Starbucks Corporation SBUX US8552441094 0.27
Eli Lilly & Company LLY US5324571083 0.26
S&P Global Inc. SPGI US78409V1044 0.26
Zoetis Inc. ZTS US98978V1035 0.26
Xcel Energy Inc. XEL US98389B1008 0.26
Travelers Companies Inc. (The) TRV US89417E1091 0.26
United Continental Holdings Inc. UAL US9100471096 0.26
Exelon Corporation EXC US30161N1019 0.25
U.S. Bancorp USB US9029733048 0.25
Ross Stores Inc. ROST US7782961038 0.25
Capital One Financial Corporation COF US14040H1059 0.24
Lockheed Martin Corporation LMT US5398301094 0.24
Amphenol Corporation APH US0320951017 0.24
Micron Technology Inc. MU US5951121038 0.24
CVS Health Corporation CVS US1266501006 0.24
Caterpillar Inc. CAT US1491231015 0.24
Waste Management Inc. WM US94106L1098 0.24
CSX Corporation CSX US1264081035 0.23
Mondelez International Inc. MDLZ US6092071058 0.23
Charter Communications Inc. CHTR US16119P1084 0.23
American Electric Power Company Inc. AEP US0255371017 0.23
Automatic Data Processing Inc. ADP US0530151036 0.23
Valero Energy Corporation VLO US91913Y1001 0.23
NextEra Energy Inc. NEE US65339F1012 0.23
Deere & Company DE US2441991054 0.22
Danaher Corporation DHR US2358511028 0.22
Alphabet Inc., Class "C" GOOG US02079K1079 0.22
Harris Corporation HRS US4138751056 0.22
PACCAR Inc. PCAR US6937181088 0.22
Aon PLC AON GB00B5BT0K07 0.22
Republic Services Inc. RSG US7607591002 0.22
Progressive Corporation (The) PGR US7433151039 0.22
Fidelity National Information Services Inc. FIS US31620M1062 0.22
Consolidated Edison Inc. ED US2091151041 0.21
Ameriprise Financial Inc. AMP US03076C1062 0.21
Linde PLC LIN IE00BZ12WP82 0.21
Delta Air Lines Inc. DAL US2473617023 0.21
Goldman Sachs Group Inc. (The) GS US38141G1040 0.21
NVIDIA Corporation NVDA US67066G1040 0.21
Corning Incorporated GLW US2193501051 0.20
Stryker Corporation SYK US8636671013 0.20
Booking Holdings Inc. BKNG US09857L1089 0.20
American Tower Corporation AMT US03027X1000 0.20
Raytheon Company RTN US7551115071 0.20
PNC Financial Services Group Inc. (The) PNC US6934751057 0.20
Illinois Tool Works Inc. ITW US4523081093 0.20
Hartford Financial Services Group Inc. (The) HIG US4165151048 0.20
Discover Financial Services DFS US2547091080 0.20
Public Service Enterprise Group Inc. PEG US7445731067 0.20
Lam Research Corporation LRCX US5128071082 0.20
General Electric Company GE US3696041033 0.20
Marathon Petroleum Corporation MPC US56585A1025 0.20
Paychex Inc. PAYX US7043261079 0.20
Northrop Grumman Corporation NOC US6668071029 0.20
Fifth Third Bancorp FITB US3167731005 0.20
Aflac Inc. AFL US0010551028 0.19
Becton, Dickinson and Company BDX US0758871091 0.19
Target Corporation TGT US87612E1064 0.19
Analog Devices Inc. ADI US0326541051 0.19
Intuit Inc. INTU US4612021034 0.19
Omnicom Group Inc. OMC US6819191064 0.19
Bank of New York Mellon Corporation (The) BK US0640581007 0.19
Parker-Hannifin Corporation PH US7010941042 0.19
DTE Energy Company DTE US2333311072 0.19
Sysco Corporation SYY US8718291078 0.19
Dominion Energy Inc. D US25746U1097 0.19
Southern Company (The) SO US8425871071 0.19
Fiserv Inc. FISV US3377381088 0.18
SunTrust Banks Inc. STI US8679141031 0.18
Kroger Co. (The) KR US5010441013 0.18
Dollar Tree Inc. DLTR US2567461080 0.18
Applied Materials Inc. AMAT US0382221051 0.18
Prudential Financial Inc. PRU US7443201022 0.18
salesforce.com inc. CRM US79466L3024 0.18
Ecolab Inc. ECL US2788651006 0.18
ConocoPhillips COP US20825C1045 0.18
T. Rowe Price Group Inc. TROW US74144T1088 0.18
eBay Inc. EBAY US2786421030 0.18
Marsh & McLennan Companies Inc. MMC US5717481023 0.18
Edison International EIX US2810201077 0.18
Air Products and Chemicals Inc. APD US0091581068 0.18
General Mills Inc. GIS US3703341046 0.18
Estee Lauder Companies Inc. (The), Class "A" EL US5184391044 0.18
Celgene Corporation CELG US1510201049 0.18
Morgan Stanley MS US6174464486 0.18
General Motors Company GM US37045V1008 0.18
Eversource Energy ES US30040W1080 0.18
Roper Technologies Inc. ROP US7766961061 0.18
Southwest Airlines Co. LUV US8447411088 0.18
TE Connectivity Ltd. TEL CH0102993182 0.18
Laboratory Corporation of America Holdings LH US50540R4092 0.17
Best Buy Company Inc. BBY US0865161014 0.17
Humana Inc. HUM US4448591028 0.17
United Parcel Service Inc., Class "B" UPS US9113121068 0.17
M&T Bank Corporation MTB US55261F1049 0.17
Cintas Corporation CTAS US1729081059 0.17
Duke Energy Corporation DUK US26441C2044 0.17
Emerson Electric Company EMR US2910111044 0.17
Cummins Inc. CMI US2310211063 0.17
Stanley Black & Decker Inc. SWK US8545021011 0.17
Entergy Corporation ETR US29364G1031 0.17
Quest Diagnostics Incorporated DGX US74834L1008 0.17
Cerner Corporation CERN US1567821046 0.17
International Paper Company IP US4601461035 0.17
Ameren Corporation AEE US0236081024 0.17
Hershey Company (The) HSY US4278661081 0.17
Bristol-Myers Squibb Company BMY US1101221083 0.17
Aptiv PLC APTV JE00B783TY65 0.17
Rockwell Automation Inc. ROK US7739031091 0.16
Marriott International Inc., Class "A" MAR US5719032022 0.16
Boston Scientific Corporation BSX US1011371077 0.16
Ball Corporation BLL US0584981064 0.16
Motorola Solutions Inc. MSI US6200763075 0.16
WEC Energy Group Inc. WEC US92939U1060 0.16
Charles Schwab Corporation (The) SCHW US8085131055 0.16
American International Group Inc. AIG US0268747849 0.16
FleetCor Technologies Inc. FLT US3390411052 0.16
Agilent Technologies Inc. A US00846U1016 0.16
Sherwin-Williams Company (The) SHW US8243481061 0.16
FedEx Corporation FDX US31428X1063 0.16
Intercontinental Exchange Inc. ICE US45866F1049 0.16
Synchrony Financial SYF US87165B1035 0.16
IDEXX Laboratories Inc. IDXX US45168D1046 0.16
CME Group Inc., Class "A" CME US12572Q1058 0.16
Ulta Beauty Inc. ULTA US90384S3031 0.16
Verisk Analytics Inc. VRSK US92345Y1064 0.16
NetApp Inc. NTAP US64110D1046 0.16
Dollar General Corporation DG US2566771059 0.16
PPG Industries Inc. PPG US6935061076 0.16
Clorox Company (The) CLX US1890541097 0.16
Illumina Inc. ILMN US4523271090 0.16
SBA Communications Corporation SBAC US78410G1040 0.16
L3 Technologies Inc. LLL US5024131071 0.16
Biogen Inc. BIIB US09062X1037 0.16
Eaton Corporation PLC ETN IE00B8KQN827 0.16
MSCI Inc. MSCI US55354G1004 0.16
Colgate-Palmolive Company CL US1941621039 0.15
Chubb Limited CB CH0044328745 0.15
Regions Financial Corporation RF US7591EP1005 0.15
Allstate Corporation (The) ALL US0200021014 0.15
O'Reilly Automotive Inc. ORLY US67103H1077 0.15
McCormick & Company Incorporated MKC US5797802064 0.15
Zimmer Biomet Holdings Inc. ZBH US98956P1021 0.15
Baxter International Inc. BAX US0718131099 0.15
Centene Corporation CNC US15135B1017 0.15
Total System Services Inc. TSS US8919061098 0.15
DowDuPont Inc. DWDP US26078J1007 0.15
Cognizant Technology Solutions Corporation CTSH US1924461023 0.15
Northern Trust Corporation NTRS US6658591044 0.15
McKesson Corporation MCK US58155Q1031 0.15
AutoZone Inc. AZO US0533321024 0.15
Fortive Corporation FTV US34959J1088 0.15
AMETEK Inc. AME US0311001004 0.15
FirstEnergy Corp. FE US3379321074 0.15
Constellation Brands Inc. STZ US21036P1084 0.15
ONEOK Inc. OKE US6826801036 0.15
VF Corporation VFC US9182041080 0.15
Ford Motor Company F US3453708600 0.15
Kimberly-Clark Corporation KMB US4943681035 0.15
Worldpay Inc. WP US9815581098 0.15
PPL Corporation PPL US69351T1060 0.15
Mettler-Toledo International Inc. MTD US5926881054 0.15
BB&T Corporation BBT US0549371070 0.14
Johnson Controls International PLC JCI IE00BY7QL619 0.14
Global Payments Inc. GPN US37940X1028 0.14
Nucor Corporation NUE US6703461052 0.14
Prologis Inc. PLD US74340W1036 0.14
Principal Financial Group Inc. PFG US74251V1026 0.14
W.W. Grainger Inc. GWW US3848021040 0.14
Crown Castle International Corp. CCI US22822V1017 0.14
Kinder Morgan Inc. KMI US49456B1017 0.14
ServiceNow Inc. NOW US81762P1021 0.14
Hilton Worldwide Holdings Inc. HLT US43300A2033 0.14
General Dynamics Corporation GD US3695501086 0.14
EOG Resources Inc. EOG US26875P1012 0.14
AvalonBay Communities Inc. AVB US0534841012 0.14
Anadarko Petroleum Corporation APC US0325111070 0.14
Dover Corporation DOV US2600031080 0.14
Fastenal Company FAST US3119001044 0.14
Tyson Foods Inc., Class "A" TSN US9024941034 0.14
Ally Financial Inc. ALLY US02005N1000 0.14
Willis Towers Watson PLC WLTW IE00BDB6Q211 0.14
Seagate Technology PLC STX IE00B58JVZ52 0.13
Archer-Daniels-Midland Company ADM US0394831020 0.13
Microchip Technology Incorporated MCHP US5950171042 0.13
Chipotle Mexican Grill Inc. CMG US1696561059 0.13
Equity Residential EQR US29476L1070 0.13
IQVIA Holdings Inc. IQV US46266C1053 0.13
Moody's Corporation MCO US6153691059 0.13
Equifax Inc. EFX US2944291051 0.13
Royal Caribbean Cruises Ltd. RCL LR0008862868 0.13
Welltower Inc. WELL US95040Q1040 0.13
MetLife Inc. MET US59156R1086 0.13
Simon Property Group Inc. SPG US8288061091 0.13
VeriSign Inc. VRSN US92343E1029 0.13
TransDigm Group Incorporated TDG US8936411003 0.13
Hewlett Packard Enterprise Company HPE US42824C1099 0.13
Occidental Petroleum Corporation OXY US6745991058 0.13
Yum! Brands Inc. YUM US9884981013 0.13
Lincoln National Corporation LNC US5341871094 0.13
Phillips 66 PSX US7185461040 0.13
Intuitive Surgical Inc. ISRG US46120E6023 0.13
Edwards Lifesciences Corporation EW US28176E1082 0.13
KeyCorp KEY US4932671088 0.13
Activision Blizzard Inc. ATVI US00507V1098 0.13
Waters Corporation WAT US9418481035 0.13
Align Technology Inc. ALGN US0162551016 0.13
Hess Corporation HES US42809H1077 0.13
Genuine Parts Company GPC US3724601055 0.12
American Water Works Company Inc. AWK US0304201033 0.12
HP Inc. HPQ US40434L1052 0.12
Synopsys Inc. SNPS US8716071076 0.12
CBS Corporation CBS US1248572026 0.12
Universal Health Services Inc. UHS US9139031002 0.12
Walgreens Boots Alliance Inc. WBA US9314271084 0.12
Citizens Financial Group Inc. CFG US1746101054 0.12
Vulcan Materials Company VMC US9291601097 0.12
NVR Inc. NVR US62944T1051 0.12
Weyerhaeuser Company WY US9621661043 0.12
Celanese Corporation, Series "A" CE US1508701034 0.12
BlackRock Inc., Class "A" BLK US09247X1019 0.12
Maxim Integrated Products Inc. MXIM US57772K1016 0.12
Williams Companies Inc. (The) WMB US9694571004 0.12
Darden Restaurants Inc. DRI US2371941053 0.12
Loews Corporation L US5404241086 0.12
Western Digital Corporation WDC US9581021055 0.12
Red Hat Inc. RHT US7565771026 0.12
Equinix Inc. EQIX US29444U7000 0.12
Vertex Pharmaceuticals Incorporated VRTX US92532F1003 0.12
Cadence Design Systems Inc. CDNS US1273871087 0.12
HCA Healthcare Inc. HCA US40412C1018 0.12
CMS Energy Corporation CMS US1258961002 0.12
CarMax Inc. KMX US1431301027 0.12
D.R. Horton Inc. DHI US23331A1097 0.12
Concho Resources Inc. CXO US20605P1012 0.11
Freeport-McMoRan Inc. FCX US35671D8570 0.11
CenterPoint Energy Inc. CNP US15189T1079 0.11
Autodesk Inc. ADSK US0527691069 0.11
Electronic Arts Inc. EA US2855121099 0.11
ResMed Inc. RMD US7611521078 0.11
LyondellBasell Industries NV, Class "A" LYB NL0009434992 0.11
CDW Corporation CDW US12514G1085 0.11
Church & Dwight Company Inc. CHD US1713401024 0.11
Sempra Energy SRE US8168511090 0.11
Schlumberger Ltd. SLB AN8068571086 0.11
Citrix Systems Inc. CTXS US1773761002 0.11
Newmont Goldcorp Corp. NEM US6516391066 0.11
Tractor Supply Company TSCO US8923561067 0.11
Twitter Inc. TWTR US90184L1026 0.11
Ventas Inc. VTR US92276F1003 0.11
lululemon athletica inc. LULU US5500211090 0.11
Cincinnati Financial Corporation CINF US1720621010 0.11
Kohl's Corporation KSS US5002551043 0.11
Pioneer Natural Resources Company PXD US7237871071 0.11
Hasbro Inc. HAS US4180561072 0.11
Hologic Inc. HOLX US4364401012 0.11
Digital Realty Trust Inc. DLR US2538681030 0.11
Monster Beverage Corporation MNST US61174X1090 0.11
Allergan PLC AGN IE00BY9D5467 0.11
Cardinal Health Inc. CAH US14149Y1082 0.11
IAC/InterActiveCorp. IAC US44919P5089 0.11
American Airlines Group Inc. AAL US02376R1023 0.11
Broadridge Financial Solutions Inc. BR US11133T1034 0.10
Boston Properties Inc. BXP US1011211018 0.10
Textron Inc. TXT US8832031012 0.10
CBRE Group Inc. CBRE US12504L1098 0.10
Kansas City Southern KSU US4851703029 0.10
Brown-Forman Corporation, Class "B" BF/B US1156372096 0.10
ANSYS Inc. ANSS US03662Q1058 0.10
Alexion Pharmaceuticals Inc. ALXN US0153511094 0.10
ConAgra Brands Inc. CAG US2058871029 0.10
Symantec Corporation SYMC US8715031089 0.10
AmerisourceBergen Corporation ABC US03073E1055 0.10
Expeditors International of Washington Inc. EXPD US3021301094 0.10
Eastman Chemical Company EMN US2774321002 0.10
Marathon Oil Corporation MRO US5658491064 0.10
Akamai Technologies Inc. AKAM US00971T1016 0.10
Expedia Group Inc. EXPE US30212P3038 0.10
Skyworks Solutions Inc. SWKS US83088M1027 0.10
Henry Schein Inc. HSIC US8064071025 0.10
JM Smucker Company (The) SJM US8326964058 0.10
Diamondback Energy Inc. FANG US25278X1090 0.10
AES Corporation (The) AES US00130H1059 0.10
Pinnacle West Capital Corporation PNW US7234841010 0.10
Arthur J Gallagher & Co. AJG US3635761097 0.10
Huntington Bancshares Inc. HBAN US4461501045 0.10
Comerica Incorporated CMA US2003401070 0.10
United Rentals Inc. URI US9113631090 0.10
Las Vegas Sands Corp. LVS US5178341070 0.10
Evergy Inc. EVRG US30034W1062 0.10
DXC Technology Company DXC US23355L1061 0.10
First Republic Bank FRC US33616C1009 0.10
Martin Marietta Materials Inc. MLM US5732841060 0.10
Noble Energy Inc. NBL US6550441058 0.10
Realty Income Corporation O US7561091049 0.10
Varian Medical Systems Inc. VAR US92220P1057 0.10
Essex Property Trust Inc. ESS US2971781057 0.10
Xilinx Inc. XLNX US9839191015 0.10
CH Robinson Worldwide Inc. CHRW US12541W2098 0.10
Carnival Corporation CCL PA1436583006 0.09
Viacom Inc., Class "B" VIAB US92553P2011 0.09
MGM Resorts International MGM US5529531015 0.09
WellCare Health Plans Inc. WCG US94946T1060 0.09
Public Storage PSA US74460D1090 0.09
Kellogg Company K US4878361082 0.09
Lear Corporation LEA US5218652049 0.09
NiSource Inc. NI US65473P1057 0.09
CF Industries Holdings Inc. CF US1252691001 0.09
Cooper Companies Inc. (The) COO US2166484020 0.09
CoStar Group Inc. CSGP US22160N1090 0.09
JB Hunt Transport Services Inc. JBHT US4456581077 0.09
Advanced Micro Devices Inc. AMD US0079031078 0.09
Devon Energy Corporation DVN US25179M1036 0.09
Workday Inc. WDAY US98138H1014 0.09
Xylem Inc. XYL US98419M1009 0.09
Tiffany & Co. TIF US8865471085 0.09
E*TRADE Financial Corporation ETFC US2692464017 0.09
Whirlpool Corporation WHR US9633201069 0.09
T-Mobile US Inc. TMUS US8725901040 0.09
Interpublic Group of Companies Inc. (The) IPG US4606901001 0.09
State Street Corporation STT US8574771031 0.09
Gartner Inc. IT US3666511072 0.09
Reinsurance Group of America Incorporated RGA US7593516047 0.09
Amdocs Limited DOX GB0022569080 0.08
Marvell Technology Group Ltd. MRVL BMG5876H1051 0.08
IDEX Corporation IEX US45167R1041 0.08
Copart Inc. CPRT US2172041061 0.08
Keysight Technologies Inc. KEYS US49338L1035 0.08
Advance Auto Parts Inc. AAP US00751Y1064 0.08
DaVita Inc. DVA US23918K1088 0.08
Everest Re Group Ltd. RE BMG3223R1088 0.08
Raymond James Financial Inc. RJF US7547301090 0.08
Molson Coors Brewing Company, Class "B" NV TAP US60871R2094 0.08
International Flavors & Fragrances Inc. IFF US4595061015 0.08
Torchmark Corporation TMK US8910271043 0.08
Unum Group UNM US91529Y1064 0.08
Alliant Energy Corporation LNT US0188021085 0.08
Franklin Resources Inc. BEN US3546131018 0.08
Dow Inc. DOW US US2605571031 0.08
SVB Financial Group SIVB US78486Q1013 0.08
Juniper Networks Inc. JNPR US48203R1041 0.08
Markel Corporation MKL US5705351048 0.08
FactSet Research Systems Inc. FDS US3030751057 0.08
SS&C Technologies Holdings Inc. SSNC US78467J1007 0.08
Arch Capital Group Ltd. ACGL BMG0450A1053 0.08
Lennar Corporation LEN US5260571048 0.08
Nasdaq Inc. NDAQ US6311031081 0.08
Leidos Holdings Inc. LDOS US5253271028 0.08
W. R. Berkley Corporation WRB US0844231029 0.08
Packaging Corporation of America PKG US6951561090 0.08
Teleflex Incorporated TFX US8793691069 0.08
UGI Corporation UGI US9026811052 0.08
Jack Henry & Associates Inc. JKHY US4262811015 0.08
First Data Corporation, Class "A" FDC US32008D1063 0.08
HollyFrontier Corporation HFC US4361061082 0.08
IHS Markit Ltd. INFO BMG475671050 0.07
Macy's Inc. M US55616P1049 0.07
Palo Alto Networks Inc. PANW US6974351057 0.07
Regeneron Pharmaceuticals Inc. REGN US75886F1075 0.07
Alliance Data Systems Corporation ADS US0185811082 0.07
KLA-Tencor Corporation KLAC US4824801009 0.07
HCP Inc. HCP US40414L1098 0.07
Fidelity National Financial Inc. FNF US31620R3030 0.07
Masco Corporation MAS US5745991068 0.07
Host Hotels & Resorts Inc. HST US44107P1049 0.07
Hormel Foods Corporation HRL US4404521001 0.07
Alexandria Real Estate Equities Inc. ARE US0152711091 0.07
Spirit AeroSystems Holdings Inc. SPR US8485741099 0.07
Splunk Inc. SPLK US8486371045 0.07
Lennox International Inc. LII US5261071071 0.07
Alleghany Corp. Y US0171751003 0.07
Garmin Ltd. GRMN CH0114405324 0.07
OGE Energy Corporation OGE US6708371033 0.07
Mohawk Industries Inc. MHK US6081901042 0.07
Huntington Ingalls Industries Inc. HII US4464131063 0.07
Western Union Company (The) WU US9598021098 0.07
Apache Corporation APA US0374111054 0.07
Snap-on Inc. SNA US8330341012 0.07
Carlisle Companies Incorporated CSL US1423391002 0.07
F5 Networks Inc. FFIV US3156161024 0.07
Atmos Energy Corporation ATO US0495601058 0.07
FMC Corporation FMC US3024913036 0.07
TD Ameritrade Holding Corporation AMTD US87236Y1082 0.07
Jacobs Engineering Group Inc. JEC US4698141078 0.07
Old Dominion Freight Line Inc. ODFL US6795801009 0.07
Alaska Air Group Inc. ALK US0116591092 0.07
Zions Bancorporation NA ZION US9897011071 0.07
CenturyLink Inc. CTL US1567001060 0.07
Lamb Weston Holdings Inc. LW US5132721045 0.07
MarketAxess Holdings Inc. MKTX US57060D1081 0.07
Allegion PLC ALLE IE00BFRT3W74 0.07
TechnipFMC PLC FTI GB00BDSFG982 0.07
Domino's Pizza Inc. DPZ US25754A2015 0.07
Cheniere Energy Inc. LNG US16411R2085 0.07
ManpowerGroup Inc. MAN US56418H1005 0.07
Trimble Inc. TRMB US8962391004 0.07
Mylan NV MYL NL0011031208 0.07
Extra Space Storage Inc. EXR US30225T1025 0.07
PulteGroup Inc. PHM US7458671010 0.07
Liberty Broadband Corporation, Class "C" LBRDK US5303073051 0.07
Xerox Corporation XRX US9841216081 0.06
SEI Investments Company SEIC US7841171033 0.06
Wynn Resorts Ltd. WYNN US9831341071 0.06
Cabot Oil & Gas Corporation COG US1270971039 0.06
Harley-Davidson Inc. HOG US4128221086 0.06
Cboe Global Markets Inc. CBOE US12503M1080 0.06
Burlington Stores Inc. BURL US1220171060 0.06
Halliburton Company HAL US4062161017 0.06
BorgWarner Inc. BWA US0997241064 0.06
Bunge Limited BG BMG169621056 0.06
Arrow Electronics Inc. ARW US0427351004 0.06
Voya Financial Inc. VOYA US9290891004 0.06
Aramark ARMK US03852U1060 0.06
American Financial Group Inc. AFG US0259321042 0.06
TransUnion TRU US89400J1079 0.06
BioMarin Pharmaceutical Inc. BMRN US09061G1013 0.06
Service Corporation International SCI US8175651046 0.06
Arconic Inc. ARNC US03965L1008 0.06
PerkinElmer Inc. PKI US7140461093 0.06
UDR Inc. UDR US9026531049 0.06
Vornado Realty Trust VNO US9290421091 0.06
Campbell Soup Company CPB US1344291091 0.06
Flex Ltd. FLEX SG9999000020 0.06
Discovery Inc., Class "A" DISCA US25470F1049 0.06
Invesco Ltd. IVZ BMG491BT1088 0.06
Crown Holdings Inc. CCK US2283681060 0.06
Norwegian Cruise Line Holdings Ltd. NCLH BMG667211046 0.06
Tesla Inc. TSLA US88160R1014 0.06
Avery Dennison Corporation AVY US0536111091 0.06
Flowserve Corporation FLS US34354P1057 0.06
Mid-America Apartment Communities Inc. MAA US59522J1034 0.06
KAR Auction Services Inc. KAR US48238T1097 0.06
Dell Technologies Inc., Class "C" DELL US24703L2025 0.06
Jazz Pharmaceuticals PLC JAZZ IE00B4Q5ZN47 0.06
Live Nation Entertainment Inc. LYV US5380341090 0.06
Ralph Lauren Corporation RL US7512121010 0.06
Wyndham Hotels & Resorts Inc. WH US98311A1051 0.06
Tapestry Inc. TPR US8760301072 0.06
Fortune Brands Home & Security Inc. FBHS US34964C1062 0.06
RPM International Inc. RPM US7496851038 0.06
Mosaic Company (The) MOS US61945C1036 0.06
Robert Half International Inc. RHI US7703231032 0.06
PVH Corp. PVH US6936561009 0.06
Veeva Systems Inc., Class "A" VEEV US9224751084 0.06
Elanco Animal Health Inc. ELAN US28414H1032 0.06
Duke Realty Corporation DRE US2644115055 0.06
Sensata Technologies Holding PLC ST GB00BFMBMT84 0.06
HD Supply Holdings Inc. HDS US40416M1053 0.05
Qurate Retail Inc. QRTEA US74915M1009 0.05
ON Semiconductor Corporation ON US6821891057 0.05
LKQ Corporation LKQ US5018892084 0.05
Sealed Air Corporation SEE US81211K1007 0.05
WestRock Company WRK US96145D1054 0.05
Teradyne Inc. TER US8807701029 0.05
Reliance Steel & Aluminum Company RS US7595091023 0.05
National Oilwell Varco Inc. NOV US6370711011 0.05
Steel Dynamics Inc. STLD US8581191009 0.05
Nordstrom Inc. JWN US6556641008 0.05
Albemarle Corporation ALB US0126531013 0.05
NRG Energy Inc. NRG US6293775085 0.05
Ingredion Incorporated INGR US4571871023 0.05
Brown & Brown Inc. BRO US1152361010 0.05
Qorvo Inc. QRVO US74736K1016 0.05
Gap Inc. (The) GPS US3647601083 0.05
Take-Two Interactive Software Inc. TTWO US8740541094 0.05
Post Holdings Inc. POST US7374461041 0.05
Middleby Corporation (The) MIDD US5962781010 0.05
Hubbell Inc. HUBB US4435106079 0.05
Vail Resorts Inc. MTN US91879Q1094 0.05
Donaldson Company Inc. DCI US2576511099 0.05
US Foods Holding Corporation USFD US9120081099 0.05
VMware Inc. VMW US9285634021 0.05
ServiceMaster Global Holdings Inc. SERV US81761R1095 0.05
WABCO Holdings Inc. WBC US92927K1025 0.05
DISH Network Corporation DISH US25470M1099 0.05
Capri Holdings Limited CPRI VGG1890L1076 0.05
Arista Networks Inc. ANET US0404131064 0.05
Booz Allen Hamilton Holding Corporation BAH US0995021062 0.05
Federal Realty Investment Trust FRT US3137472060 0.05
Autoliv Inc. ALV US0528001094 0.05
Toro Company (The) TTC US8910921084 0.05
East West Bancorp Inc. EWBC US27579R1041 0.05
WP Carey Inc. WPC US92936U1097 0.05
Camden Property Trust CPT US1331311027 0.05
Hanesbrands Inc. HBI US4103451021 0.05
Allison Transmission Holdings Inc. ALSN US01973R1014 0.05
Equity LifeStyle Properties Inc. ELS US29472R1086 0.05
Incyte Corporation INCY US45337C1027 0.05
Targa Resources Corp. TRGP US87612G1013 0.05
CDK Global Inc. CDK US12508E1010 0.05
Fortinet Inc. FTNT US34959E1091 0.05
Black Knight Inc. BKI US09215C1053 0.05
ABIOMED Inc. ABMD US0036541003 0.04
West Pharmaceutical Services Inc. WST US9553061055 0.04
SL Green Realty Corporation SLG US78440X1019 0.04
Pentair PLC PNR IE00BLS09M33 0.04
HEICO Corporation HEI US4228061093 0.04
Nordson Corp NDSN US6556631025 0.04
Westinghouse Air Brake Technologies WAB US9297401088 0.04
Graco Inc. GGG US3841091040 0.04
Newell Brands Inc. NWL US6512291062 0.04
Iron Mountain Incorporated IRM US46284V1017 0.04
Sun Communities Inc. SUI US8666741041 0.04
Polaris Industries Inc. PII US7310681025 0.04
Zebra Technologies Corporation ZBRA US9892071054 0.04
Old Republic International Corporation ORI US6802231042 0.04
Regency Centers Corporation REG US7588491032 0.04
Owens Corning OC US6907421019 0.04
Fluor Corporation FLR US3434121022 0.04
Nielsen Holdings PLC NLSN GB00BWFY5505 0.04
Jones Lang LaSalle Incorporated JLL US48020Q1076 0.04
Toll Brothers Inc. TOL US8894781033 0.04
Gentex Corporation GNTX US3719011096 0.04
Apartment Investment & Management Company AIV US03748R7540 0.04
AptarGroup Inc. ATR US0383361039 0.04
Berry Global Group Inc. BERY US08579W1036 0.04
Sirius XM Holdings Inc. SIRI US82968B1035 0.04
Perrigo Company PLC PRGO IE00BGH1M568 0.04
Commerce Bancshares Inc. CBSH US2005251036 0.04
Liberty Media Corp-Liberty Formula One FWONK US5312298541 0.04
Square Inc., Class "A" SQ US8522341036 0.04
Atlassian Corporation PLC, Class "A" TEAM GB00BZ09BD16 0.04
XPO Logistics Inc. XPO US9837931008 0.04
Kimco Realty Corporation KIM US49446R1095 0.04
Leggett & Platt Inc. LEG US5246601075 0.04
Fox Corporation, Class "A" FOXA US35137L1052 0.04
National Retail Properties Inc. NNN US6374171063 0.04
PTC Inc. PTC US69370C1009 0.04
Kilroy Realty Corporation KRC US49427F1084 0.04
Tyler Technologies Inc. TYL US9022521051 0.04
Signature Bank SBNY US82669G1040 0.04
AO Smith Corporation AOS US8318652091 0.04
Kraft Heinz Company (The) KHC US5007541064 0.04
GoDaddy Inc. GDDY US3802371076 0.04
People's United Financial Inc. PBCT US7127041058 0.04
JetBlue Airways Corporation JBLU US4771431016 0.04
Jefferies Financial Group Inc. JEF US47233W1099 0.04
VEREIT Inc. VER US92339V1008 0.04
Liberty Property Trust LPT US5311721048 0.04
Axalta Coating Systems Ltd. AXTA BMG0750C1082 0.04
Cimarex Energy Company XEC US1717981013 0.04
Teledyne Technologies Incorporated TDY US8793601050 0.04
Sabre Corporation SABR US78573M1045 0.04
Liberty SiriusXM Group, Class "A" LSXMA US5312294094 0.03
Lincoln Electric Holdings Inc. LECO US5339001068 0.03
Gaming and Leisure Properties Inc. GLPI US36467J1088 0.03
Affiliated Managers Group Inc. AMG US0082521081 0.03
Herbalife Ltd. HLF KYG4412G1010 0.03
Catalent Inc. CTLT US1488061029 0.03
Zayo Group Holdings Inc. ZAYO US98919V1052 0.03
Omega Healthcare Investors Inc. OHI US6819361006 0.03
Paycom Software Inc. PAYC US70432V1026 0.03
Rollins Inc. ROL US7757111049 0.03
Vistra Energy Corp. VST US92840M1027 0.03
Bio-Rad Laboratories Inc. BIO US0905722072 0.03
Pool Corporation POOL US73278L1052 0.03
Acuity Brands Inc. AYI US00508Y1029 0.03
Lamar Advertising Company LAMR US5128161099 0.03
Erie Indemnity Company ERIE US29530P1021 0.03
FLIR Systems Inc. FLIR US3024451011 0.03
Genpact Ltd. G BMG3922B1072 0.03
WEX Inc. WEX US96208T1043 0.03
Alcoa Corporation AA US0138721065 0.03
Guidewire Software Inc. GWRE US40171V1008 0.03
Sprint Corporation S US85207U1051 0.03
Macerich Company (The) MAC US5543821012 0.03
News Corporation, Class "A" NWSA US65249B1098 0.03
Baker Hughes, a GE Company BHGE US05722G1004 0.03
TripAdvisor Inc. TRIP US8969452015 0.03
Watsco Inc. WSO US9426222009 0.03
L Brands Inc. LB US5017971046 0.03
Huntsman Corporation HUN US4470111075 0.03
EPAM Systems Inc. EPAM US29414B1044 0.03
Aqua America Inc. WTR US03836W1036 0.03
Altice USA Inc. ATUS US02156K1034 0.03
Douglas Emmett Inc. DEI US25960P1093 0.03
Cullen/Frost Bankers Inc. CFR US2298991090 0.03
IPG Photonics Corporation IPGP US44980X1090 0.03
American Campus Communities Inc. ACC US0248351001 0.03
Exelixis Inc. EXEL US30161Q1040 0.03
Continental Resources Inc. CLR US2120151012 0.03
MDU Resources Group Inc. MDU US5526901096 0.03
Cognex Corporation CGNX US1924221039 0.03
First American Financial Corporation FAF US31847R1023 0.03
Bright Horizons Family Solutions Inc. BFAM US1091941005 0.02
AMERCO UHAL US0235861004 0.02
Seattle Genetics Inc. SGEN US8125781026 0.02
Molina Healthcare Inc. MOH US60855R1005 0.02
Charles River Laboratories International Inc. CRL US1598641074 0.02
Twilio Inc. TWLO US90138F1021 0.02
American Homes 4 Rent AMH US02665T3068 0.02
Ionis Pharmaceuticals Inc. IONS US4622221004 0.02
Hill-Rom Holdings Inc. HRC US4314751029 0.02
Aspen Technology Inc. AZPN US0453271035 0.02
Fair Isaac Corporation FICO US3032501047 0.02
Discovery Inc., Class "C" DISCK US25470F3029 0.02
Under Armour Inc., Class "A" UAA US9043111072 0.02
Athene Holding Ltd., Class "A" ATH BMG0684D1074 0.02
Invitation Homes Inc. INVH US46187W1071 0.02
Park Hotels & Resorts Inc PK US7005171050 0.02
Tableau Software Inc. DATA US87336U1051 0.02
Santander Consumer USA Holdings Inc. SC US80283M1018 0.02
Fox Corporation, Class "B" FOX US35137L2043 0.02
LPL Financial Holdings Inc. LPLA US50212V1008 0.02
Encompass Health Corp. EHC US29261A1007 0.02
Parsley Energy Inc. PE US7018771029 0.02
Madison Square Garden Company (The) MSG US55825T1034 0.02
Dolby Laboratories Inc. DLB US25659T1079 0.02
Cypress Semiconductor Corporation CY US2328061096 0.02
Brown-Forman Corporation BF/A US1156371007 0.02
Credit Acceptance Corporation CACC US2253101016 0.02
VICI Properties Inc VICI US9256521090 0.02
Under Armour Inc., Class "C" UA US9043112062 0.02
Wayfair Inc. W US94419L1017 0.02
Westlake Chemical Corporation WLK US9604131022 0.02
Zillow Group Inc., Class "C" Z US98954M2008 0.02
Five Below Inc. FIVE US33829M1018 0.02
Hexcel Corporation HXL US4282911084 0.02
Exact Sciences Corporation EXAS US30063P1057 0.02
Hyatt Hotels Corporation H US4485791028 0.02
Sage Therapeutics Inc. SAGE US78667J1088 0.02
Coty Inc., Class "A" COTY US2220702037 0.02
National Instruments Corporation NATI US6365181022 0.02
Match Group Inc. MTCH US57665R1068 0.02
Chemours Company (The) CC US1638511089 0.02
Helmerich & Payne Inc. HP US4234521015 0.02
Bluebird Bio Inc. BLUE US09609G1004 0.02
DexCom Inc. DXCM US2521311074 0.02
Okta Inc. OKTA US6792951054 0.02
Synovus Financial Corporation SNV US87161C5013 0.02
Alkermes PLC ALKS IE00B56GVS15 0.01
Bio-Techne Corporation TECH US09073M1045 0.01
United States Dollar 0.01
Masimo Corporation MASI US5747951003 0.01
Healthcare Trust of America Inc. HTA US42225P5017 0.01
Neurocrine Biosciences Inc. NBIX US64125C1099 0.01
Alnylam Pharmaceuticals Inc. ALNY US02043Q1076 0.01
Zendesk Inc. ZEN US98936J1016 0.01
Curtiss-Wright Corporation CW US2315611010 0.01
Nektar Therapeutics NKTR US6402681083 0.01
Assurant Inc. AIZ US04621X1081 0.01
Southern Copper Corporation SCCO US84265V1052 0.01
Euronet Worldwide Inc. EEFT US2987361092 0.01
WPX Energy Inc. WPX US98212B1035 0.01
Avangrid Inc. AGR US05351W1036 0.01
Trade Desk Inc. (The) TTD US88339J1051 0.01
Dunkin' Brands Group Inc. DNKN US2655041000 0.01
STORE Capital Corporation STOR US8621211007 0.01
PRA Health Sciences Inc PRAH US69354M1080 0.01
RingCentral Inc. RNG US76680R2067 0.01
AXA Equitable Holdings Inc. EQH US0545611057 0.01
Sarepta Therapeutics Inc. SRPT US8036071004 0.01
GrubHub Inc. GRUB US4001101025 0.01
CNA Financial Corporation CNA US1261171003 0.01
Sonoco Products Company SON US8354951027 0.01
Popular Inc. BPOP PR7331747001 0.01
Cree Inc. CREE US2254471012 0.01
BOK Financial Corporation BOKF US05561Q2012 0.01
MGM Growth Properties LLC, Class "A" MGP US55303A1051 0.01
RenaissanceRe Holdings Ltd. RNR BMG7496G1033 0.01
Nutanix Inc. NTNX US67059N1081 0.01
Foot Locker Inc. FL US3448491049 0.01
Proofpoint Inc. PFPT US7434241037 0.01
Insulet Corporation PODD US45784P1012 0.01
Liberty Broadband Corporation LBRDA US5303071071 0.01
News Corporation, Class "B" NWS US65249B2088 0.01
Woodward Inc. WWD US9807451037 0.01
GCI Liberty Inc GLIBA US36164V3050 0.01
United Therapeutics Corporation UTHR US91307C1027 0.01
Ciena Corporation CIEN US1717793095 0.01
Monolithic Power Systems Inc. MPWR US6098391054 0.01
Ollies Bargain Outlet Holdings OLLI US6811161099 0.01
Bruker Corporation BRKR US1167941087 0.01
Columbia Sportswear Company COLM US1985161066 0.01
Roku Inc ROKU US77543R1023 0.01
Liberty SiriusXM Group, Class "C" LSXMK US5312296073 0.01
World Wrestling Entertainment Inc. WWE US98156Q1085 0.01
Medical Properties Trust Inc. MPW US58463J3041 0.01
Planet Fitness Inc PLNT US72703H1014 0.01
Grand Canyon Education Inc. LOPE US38526M1062 0.01
New York Community Bancorp Inc. NYCB US6494451031 0.01
Ubiquiti Networks Inc. UBNT US90347A1007 0.01
First Solar Inc. FSLR US3364331070 0.01
CubeSmart CUBE US2296631094 0.01
Keurig Dr Pepper Inc. KDP US49271V1008 0.01
CyrusOne Inc. CONE US23283R1005 0.01
EPR Properties EPR US26884U1097 0.01
HubSpot Inc. HUBS US4435731009 0.01
Tallgrass Energy GP LP TGE US8746961072 0.01
RealPage Inc. RP US75606N1090 0.01
Etsy Inc. ETSY US29786A1060 0.01
Universal Display Corporation OLED US91347P1057 0.01
DocuSign Inc. DOCU US2561631068 0.01
Royal Gold Inc. RGLD US7802871084 0.01
Zillow Group Inc. ZG US98954M1018 0.01
Webster Financial Corporation WBS US9478901096 0.01
Dropbox Inc. DBX US26210C1045 0.00
Coupa Software Inc. COUP US22266L1061 0.00
ICU Medical Inc. ICUI US44930G1076 0.00
Teradata Corporation TDC US88076W1036 0.00
Carvana Co CVNA US1468691027 0.00
ADT Inc. ADT US00090Q1031 0.00
Gardner Denver Holdings Inc. GDI US36555P1075 0.00
New Relic Inc. NEWR US64829B1008 0.00
Snap Inc. SNAP US83304A1060 0.00
Morningstar Inc. MORN US6177001095 0.00
Zscaler Inc. ZS US98980G1022 0.00
Pivotal Software Inc PVTL US72582H1077 0.00
Liberty Media Group FWONA US5312298707 0.00
Ceridian HCM Holding Inc. CDAY US15677J1088 0.00
Viacom Inc. VIA US92553P1021 0.00
ANGI Homeservices Inc. ANGI US00183L1026 0.00
Caesars Entertainment Corporation CZR US1276861036 0.00
Moderna Inc. MRNA US60770K1079 0.00
Elastic NV ESTC NL0013056914 0.00
Guardant Health Inc. GH US40131M1099 0.00
SolarWinds Corp SWI US83417Q1058 0.00
Canadian Dollar 0.00


Picture of Dimensional Fund Advisors.
Dimensional Fund Advisors

Founded in 1981, a pioneer in applying insight from academic research to a systematic investment process that pursues higher expected returns through advanced portfolio design and implementation.

Picture of Lukas J. Smart, CFA.
Lukas J. Smart, CFA Dimensional Fund Advisors LP*
Investing since 2003
Picture of Joel P. Schneider.
Joel P. Schneider Dimensional Fund Advisors LP*
Investing since 2011
Picture of Joseph F. Hohn.
Joseph F. Hohn Dimensional Fund Advisors LP*

Index Approach

Market exposure

Define the target range of securities for the specific index.

Market exposure

Target Range 750. Will hold up to 800 to minimize unwarranted trading costs

Portfolio structure

Weight the index to emphasize smaller companies, lower valuations, and higher profitability. 3 ±

The portfolio will target smaller companies, lower valuations, and higher profitability


Incorporate measured flexibility during reconstitution to maintain focus while balancing the trade-offs among competing premiums.

This approach is designed to:

  • Maintain focus on the asset class and factors
  • Control for unnecessary turnover
  • Minimize unnecessary trading costs
John Hancock Dimensional Large Cap Index is a rules-based index of large-cap U.S. stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, relative price, and profitability, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. It is not possible to invest directly in an index. Past performance does not guarantee future results.