John Hancock Multifactor Large Cap ETF (JHML US) – Portfolio Construction MethodologyThe underlying John Hancock Dimensional Large Cap Index targets U.S. equities whose market caps are larger than that of the 801st company at each reconstitution, forming a large-cap subset from a broad U.S. universe. Eligible stocks are assessed on size (free-float market cap), relative price (P/B), and profitability (operating income/book), with sector-by-sector tilts that overweight smaller, cheaper, and more profitable n ...