John Hancock Retirement Plan Services

Delaware Small Cap Value Fund (Class R6)

AS OF 2022-06-30
INVESTMENT STRATEGY:

The investment seeks capital appreciation. Under normal circumstances, at least 80% of the fund's net assets, plus the amount of any borrowings for investment purposes, will be in investments of small-capitalization companies. It invests primarily in investments of small companies whose stock prices, in the portfolio managers' opinion, appear low relative to their underlying value or future potential.

Fund Category:
Stock
Morningstar Categoryc36:
Small Value

PORTFOLIO DETAILS

Ticker DVZRX
Inception Date 2016-05-02
Gross Expense Ratiof1 (%) 0.69
Net Expense Ratiof1 (%) 0.69
Fund Total Net Assets ($M) 1,341.93
Management Company Delaware Management Company
Portfolio Managers Kelley McKee Carabasi
Michael Foley
Christopher S. Beck
Steven G. Catricks
Kent P. Madden
Management Company Contact 800-523-1918

TOP TEN HOLDINGS AS OF 2022-05-31

% of Assets

East West Bancorp Inc 2.68
Webster Financial Corp 2.50
Louisiana-Pacific Corp 2.25
Stifel Financial Corp 2.19
Hancock Whitney Corp 2.11
MasTec Inc 2.07
Western Alliance Bancorp 1.98
WESCO International Inc 1.83
CNX Resources Corp 1.77
Magnolia Oil & Gas Corp Class A 1.76

Average Annual Total Returns %

As of 2022-06-30
Delaware Small Cap Value Fund
YTD -16.94
1 Year -10.12
3 Year 6.49
5 Year 5.08
10 Year
Since Inception 8.21
Russell 2000 Value Indexi22
YTD -17.31
1 Year -16.28
3 Year 6.18
5 Year 4.89
10 Year 9.05
Since Inception --
Small Valueb38
YTD -15.20
1 Year -12.12
3 Year 7.63
5 Year 5.36
10 Year 8.93
Since Inception --
Performance data quoted represents past performance. Past performance is no guarantee of future results. Due to market volatility, current performance may be less or higher than the figures shown. Investment return and principal value will fluctuate so that upon redemption, shares may be worth more or less than their original cost. Performance data does not reflect deduction of redemption fee, which, if such fee exists, would lower performance. For current to the most recent month-end performance information, please log onto myplan.johnhancock.com or call a John Hancock representative at (800) 294-3575.
  YTD 1 Year 3 Year 5 Year 10 Year Since Inception
Delaware Small Cap Value Fund -16.94 -10.12 6.49 5.08 -- 8.21
Russell 2000 Value Indexi22 -17.31 -16.28 6.18 4.89 9.05 --
Small Valueb38 -15.20 -12.12 7.63 5.36 8.93 --
Performance data quoted represents past performance. Past performance is no guarantee of future results. Due to market volatility, current performance may be less or higher than the figures shown. Investment return and principal value will fluctuate so that upon redemption, shares may be worth more or less than their original cost. Performance data does not reflect deduction of redemption fee, which, if such fee exists, would lower performance. For current to the most recent month-end performance information, please log onto myplan.johnhancock.com or call a John Hancock representative at (800) 294-3575.

Hypothetical Growth of $10,000

Portfolio Snapshotb2

  Long % Short % Net %

Top Sectorsb2 (%)

Top Countriesb2 (%)

Morningstar Category: Small Value

Small-value portfolios invest in small U.S. companies with valuations and growth rates below other small-cap peers. Stocks in the bottom 10% of the capitalization of the U.S. equity market are defined as small cap. Value is defined based on low valuations (low price ratios and high dividend yields) and slow growth (low growth rates for earnings, sales, book value, and cash flow).

Equity Style Box

Morningstar Ratingm1

Overall

Out of 439 funds

3 Star Rating
3 Year

Out of 439 funds

3 Star Rating
5 Year

Out of 412 funds

3 Star Rating

m1. For each fund with at least a three-year history, Morningstar calculates a Morningstar RatingTM based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a fund's monthly performance(not including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. Exchange traded funds and open-ended mutual funds are considered a single population for comparative purposes. The top 10% of funds in each category receive five stars, then next 22.5% receive four stars, the middle 35% receive three stars, the next 22.5% receive two stars, and the bottom 10% receive one star. The Overall Morningstar RatingTM for a fund is derived from a weighted average of the performance figures associated with its three-, five- and 10-year (if applicable) Morningstar RatingTM metrics. The rating formula most heavily weights the three year rating, using the following calculation: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. Past performance does not guarantee future results.

Key Statistics

Turnover Ratio (%) (annualized) 14
Betab1 (3y) (Russell 2000 Value TR USD) 0.99
R-squaredb53 (%) (3y) (Russell 2000 Value TR USD) 95.27
Sharpe Ratiob54 (3y) 0.35
# of Stock Holdings 108
# of Bond Holdings 0

Morningstar Volatility Analysis

Best 2-month Period Oct. 20 - Dec. 20 32.20
Worst 2-month Period Jan. 20 - Mar. 20 -36.38
Investment
Volatility
Category

In the past, this investment has shown a wide range of price fluctuations relative to other investments. This investment may experience significant price increases in favorable markets or undergo large price declines in adverse markets. Some of this risk may be offset by owning other investments that follow different investment strategies.