John Hancock Retirement Plan Services

Vanguard Total International Stock Index Fund (Institutional Shares)

AS OF 2022-06-30
INVESTMENT STRATEGY:

The investment seeks to track the performance of a benchmark index that measures the investment return of stocks issued by companies located in developed and emerging markets, excluding the United States. The manager employs an indexing investment approach designed to track the performance of the FTSE Global All Cap ex US Index, a float-adjusted market-capitalization-weighted index designed to measure equity market performance of companies located in developed and emerging markets, excluding the United States. The fund invests all, or substantially all, of its assets in the common stocks included in its target index.

Fund Category:
Stock
Morningstar Categoryc10:
Foreign Large Blend

PORTFOLIO DETAILS

Ticker VTSNX
Inception Date 2010-11-29
Gross Expense Ratiof1 (%) 0.08
Net Expense Ratiof1 (%) 0.08
Fund Total Net Assets ($M) 38,644.08
Management Company Vanguard Group Inc
Portfolio Managers Christine D. Franquin
Michael Perre
Management Company Contact 800-662-7447
Blackout Holding Period (Days) 30
Blackout Minimum Amount ($) 0.00

TOP TEN HOLDINGS AS OF 2022-05-31

% of Assets

Taiwan Semiconductor Manufacturing Co Lt 1.58
Nestle SA 1.17
Tencent Holdings Ltd 0.95
Samsung Electronics Co Ltd 0.89
Roche Holding AG 0.83
Shell PLC 0.79
ASML Holding NV 0.77
AstraZeneca PLC 0.71
Toyota Motor Corp 0.70
Novartis AG 0.66

Average Annual Total Returns %

As of 2022-06-30
Vanguard Total International Stock Index Fund
YTD -18.15
1 Year -18.92
3 Year 2.03
5 Year 2.74
10 Year 5.19
Since Inception
MSCI ACWI ex USA Investable Mai72
YTD -19.08
1 Year -19.86
3 Year 1.55
5 Year 2.50
10 Year 5.01
Since Inception --
Foreign Large Blendb12
YTD -19.18
1 Year -18.69
3 Year 1.31
5 Year 2.08
10 Year 5.11
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
Vanguard Total International Stock Index Fund -18.15 -18.92 2.03 2.74 5.19 --
MSCI ACWI ex USA Investable Mai72 -19.08 -19.86 1.55 2.50 5.01 --
Foreign Large Blendb12 -19.18 -18.69 1.31 2.08 5.11 --
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: Foreign Large Blend

Foreign large-blend portfolios invest in a variety of big international stocks. Most of these portfolios divide their assets among a dozen or more developed markets, including Japan, Britain, France, and Germany. These portfolios primarily invest in stocks that have market caps in the top 70% of each economically integrated market (such as Europe or Asia ex-Japan). The blend style is assigned to portfolios where neither growth nor value characteristics predominate. These portfolios typically will have less than 20% of assets invested in U.S. stocks.

Equity Style Box

Morningstar Ratingm1

Overall

Out of 699 funds

3 Star Rating
3 Year

Out of 699 funds

4 Star Rating
5 Year

Out of 607 funds

3 Star Rating
10 Year

Out of 414 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) 8
Betab1 (3y) (FTSE Global All Cap ex US (USA) NR USD) 0.99
R-squaredb53 (%) (3y) (FTSE Global All Cap ex US (USA) NR USD) 98.78
Sharpe Ratiob54 (3y) 0.17
# of Stock Holdings 7802
# of Bond Holdings 0

Morningstar Volatility Analysis

Best 2-month Period Nov. 20 - Jan. 21 19.45
Worst 2-month Period Jan. 20 - Mar. 20 -24.30
Investment
Volatility
Category

This investment has shown a relatively moderate range of price fluctuations in the past. For this reason, it currently lands in the middle third of all investments with records of at least three years. However, this investment may experience larger or smaller price declines or price increases depending on market conditions. To offset some of the investment's risk, investors may wish to own investments with different portfolio makeups or investment strategies.