John Hancock Retirement Plan Services

Vanguard Total Bond Market Index Fund (Institutional shares)

AS OF 2022-06-30
INVESTMENT STRATEGY:

The investment seeks to track the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. This index measures the performance of a wide spectrum of public, investment-grade, taxable, fixed income securities in the United States-including government, corporate, and international dollar-denominated bonds, as well as mortgage-backed and asset-backed securities-all with maturities of more than 1 year. All of the fund's investments will be selected through the sampling process, and at least 80% of its assets will be invested in bonds held in the index.

Fund Category:
Bond
Morningstar Categoryc4:
Intermediate-Term Bond

PORTFOLIO DETAILS

Ticker VBTIX
Inception Date 1995-09-18
Gross Expense Ratiof1 (%) 0.04
Net Expense Ratiof1 (%) 0.04
Fund Total Net Assets ($M) 43,747.25
Management Company Vanguard Group Inc
Portfolio Managers Joshua C. Barrickman
Management Company Contact 888-809-8102
Blackout Holding Period (Days) 30
Blackout Minimum Amount ($) 0.00

TOP TEN HOLDINGS AS OF 2022-05-31

% of Assets

United States Treasury Notes 0.62
United States Treasury Notes 0.58
United States Treasury Notes 0.55
United States Treasury Notes 0.49
United States Treasury Notes 0.45
United States Treasury Notes 0.44
United States Treasury Notes 0.42
United States Treasury Notes 0.42
United States Treasury Notes 0.42
United States Treasury Notes 0.41

Average Annual Total Returns %

As of 2022-06-30
Vanguard Total Bond Market Index Fund
YTD -10.41
1 Year -10.39
3 Year -0.92
5 Year 0.86
10 Year 1.50
Since Inception
Bloomberg Barclays US Aggregati30
YTD -10.35
1 Year -10.29
3 Year -0.93
5 Year 0.88
10 Year 1.54
Since Inception --
Intermediate-Term Bondb6
YTD -10.53
1 Year -10.74
3 Year -1.00
5 Year 0.72
10 Year 1.47
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 Bond Market Index Fund -10.41 -10.39 -0.92 0.86 1.50 --
Bloomberg Barclays US Aggregati30 -10.35 -10.29 -0.93 0.88 1.54 --
Intermediate-Term Bondb6 -10.53 -10.74 -1.00 0.72 1.47 --
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 Countriesb2 (%)

Morningstar Category: Intermediate-Term Bond

Intermediate-term core bond portfolios invest primarily in investment-grade U.S. fixed-income issues including government, corporate, and securitized debt, and hold less than 5% in below-investment-grade exposures. Their durations (a measure of interest-rate sensitivity) typically range between 75% and 125% of the three-year average of the effective duration of the Morningstar Core Bond Index.

Fixed Income Style Box

Morningstar Ratingm1

Overall

Out of 396 funds

3 Star Rating
3 Year

Out of 396 funds

3 Star Rating
5 Year

Out of 359 funds

3 Star Rating
10 Year

Out of 264 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) 69
Betab1 (3y) (Bloomberg US Agg Float Adj TR USD) 1.01
R-squaredb53 (%) (3y) (Bloomberg US Agg Float Adj TR USD) 99.67
Sharpe Ratiob54 (3y) -0.30
# of Stock Holdings 0
# of Bond Holdings 17048

Morningstar Volatility Analysis

Best 2-month Period Nov. 08 - Jan. 09 6.38
Worst 2-month Period Feb. 22 - Apr. 22 -7.59
Investment
Volatility
Category

This investment has shown a relatively small range of price fluctuations in the past. Based on this measure, currently more than two thirds of all mutual funds with three-year histories have shown higher levels of risk.