John Hancock Retirement Plan Services

Vanguard Small-Cap Growth Index Fund (Institutional Shares)

AS OF 2022-06-30
INVESTMENT STRATEGY:

The investment seeks to track the performance of the CRSP US Small Cap Growth Index that measures the investment return of small-capitalization growth stocks. The fund employs an indexing investment approach designed to track the performance of the CRSP US Small Cap Growth Index, a broadly diversified index of growth stocks of small U.S. companies. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Fund Category:
Stock
Morningstar Categoryc32:
Small Growth

PORTFOLIO DETAILS

Ticker VSGIX
Inception Date 2000-05-24
Gross Expense Ratiof1 (%) 0.06
Net Expense Ratiof1 (%) 0.06
Fund Total Net Assets ($M) 2,959.71
Management Company Vanguard Group Inc
Portfolio Managers William A. Coleman
Gerard C. O’Reilly
Management Company Contact 888-809-8102
Blackout Holding Period (Days) 30
Blackout Minimum Amount ($) 0.00

TOP TEN HOLDINGS AS OF 2022-05-31

% of Assets

Entegris Inc 0.80
Bio-Techne Corp 0.78
Coterra Energy Inc Ordinary Shares 0.71
Darling Ingredients Inc 0.69
Equity Lifestyle Properties Inc 0.68
PTC Inc 0.66
Liberty Formula One Group C 0.65
American Homes 4 Rent Class A 0.61
Nordson Corp 0.61
Graco Inc 0.58

Average Annual Total Returns %

As of 2022-06-30
Vanguard Small-Cap Growth Index Fund
YTD -29.94
1 Year -31.76
3 Year 2.35
5 Year 6.82
10 Year 9.83
Since Inception
MSCI US Small Cap Growth Indexi110
YTD -28.63
1 Year -30.28
3 Year 5.19
5 Year 7.46
10 Year 10.79
Since Inception --
Small Growthb34
YTD -29.98
1 Year -30.57
3 Year 4.24
5 Year 7.79
10 Year 10.26
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 Small-Cap Growth Index Fund -29.94 -31.76 2.35 6.82 9.83 --
MSCI US Small Cap Growth Indexi110 -28.63 -30.28 5.19 7.46 10.79 --
Small Growthb34 -29.98 -30.57 4.24 7.79 10.26 --
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 Growth

Small-growth portfolios focus on faster-growing companies whose shares are at the lower end of the market-capitalization range. These portfolios tend to favor companies in up-and-coming industries or young firms in their early growth stages. Because these businesses are fast-growing and often richly valued, their stocks tend to be volatile. Stocks in the bottom 10% of the capitalization of the U.S. equity market are defined as small cap. Growth is defined based on fast growth (high growth rates for earnings, sales, book value, and cash flow) and high valuations (high price ratios and low dividend yields).

Equity Style Box

Morningstar Ratingm1

Overall

Out of 582 funds

3 Star Rating
3 Year

Out of 582 funds

3 Star Rating
5 Year

Out of 531 funds

3 Star Rating
10 Year

Out of 395 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) 29
Betab1 (3y) (CRSP US Small Cap Growth TR USD) 1.00
R-squaredb53 (%) (3y) (CRSP US Small Cap Growth TR USD) 100.00
Sharpe Ratiob54 (3y) 0.19
# of Stock Holdings 736
# of Bond Holdings 0

Morningstar Volatility Analysis

Best 2-month Period Mar. 09 - May. 09 33.20
Worst 2-month Period Sep. 08 - Nov. 08 -40.51
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.