John Hancock Retirement Plan Services

Vanguard Mid-Cap Index Fund (Institutional Shares)

AS OF 2022-06-30
INVESTMENT STRATEGY:

The investment seeks to track the performance of the CRSP US Mid Cap Index that measures the investment return of mid-capitalization stocks. The fund employs an indexing investment approach designed to track the performance of the CRSP US Mid Cap Index, a broadly diversified index of stocks of mid-size 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 Categoryc25:
Mid-Cap Blend

PORTFOLIO DETAILS

Ticker VMCIX
Inception Date 1998-05-21
Gross Expense Ratiof1 (%) 0.04
Net Expense Ratiof1 (%) 0.04
Fund Total Net Assets ($M) 22,698.79
Management Company Vanguard Group Inc
Portfolio Managers Awais Khan
Donald M. Butler
Management Company Contact 888-809-8102
Blackout Holding Period (Days) 30
Blackout Minimum Amount ($) 0.00

TOP TEN HOLDINGS AS OF 2022-05-31

% of Assets

Occidental Petroleum Corp 0.96
Valero Energy Corp 0.83
Devon Energy Corp 0.78
Synopsys Inc 0.76
Centene Corp 0.74
Corteva Inc 0.71
Amphenol Corp Class A 0.67
Cadence Design Systems Inc 0.67
IQVIA Holdings Inc 0.64
Microchip Technology Inc 0.63

Average Annual Total Returns %

As of 2022-06-30
Vanguard Mid-Cap Index Fund
YTD -22.21
1 Year -15.99
3 Year 7.20
5 Year 8.29
10 Year 11.49
Since Inception
MSCI US Mid Cap 450 Indexi108
YTD -21.37
1 Year -16.51
3 Year 7.86
5 Year 9.21
10 Year 12.19
Since Inception --
Mid-Cap Blendb27
YTD -18.50
1 Year -13.90
3 Year 6.70
5 Year 6.97
10 Year 10.07
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 Mid-Cap Index Fund -22.21 -15.99 7.20 8.29 11.49 --
MSCI US Mid Cap 450 Indexi108 -21.37 -16.51 7.86 9.21 12.19 --
Mid-Cap Blendb27 -18.50 -13.90 6.70 6.97 10.07 --
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: Mid-Cap Blend

The typical mid-cap blend portfolio invests in U.S. stocks of various sizes and styles, giving it a middle-of the-road profile. Most shy away from high-priced growth stocks but aren't so price-conscious that they land in value territory. Stocks in the middle 20% of the capitalization of the U.S. equity market are defined as mid-cap. The blend style is assigned to portfolios where neither growth nor value characteristics predominate.

Equity Style Box

Morningstar Ratingm1

Overall

Out of 367 funds

4 Star Rating
3 Year

Out of 367 funds

3 Star Rating
5 Year

Out of 325 funds

4 Star Rating
10 Year

Out of 217 funds

4 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) 16
Betab1 (3y) (CRSP US Mid Cap TR USD) 1.00
R-squaredb53 (%) (3y) (CRSP US Mid Cap TR USD) 100.00
Sharpe Ratiob54 (3y) 0.41
# of Stock Holdings 374
# of Bond Holdings 0

Morningstar Volatility Analysis

Best 2-month Period Mar. 09 - May. 09 29.49
Worst 2-month Period Sep. 08 - Nov. 08 -38.26
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.