John Hancock Retirement Plan Services

Vanguard Value Index Fund (Institutional Shares)

AS OF 2022-06-30
INVESTMENT STRATEGY:

The investment seeks to track the performance of the CRSP US Large Cap Value Index that measures the investment return of large-capitalization value stocks. The fund employs an indexing investment approach designed to track the performance of the CRSP US Large Cap Value Index, a broadly diversified index predominantly made up of value stocks of large 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 Categoryc23:
Large Value

PORTFOLIO DETAILS

Ticker VIVIX
Inception Date 1998-07-02
Gross Expense Ratiof1 (%) 0.04
Net Expense Ratiof1 (%) 0.04
Fund Total Net Assets ($M) 15,766.63
Management Company Vanguard Group Inc
Portfolio Managers Walter Nejman
Gerard C. O’Reilly
Management Company Contact 888-809-8102
Blackout Holding Period (Days) 30
Blackout Minimum Amount ($) 0.00

TOP TEN HOLDINGS AS OF 2022-05-31

% of Assets

Berkshire Hathaway Inc Class B 3.12
Johnson & Johnson 2.66
UnitedHealth Group Inc 2.64
Exxon Mobil Corp 2.29
JPMorgan Chase & Co 2.20
Procter & Gamble Co 2.00
Chevron Corp 1.92
Pfizer Inc 1.68
Eli Lilly and Co 1.51
AbbVie Inc 1.47

Average Annual Total Returns %

As of 2022-06-30
Vanguard Value Index Fund
YTD -9.38
1 Year -1.87
3 Year 8.68
5 Year 9.23
10 Year 11.78
Since Inception
Russell 1000 Value Indexi20
YTD -12.86
1 Year -6.82
3 Year 6.87
5 Year 7.17
10 Year 10.50
Since Inception --
Large Valueb25
YTD -11.33
1 Year -4.84
3 Year 7.95
5 Year 7.84
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 Value Index Fund -9.38 -1.87 8.68 9.23 11.78 --
Russell 1000 Value Indexi20 -12.86 -6.82 6.87 7.17 10.50 --
Large Valueb25 -11.33 -4.84 7.95 7.84 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: Large Value

Large-value portfolios invest primarily in big U.S. companies that are less expensive or growing more slowly than other large-cap stocks. Stocks in the top 70% of the capitalization of the U.S. equity market are defined as large 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 1145 funds

5 Star Rating
3 Year

Out of 1145 funds

4 Star Rating
5 Year

Out of 1077 funds

4 Star Rating
10 Year

Out of 779 funds

5 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) 9
Betab1 (3y) (CRSP US Large Cap Value TR USD) 1.00
R-squaredb53 (%) (3y) (CRSP US Large Cap Value TR USD) 100.00
Sharpe Ratiob54 (3y) 0.51
# of Stock Holdings 349
# of Bond Holdings 0

Morningstar Volatility Analysis

Best 2-month Period Mar. 09 - May. 09 28.30
Worst 2-month Period Sep. 08 - Nov. 08 -27.16
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.