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Inception Date
Jul 20, 2021
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

JABVX Performance Chart

John Hancock Global Environmental Opportunities Fund (JABVX) is up 11.3% since the beginning of the year. JABVX is currently trading at $11 per share. Investors who bought $1,000 worth of JABVX shares 5 years ago would now be looking at an investment worth $1,207.


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Benchmark

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Returns By Period

John Hancock Global Environmental Opportunities Fund (JABVX) has returned 11.33% so far this year and 11.03% over the past 12 months.


John Hancock Global Environmental Opportunities Fund

1D
3.35%
1M
-3.31%
6M
5.46%
YTD
11.33%
1Y
11.03%
3Y*
8.20%
5Y*
3.84%
10Y*
ALL TIME*
4.35%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JABVX Monthly Returns History

Based on dividend-adjusted daily data since Jul 21, 2021, JABVX's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +12.5%, while the worst month was Jan 2022 at -12.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JABVX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Apr 4, 2025 at -4.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.56%4.29%-8.70%11.07%1.75%4.35%-6.08%11.33%
20252.86%-3.68%-3.51%3.74%5.67%2.93%0.28%-0.19%1.70%1.40%-3.40%-0.93%6.57%
2024-1.29%6.33%2.84%-4.23%3.55%0.19%0.93%2.38%1.43%-4.50%2.40%-5.88%3.45%
20237.92%-2.85%3.72%-2.07%1.33%5.48%1.56%-3.89%-5.64%-3.61%11.35%6.01%19.30%
2022-12.80%-3.10%1.07%-8.24%0.81%-9.02%12.42%-6.47%-9.90%5.30%12.45%-5.37%-23.71%
20212.60%4.58%-6.24%6.16%-0.47%4.33%10.90%

Benchmark Metrics

John Hancock Global Environmental Opportunities Fund has an annualized alpha of -5.96%, beta of 1.00, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since July 21, 2021.

  • This fund participated in 116.52% of S&P 500 Index downside but only 88.27% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -5.96% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.00 and R2 of 0.77, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-5.96%
Beta
1.00
0.77
Upside Capture
88.27%
Downside Capture
116.52%

Expense Ratio

JABVX has a high expense ratio of 0.96%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JABVX ranks 12 for risk / return — above 12% of mutual funds peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.


JABVX Risk / Return Rank: 1212
Overall Rank
JABVX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JABVX Sortino Ratio Rank: 1010
Sortino Ratio Rank
JABVX Omega Ratio Rank: 1010
Omega Ratio Rank
JABVX Calmar Ratio Rank: 1313
Calmar Ratio Rank
JABVX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for John Hancock Global Environmental Opportunities Fund (JABVX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JABVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.09

1.25

-0.17

Calmar ratioReturn relative to maximum drawdown

0.72

2.00

-1.28

Martin ratioReturn relative to average drawdown

2.13

8.49

-6.36

Dividends

Dividend History

John Hancock Global Environmental Opportunities Fund provided a 6.52% dividend yield over the last twelve months, with an annual payout of $0.71 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.802022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.71$0.71$0.65$0.01$0.00

Dividend yield

6.52%7.26%6.63%0.12%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Global Environmental Opportunities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2022$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Global Environmental Opportunities Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the John Hancock Global Environmental Opportunities Fund was 33.96%, occurring on Oct 14, 2022. Recovery took 436 trading sessions.

The current John Hancock Global Environmental Opportunities Fund drawdown is 6.41%.


Drawdown

Fall

Recovery

Underwater

Related event

-33.96%Oct 2022
10mo 29d1y 9mo
2y 7moNov 2021 - Jul 2024
Bear market2022
-20.08%Apr 2025
5mo 25d3mo 2d
8mo 27dOct 2024 - Jul 2025
2025 selloff2025
-11.47%Mar 2026
1mo 16d25d
2mo 11dFeb 2026 - Apr 2026
-9.44%Jul 2026
1mo 6d
1mo 11dJun 2026 - now
-9.21%Nov 2025
23d2mo 7d
3moOct 2025 - Jan 2026

Drawdown Indicators


JABVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.96%

-56.78%

+22.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-9.10%

-2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-20.08%

-18.90%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-33.96%

-25.43%

-8.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-6.41%

-1.58%

-4.83%

Average Drawdown

Average peak-to-trough decline

-10.23%

-10.70%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

2.14%

+1.77%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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