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John Hancock Global Environmental Opportunities Fu...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock Global Environmental Opportunities Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

John Hancock Global Environmental Opportunities Fund (JABVX) has returned -2.27% so far this year and 8.94% over the past 12 months.


John Hancock Global Environmental Opportunities Fund

1D
-0.42%
1M
-11.23%
YTD
-2.27%
6M
-5.16%
1Y
8.94%
3Y*
5.73%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 21, 2021, JABVX's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, your investment would double in approximately 19.3 years.

Historically, 58% of months were positive and 42% 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%-11.23%-2.27%
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 -5.58%, beta of 0.99, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since July 22, 2021.

  • This fund participated in 115.73% of S&P 500 Index downside but only 90.29% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -5.58% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 0.99 and R² of 0.78, 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
-5.58%
Beta
0.99
0.78
Upside Capture
90.29%
Downside Capture
115.73%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JABVX ranks 17 for risk / return — in the bottom 17% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JABVX Risk / Return Rank: 1717
Overall Rank
JABVX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JABVX Sortino Ratio Rank: 1717
Sortino Ratio Rank
JABVX Omega Ratio Rank: 1515
Omega Ratio Rank
JABVX Calmar Ratio Rank: 2020
Calmar Ratio Rank
JABVX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

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


JABVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.90

-0.41

Sortino ratio

Return per unit of downside risk

0.81

1.39

-0.57

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratio

Return relative to maximum drawdown

0.62

1.40

-0.78

Martin ratio

Return relative to average drawdown

1.94

6.61

-4.67

Explore JABVX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

John Hancock Global Environmental Opportunities Fund provided a 7.43% 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

7.43%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
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 11.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.96%Nov 19, 2021227Oct 14, 2022436Jul 12, 2024663
-20.08%Oct 15, 2024120Apr 8, 202562Jul 9, 2025182
-11.47%Feb 12, 202632Mar 30, 2026
-9.21%Oct 28, 202518Nov 20, 202543Jan 26, 202661
-9.2%Sep 7, 202120Oct 4, 202123Nov 4, 202143

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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