PortfoliosLab logoPortfoliosLab logo
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


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

JABVX Performance Chart

John Hancock Global Environmental Opportunities Fund (JABVX) is up 15.1% since the beginning of the year. JABVX is currently trading at $11 per share.


Loading charts...

S&P 500 Index

Returns By Period

John Hancock Global Environmental Opportunities Fund (JABVX) has returned 15.14% so far this year and 16.73% over the past 12 months.


John Hancock Global Environmental Opportunities Fund

1D
1.36%
1M
3.04%
YTD
15.14%
6M
14.39%
1Y
16.73%
3Y*
10.99%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*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 +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.

Historically, 60% of months were positive and 40% 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%1.36%15.14%
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 -5.72%, 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 116.45% of S&P 500 Index downside but only 89.90% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -5.72% 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
-5.72%
Beta
0.99
0.78
Upside Capture
89.90%
Downside Capture
116.45%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JABVX ranks 15 for risk / return — in the bottom 15% 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: 1515
Overall Rank
JABVX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JABVX Sortino Ratio Rank: 1414
Sortino Ratio Rank
JABVX Omega Ratio Rank: 1313
Omega Ratio Rank
JABVX Calmar Ratio Rank: 1717
Calmar Ratio Rank
JABVX Martin Ratio Rank: 1616
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 S&P 500 Index.


JABVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.04

2.39

-1.34

Sortino ratio

Return per unit of downside risk

1.53

3.25

-1.72

Omega ratio

Gain probability vs. loss probability

1.19

1.43

-0.25

Calmar ratio

Return relative to maximum drawdown

1.49

3.11

-1.62

Martin ratio

Return relative to average drawdown

4.55

14.38

-9.83

Dividends

Dividend History

John Hancock Global Environmental Opportunities Fund provided a 6.31% 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

6.31%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
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.


Loading charts...

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.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-33.96%Oct 2022
10mo 29d1y 9mo
2y 7moNov 2021 - Jul 2024
2025 selloff2025
-20.08%Apr 2025
5mo 25d3mo 2d
8mo 27dOct 2024 - Jul 2025
2026 correction2026
-11.47%Mar 2026
1mo 16d25d
2mo 11dFeb 2026 - Apr 2026
2025 pullback2025
-9.21%Nov 2025
23d2mo 7d
3moOct 2025 - Jan 2026
2021 pullback2021
-9.20%Oct 2021
27d1mo 1d
1mo 28dSep 2021 - Nov 2021

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

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.47%

-10.72%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

1.97%

+1.79%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with JABVX

Add John Hancock Global Environmental Opportunities Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with JABVX