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JHancock Diversified Macro Fund (JDJIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US47803N5133

CUSIP

47803N513

Inception Date

Jul 28, 2019

Min. Investment

$250,000

Asset Class

Multi-Asset

Expense Ratio

JDJIX has a high expense ratio of 1.39%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

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JHancock Diversified Macro Fund

Popular comparisons:
JDJIX vs. SWTSX
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Performance

Performance Chart


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S&P 500

Returns By Period

JHancock Diversified Macro Fund (JDJIX) returned -5.64% year-to-date (YTD) and -13.47% over the past 12 months.


JDJIX

YTD

-5.64%

1M

1.19%

6M

-3.63%

1Y

-13.47%

3Y*

-1.39%

5Y*

2.72%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of JDJIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.32%0.86%-1.39%-8.15%0.95%-5.64%
20243.28%5.47%4.87%0.10%-3.16%0.92%-3.13%-6.05%1.45%-3.07%1.13%1.44%2.59%
20233.13%2.82%-4.85%0.78%0.66%0.87%1.62%1.38%3.36%-1.83%-1.66%-3.18%2.77%
20222.03%1.88%6.30%5.72%0.29%0.77%-0.96%1.16%0.00%2.29%-2.61%-4.73%12.26%
2021-1.17%0.97%-1.07%2.49%0.32%0.63%-0.84%-0.95%-0.53%0.43%-3.19%0.82%-2.19%
2020-2.35%-4.60%-2.19%1.35%1.11%-0.66%3.52%1.06%-2.53%0.97%0.32%2.04%-2.24%
20190.10%3.40%-0.48%-0.68%1.27%-1.94%1.59%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JDJIX is 0, meaning it’s performing worse than 100% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JDJIX is 00
Overall Rank
The Sharpe Ratio Rank of JDJIX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of JDJIX is 00
Sortino Ratio Rank
The Omega Ratio Rank of JDJIX is 00
Omega Ratio Rank
The Calmar Ratio Rank of JDJIX is 00
Calmar Ratio Rank
The Martin Ratio Rank of JDJIX is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JHancock Diversified Macro Fund (JDJIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JHancock Diversified Macro Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: -1.35
  • 5-Year: 0.30
  • All Time: 0.15

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of JHancock Diversified Macro Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

JHancock Diversified Macro Fund provided a 0.46% dividend yield over the last twelve months, with an annual payout of $0.04 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.20$0.40$0.60$0.80$1.00201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.04$0.04$0.35$1.01$0.31$0.20$0.37

Dividend yield

0.46%0.43%3.99%11.26%3.45%2.11%3.79%

Monthly Dividends

The table displays the monthly dividend distributions for JHancock Diversified Macro Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.01$1.01
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2019$0.37$0.37

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 JHancock Diversified Macro 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 JHancock Diversified Macro Fund was 18.70%, occurring on Apr 21, 2025. The portfolio has not yet recovered.

The current JHancock Diversified Macro Fund drawdown is 16.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.7%Apr 16, 2024254Apr 21, 2025
-14.89%Nov 29, 201971Mar 12, 2020497Mar 2, 2022568
-9.32%Jun 15, 2022190Mar 17, 2023124Sep 14, 2023314
-7.7%Sep 28, 202368Jan 4, 202433Feb 22, 2024101
-4.02%Sep 5, 201920Oct 2, 201938Nov 25, 201958
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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