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ISIN
US47803P1874
CUSIP
47803P187
Inception Date
Jun 15, 2015
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JEMMX Performance Chart

John Hancock Emerging Markets Equity Fund (JEMMX) is up 30.6% since the beginning of the year. JEMMX is currently trading at $15 per share. Investors who bought $1,000 worth of JEMMX shares 5 years ago would now be looking at an investment worth $1,113.


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S&P 500 Index

Returns By Period

John Hancock Emerging Markets Equity Fund (JEMMX) has returned 30.58% so far this year and 49.23% over the past 12 months. Over the last ten years, JEMMX has returned 8.73% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


John Hancock Emerging Markets Equity Fund

1D
3.19%
1M
6.82%
YTD
30.58%
6M
31.88%
1Y
49.23%
3Y*
17.16%
5Y*
2.17%
10Y*
8.73%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEMMX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, JEMMX's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +16.8%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JEMMX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 16, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.46%4.21%-10.27%15.86%9.41%3.48%30.58%
20250.21%-2.63%0.54%0.75%5.02%5.08%-0.77%2.63%6.46%2.41%-3.05%2.27%20.07%
2024-4.32%4.51%2.44%-2.27%1.22%3.39%-0.42%1.59%4.28%-2.81%-1.13%-0.73%5.42%
20239.57%-7.69%3.60%-2.83%-3.69%5.11%5.08%-6.83%-3.84%-2.93%7.62%3.08%4.49%
2022-5.07%-5.68%-4.57%-9.76%2.55%-6.62%0.44%-1.54%-11.42%-0.63%16.79%-3.19%-27.34%
20214.34%-0.20%-2.41%2.00%0.52%2.35%-7.19%2.81%-4.67%1.40%-6.69%0.80%-7.48%

Benchmark Metrics

John Hancock Emerging Markets Equity Fund has an annualized alpha of -0.81%, beta of 0.79, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund participated in 91.30% of S&P 500 Index downside but only 76.10% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.81%
Beta
0.79
0.54
Upside Capture
76.10%
Downside Capture
91.30%

Expense Ratio

JEMMX has a high expense ratio of 0.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JEMMX ranks 70 for risk / return — better than 70% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


JEMMX Risk / Return Rank: 7070
Overall Rank
JEMMX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JEMMX Sortino Ratio Rank: 5454
Sortino Ratio Rank
JEMMX Omega Ratio Rank: 7171
Omega Ratio Rank
JEMMX Calmar Ratio Rank: 8181
Calmar Ratio Rank
JEMMX Martin Ratio Rank: 7474
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 Emerging Markets Equity Fund (JEMMX) 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.


JEMMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

3.50

2.78

+0.72

Martin ratioReturn relative to average drawdown

13.10

12.44

+0.66

Dividends

Dividend History

John Hancock Emerging Markets Equity Fund provided a 1.56% dividend yield over the last twelve months, with an annual payout of $0.23 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$1.00$1.20$1.402016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.23$0.23$0.04$0.14$0.11$1.38$0.59$0.26$0.74$0.13$0.04

Dividend yield

1.56%2.03%0.42%1.56%1.21%11.32%4.02%2.25%7.89%1.06%0.43%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Emerging Markets Equity 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$0.23$0.23
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$0.14$0.14
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.38$1.38

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 Emerging Markets Equity 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 Emerging Markets Equity Fund was 49.23%, occurring on Oct 24, 2022. Recovery took 903 trading sessions.

The current John Hancock Emerging Markets Equity Fund drawdown is 0.55%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-49.23%Oct 2022
1y 8mo3y 7mo
5y 3moFeb 2021 - Jun 2026
COVID crash2020
-34.08%Mar 2020
2y 1mo3mo 17d
2y 5moJan 2018 - Jul 2020
2016 correction2016
-11.41%Dec 2016
3mo 16d2mo 24d
6mo 10dSep 2016 - Mar 2017
2016 correction2016
-11.03%Jan 2016
16d1mo 13d
1mo 29dJan 2016 - Mar 2016
2026 correction2026
-10.38%Jun 2026
7d
20d 11hJun 2026 - now

Drawdown Indicators


JEMMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-49.23%

-56.78%

+7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-9.10%

-4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

-18.90%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-45.65%

-25.43%

-20.22%

Max Drawdown (10Y)

Largest decline over 10 years

-49.23%

-33.92%

-15.31%

Current Drawdown

Current decline from peak

-0.55%

-1.80%

+1.25%

Average Drawdown

Average peak-to-trough decline

-19.53%

-10.71%

-8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.03%

+1.68%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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