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John Hancock Emerging Markets Equity Fund (JEMMX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock Emerging Markets Equity 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 Emerging Markets Equity Fund (JEMMX) has returned -3.41% so far this year and 18.22% over the past 12 months. Over the last ten years, JEMMX has returned 5.50% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


John Hancock Emerging Markets Equity Fund

1D
-1.46%
1M
-12.93%
YTD
-3.41%
6M
-1.92%
1Y
18.22%
3Y*
6.83%
5Y*
-3.31%
10Y*
5.50%

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 Jan 4, 2016, JEMMX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.

Historically, 58% of months were positive and 42% 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%-12.93%-3.41%
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 -2.48%, beta of 0.78, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

  • This fund participated in 94.55% of S&P 500 Index downside but only 71.39% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.48% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-2.48%
Beta
0.78
0.54
Upside Capture
71.39%
Downside Capture
94.55%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JEMMX ranks 40 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JEMMX Risk / Return Rank: 4040
Overall Rank
JEMMX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
JEMMX Sortino Ratio Rank: 3939
Sortino Ratio Rank
JEMMX Omega Ratio Rank: 4040
Omega Ratio Rank
JEMMX Calmar Ratio Rank: 3939
Calmar Ratio Rank
JEMMX Martin Ratio Rank: 4141
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 a chosen benchmark (S&P 500 Index).


JEMMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.90

+0.01

Sortino ratio

Return per unit of downside risk

1.27

1.39

-0.11

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.05

1.40

-0.35

Martin ratio

Return relative to average drawdown

4.35

6.61

-2.26

Explore JEMMX 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 Emerging Markets Equity Fund provided a 2.10% 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

2.10%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
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. The portfolio has not yet recovered.

The current John Hancock Emerging Markets Equity Fund drawdown is 25.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.23%Feb 18, 2021425Oct 24, 2022
-34.08%Jan 29, 2018541Mar 23, 202074Jul 8, 2020615
-11.41%Sep 7, 201676Dec 22, 201656Mar 16, 2017132
-11.03%Jan 5, 201612Jan 21, 201630Mar 4, 201642
-7.88%Apr 20, 201622May 19, 201635Jul 11, 201657

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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