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ISIN
US47804A8172
Inception Date
Apr 30, 2007
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

JEVNX Performance Chart

John Hancock Funds II Emerging Markets Fund (JEVNX) is up 18.6% since the beginning of the year. JEVNX is currently trading at $12 per share. Investors who bought $1,000 worth of JEVNX shares 5 years ago would now be looking at an investment worth $1,368.


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S&P 500 Index

Returns By Period

John Hancock Funds II Emerging Markets Fund (JEVNX) has returned 18.58% so far this year and 42.88% over the past 12 months. Over the last ten years, JEVNX has returned 8.61% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


John Hancock Funds II Emerging Markets Fund

1D
1.26%
1M
2.03%
YTD
18.58%
6M
19.52%
1Y
42.88%
3Y*
15.84%
5Y*
6.46%
10Y*
8.61%

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)

JEVNX Monthly Returns History

Based on dividend-adjusted daily data since May 2, 2007, JEVNX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was May 2009 with a return of +24.0%, while the worst month was Oct 2008 at -30.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JEVNX closed higher 51% of trading days. The best single day was Dec 20, 2024 with a return of +26.2%, while the worst single day was Dec 23, 2024 at -20.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.95%7.22%-8.67%7.47%2.32%1.09%18.58%
20255.17%-0.00%0.34%0.00%3.01%4.54%2.90%4.02%5.80%2.01%-0.63%1.82%32.80%
2024-3.84%4.18%1.34%0.88%-0.61%-0.18%-3.60%-1.82%7.80%-3.70%-2.24%-1.76%-4.13%
20237.77%-5.02%2.50%-0.00%-1.41%3.99%5.30%-5.03%-1.74%-3.72%7.54%3.79%13.59%
2022-0.40%-2.17%-1.48%-5.60%0.80%-7.11%0.09%-0.47%-10.63%-1.06%13.95%-2.01%-16.55%
20211.29%2.94%0.62%2.15%1.95%0.88%-4.89%2.00%-3.69%0.39%-3.35%3.61%3.53%

Benchmark Metrics

John Hancock Funds II Emerging Markets Fund has an annualized alpha of -1.34%, beta of 0.84, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since May 02, 2007.

  • This fund participated in 101.29% of S&P 500 Index downside but only 85.20% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.34%
Beta
0.84
0.56
Upside Capture
85.20%
Downside Capture
101.29%

Expense Ratio

JEVNX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JEVNX ranks 79 for risk / return — better than 79% 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.


JEVNX Risk / Return Rank: 7979
Overall Rank
JEVNX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
JEVNX Sortino Ratio Rank: 7373
Sortino Ratio Rank
JEVNX Omega Ratio Rank: 8080
Omega Ratio Rank
JEVNX Calmar Ratio Rank: 8383
Calmar Ratio Rank
JEVNX Martin Ratio Rank: 7575
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 Funds II Emerging Markets Fund (JEVNX) 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.


JEVNXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.49

1.37

+0.12

Calmar ratioReturn relative to maximum drawdown

3.67

2.78

+0.89

Martin ratioReturn relative to average drawdown

13.24

12.44

+0.80

Dividends

Dividend History

John Hancock Funds II Emerging Markets Fund provided a 9.21% dividend yield over the last twelve months, with an annual payout of $1.11 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.11$1.11$2.26$0.34$0.24$0.38$0.17$0.26$0.18$0.16$0.18$0.17

Dividend yield

9.21%10.92%26.55%3.06%2.33%3.07%1.40%2.35%1.78%1.34%1.95%2.08%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds II Emerging Markets 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$1.11$1.11
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.26$2.26
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38

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 Funds II Emerging Markets 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 Funds II Emerging Markets Fund was 66.06%, occurring on Nov 20, 2008. Recovery took 459 trading sessions.

The current John Hancock Funds II Emerging Markets Fund drawdown is 1.07%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-66.06%Nov 2008
1y 20d1y 10mo
2y 10moNov 2007 - Sep 2010
COVID crash2020
-42.39%Mar 2020
2y 1mo9mo 17d
2y 11moJan 2018 - Jan 2021
2016 bear market2016
-37.66%Jan 2016
4y 8mo1y 7mo
6y 4moApr 2011 - Sep 2017
Bear market2022
-30.59%Oct 2022
1y 4mo2y 1mo
3y 6moJun 2021 - Dec 2024
2025 selloff2025
-26.72%Apr 2025
3mo 16d5mo 17d
9mo 3dDec 2024 - Sep 2025

Drawdown Indicators


JEVNXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-66.06%

-56.78%

-9.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-9.10%

-2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-26.72%

-18.90%

-7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-30.13%

-25.43%

-4.70%

Max Drawdown (10Y)

Largest decline over 10 years

-42.39%

-33.92%

-8.47%

Current Drawdown

Current decline from peak

-1.07%

-1.80%

+0.73%

Average Drawdown

Average peak-to-trough decline

-15.51%

-10.71%

-4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.03%

+1.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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