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John Hancock Funds II Emerging Markets Fund (JEVNX...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock Funds II Emerging Markets 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 Funds II Emerging Markets Fund (JEVNX) has returned 4.03% so far this year and 30.93% over the past 12 months. Over the last ten years, JEVNX has returned 7.16% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


John Hancock Funds II Emerging Markets Fund

1D
-0.94%
1M
-10.94%
YTD
4.03%
6M
7.37%
1Y
30.93%
3Y*
12.77%
5Y*
4.38%
10Y*
7.16%

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 May 2, 2007, JEVNX's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 years.

Historically, 54% of months were positive and 46% 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%-10.94%4.03%
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 -1.27%, beta of 0.84, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since May 03, 2007.

  • This fund participated in 101.69% of S&P 500 Index downside but only 86.25% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-1.27%
Beta
0.84
0.56
Upside Capture
86.25%
Downside Capture
101.69%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JEVNX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


JEVNX Risk / Return Rank: 8787
Overall Rank
JEVNX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JEVNX Sortino Ratio Rank: 8686
Sortino Ratio Rank
JEVNX Omega Ratio Rank: 8787
Omega Ratio Rank
JEVNX Calmar Ratio Rank: 8888
Calmar Ratio Rank
JEVNX Martin Ratio Rank: 8787
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 a chosen benchmark (S&P 500 Index).


JEVNXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.85

0.90

+0.95

Sortino ratio

Return per unit of downside risk

2.33

1.39

+0.94

Omega ratio

Gain probability vs. loss probability

1.37

1.21

+0.16

Calmar ratio

Return relative to maximum drawdown

2.39

1.40

+0.99

Martin ratio

Return relative to average drawdown

9.20

6.61

+2.60

Explore JEVNX 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 Funds II Emerging Markets Fund provided a 10.50% 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

10.50%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
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 11.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.06%Nov 1, 2007267Nov 20, 2008459Sep 20, 2010726
-42.39%Jan 29, 2018541Mar 23, 2020198Jan 4, 2021739
-37.66%Apr 28, 20111191Jan 21, 2016408Sep 1, 20171599
-30.59%Jun 7, 2021350Oct 24, 2022543Dec 20, 2024893
-26.72%Dec 23, 202472Apr 8, 2025114Sep 22, 2025186

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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