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John Hancock Funds Emerging Markets Debt Fund (JMK...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

John Hancock Funds Emerging Markets Debt Fund (JMKIX)

Mutual Fund · Currency in USD · Last updated May 30, 2025

The investment seeks total return with an emphasis on current income as well as capital appreciation. The fund normally invests at least 80% of its net assets in fixed-income securities and debt instruments of emerging-market issuers. The manager uses proprietary research to identify specific countries, corporate sectors, and issuers that are attractively priced. The manager's investment decisions are not constrained by market capitalization, company fundamentals, security valuation or seasoning, or similar characteristics.

Fund Info

ISIN

US47804B8072

CUSIP

47804B807

Issuer

John Hancock

Inception Date

Dec 30, 2009

Category

Emerging Markets Bonds

Min. Investment

$250,000

Asset Class

Bond

Expense Ratio

JMKIX has an expense ratio of 0.87%, placing it in the medium range.

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

John Hancock Funds Emerging Markets Debt Fund

Popular comparisons:
JMKIX vs. EMB
Popular comparisons:
JMKIX vs. EMB

Performance

Performance Chart

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S&P 500

Returns By Period

John Hancock Funds Emerging Markets Debt Fund (JMKIX) returned 1.68% year-to-date (YTD) and 9.03% over the past 12 months. Over the past 10 years, JMKIX returned 3.50% annually, underperforming the S&P 500 benchmark at 10.85%.

JMKIX

YTD

1.68%

1M

0.39%

6M

1.16%

1Y

9.03%

3Y*

5.84%

5Y*

3.15%

10Y*

3.50%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.83%1.38%-1.12%-0.38%-0.00%1.68%
2024-0.82%0.73%1.96%-2.37%2.03%0.78%1.86%2.49%2.33%-1.22%1.01%-1.13%7.78%
20233.81%-2.76%0.64%-0.06%-0.47%2.59%2.70%-1.92%-2.66%-2.02%6.48%5.46%11.83%
2022-3.04%-4.45%0.56%-5.13%-0.30%-6.89%2.19%-0.46%-6.69%0.55%7.79%0.92%-14.82%
2021-1.23%-1.61%-1.61%1.99%1.11%0.99%0.34%1.21%-2.19%-0.49%-2.58%1.99%-2.19%
20201.36%-1.07%-16.36%2.73%6.60%3.52%3.32%1.14%-2.67%-0.19%5.76%2.92%5.06%
20194.55%0.59%0.97%0.09%0.32%4.34%1.46%-2.39%0.82%0.95%-0.13%2.67%14.98%
20180.29%-1.98%0.11%-1.38%-2.25%-1.36%2.55%-2.54%1.87%-1.91%-0.50%1.31%-5.80%
20171.79%2.60%1.00%1.82%0.84%-0.01%1.56%1.84%0.25%0.08%0.57%0.35%13.42%
2016-0.82%1.52%5.68%3.38%-0.82%3.79%1.87%2.67%0.01%-0.92%-4.30%2.20%14.78%
20150.17%1.48%-0.44%2.22%-0.52%-2.42%-0.41%-2.62%-3.39%4.38%-0.23%-2.50%-4.47%
2014-0.83%3.79%1.58%1.88%3.37%0.37%0.11%0.58%-3.20%1.29%-0.81%-3.22%4.75%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, JMKIX is among the top 14% of 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 JMKIX is 8686
Overall Rank
The Sharpe Ratio Rank of JMKIX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of JMKIX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of JMKIX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of JMKIX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of JMKIX is 8787
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 John Hancock Funds Emerging Markets Debt Fund (JMKIX) 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.

John Hancock Funds Emerging Markets Debt Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.69
  • 5-Year: 0.51
  • 10-Year: 0.52
  • All Time: 0.67

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 John Hancock Funds Emerging Markets Debt 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

John Hancock Funds Emerging Markets Debt Fund provided a 6.32% dividend yield over the last twelve months, with an annual payout of $0.49 per share. The fund has been increasing its distributions for 3 consecutive years.

4.50%5.00%5.50%6.00%6.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.49$0.48$0.43$0.43$0.39$0.42$0.46$0.49$0.52$0.61$0.48$0.52

Dividend yield

6.32%6.14%5.63%5.88%4.33%4.39%4.76%5.55%5.32%6.63%5.61%5.50%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds Emerging Markets Debt Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.04$0.04$0.04$0.04$0.00$0.16
2024$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.48
2023$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.43
2022$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.04$0.43
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.04$0.39
2020$0.04$0.04$0.04$0.04$0.04$0.03$0.04$0.03$0.03$0.03$0.03$0.03$0.42
2019$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.46
2018$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.07$0.49
2017$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.08$0.52
2016$0.04$0.04$0.04$0.04$0.05$0.04$0.05$0.04$0.04$0.04$0.04$0.15$0.61
2015$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.48
2014$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.08$0.52

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 Emerging Markets Debt 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 Emerging Markets Debt Fund was 26.63%, occurring on Oct 21, 2022. Recovery took 486 trading sessions.

The current John Hancock Funds Emerging Markets Debt Fund drawdown is 1.63%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.63%Sep 16, 2021278Oct 21, 2022486Sep 30, 2024764
-23.15%Feb 24, 202021Mar 23, 2020178Dec 3, 2020199
-13.31%Jul 25, 2014375Jan 20, 2016108Jun 23, 2016483
-12.73%May 3, 201387Sep 5, 2013184May 30, 2014271
-12.38%Aug 3, 201144Oct 4, 201198Feb 24, 2012142
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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