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John Hancock Funds Emerging Markets Debt Fund (JMK...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US47804B8072
CUSIP
47804B807
Inception Date
Dec 30, 2009
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Bond

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 Emerging Markets Debt 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 Emerging Markets Debt Fund (JMKIX) has returned -2.07% so far this year and 7.63% over the past 12 months. Over the last ten years, JMKIX has returned 3.80% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


John Hancock Funds Emerging Markets Debt Fund

1D
-0.13%
1M
-4.22%
YTD
-2.07%
6M
1.19%
1Y
7.63%
3Y*
8.13%
5Y*
2.06%
10Y*
3.80%

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 8, 2010, JMKIX's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, your investment would double in approximately 14.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +7.8%, while the worst month was Mar 2020 at -16.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JMKIX closed higher 46% of trading days. The best single day was Dec 23, 2010 with a return of +3.0%, while the worst single day was Mar 18, 2020 at -4.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.84%1.40%-4.22%-2.07%
20251.83%1.37%-1.12%-0.39%0.51%2.31%1.15%1.77%0.86%2.37%0.57%0.36%12.17%
2024-0.82%0.73%1.46%-2.37%2.02%0.26%1.86%1.95%2.32%-1.21%1.02%-1.13%6.13%
20233.81%-2.76%0.64%-0.55%-0.47%2.59%2.70%-2.41%-3.16%-2.02%6.48%5.46%10.15%
2022-3.04%-4.45%0.56%-5.13%-0.31%-7.34%1.67%-0.46%-6.69%0.55%7.79%0.90%-15.69%
2021-1.56%-1.61%-1.60%1.99%1.11%0.99%0.34%1.21%-2.19%-0.49%-2.58%1.99%-2.53%

Benchmark Metrics

John Hancock Funds Emerging Markets Debt Fund has an annualized alpha of 3.21%, beta of 0.11, and R² of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 11, 2010.

  • This fund participated in 50.27% of S&P 500 Index downside but only 38.50% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.11 may look defensive, but with R² of 0.10 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R² of 0.10 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.21%
Beta
0.11
0.10
Upside Capture
38.50%
Downside Capture
50.27%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JMKIX ranks 80 for risk / return — better than 80% 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.


JMKIX Risk / Return Rank: 8080
Overall Rank
JMKIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
JMKIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
JMKIX Omega Ratio Rank: 8181
Omega Ratio Rank
JMKIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
JMKIX Martin Ratio Rank: 7777
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 Emerging Markets Debt Fund (JMKIX) and compare them to a chosen benchmark (S&P 500 Index).


JMKIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.56

0.90

+0.67

Sortino ratio

Return per unit of downside risk

2.16

1.39

+0.78

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

1.80

1.40

+0.40

Martin ratio

Return relative to average drawdown

7.42

6.61

+0.82

Explore JMKIX 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 Emerging Markets Debt Fund provided a 5.35% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The fund has been increasing its distributions for 2 consecutive years.


4.00%4.50%5.00%5.50%6.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.42$0.47$0.36$0.32$0.35$0.36$0.43$0.42$0.49$0.52$0.55$0.48

Dividend yield

5.35%5.76%4.60%4.21%4.86%3.97%4.43%4.35%5.55%5.31%6.05%5.62%

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
2026$0.04$0.03$0.00$0.07
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.47
2024$0.04$0.04$0.00$0.04$0.04$0.00$0.04$0.00$0.04$0.04$0.04$0.04$0.36
2023$0.04$0.03$0.04$0.00$0.04$0.04$0.04$0.00$0.00$0.04$0.04$0.04$0.32
2022$0.04$0.03$0.04$0.04$0.04$0.00$0.00$0.04$0.04$0.04$0.03$0.03$0.35
2021$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.36

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 27.36%, occurring on Oct 21, 2022. Recovery took 692 trading sessions.

The current John Hancock Funds Emerging Markets Debt Fund drawdown is 4.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.36%Sep 8, 2021284Oct 21, 2022692Jul 29, 2025976
-23.15%Feb 24, 202021Mar 23, 2020178Dec 3, 2020199
-13.27%Jul 25, 2014375Jan 20, 2016108Jun 23, 2016483
-12.89%Aug 3, 201144Oct 4, 2011101Feb 29, 2012145
-12.73%May 3, 201387Sep 5, 2013189Jun 6, 2014276

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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