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John Hancock Funds Small Cap Growth Fund (JSJIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US47805T4435
CUSIP
47805T443
Inception Date
Oct 28, 2005
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

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 Small Cap Growth 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 Small Cap Growth Fund (JSJIX) has returned -4.05% so far this year and 10.83% over the past 12 months.


John Hancock Funds Small Cap Growth Fund

1D
-3.10%
1M
-9.61%
YTD
-4.05%
6M
-6.62%
1Y
10.83%
3Y*
9.18%
5Y*
-0.59%
10Y*

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 Apr 26, 2018, JSJIX's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Jan 2022 at -15.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JSJIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.88%0.25%-9.61%-4.05%
20252.64%-7.84%-6.60%0.07%4.82%5.57%1.29%2.36%3.37%3.78%-1.99%-4.32%2.06%
20242.03%11.17%3.39%-5.88%5.72%2.61%5.46%2.01%1.01%-3.18%10.20%-6.02%30.50%
20236.24%-0.73%-1.24%-3.18%-3.74%9.13%4.29%-3.42%-5.70%-8.73%8.05%6.91%6.09%
2022-15.60%-0.06%-2.71%-12.02%-2.49%-7.45%10.96%-4.64%-6.84%9.23%-0.42%-9.74%-36.93%
20213.13%6.62%-0.76%5.57%-3.25%4.82%0.53%2.93%-2.59%6.03%-2.33%1.60%23.89%

Benchmark Metrics

John Hancock Funds Small Cap Growth Fund has an annualized alpha of -5.51%, beta of 1.12, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since April 27, 2018.

  • This fund participated in 117.38% of S&P 500 Index downside but only 96.01% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -5.51% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.12 and R² of 0.74, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-5.51%
Beta
1.12
0.74
Upside Capture
96.01%
Downside Capture
117.38%

Expense Ratio

JSJIX has a high expense ratio of 1.03%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JSJIX ranks 18 for risk / return — in the bottom 18% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JSJIX Risk / Return Rank: 1818
Overall Rank
JSJIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
JSJIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
JSJIX Omega Ratio Rank: 1515
Omega Ratio Rank
JSJIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
JSJIX Martin Ratio Rank: 2121
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 Small Cap Growth Fund (JSJIX) and compare them to a chosen benchmark (S&P 500 Index).


JSJIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.90

-0.44

Sortino ratio

Return per unit of downside risk

0.78

1.39

-0.60

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratio

Return relative to maximum drawdown

0.72

1.40

-0.68

Martin ratio

Return relative to average drawdown

2.33

6.61

-4.28

Explore JSJIX 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 Small Cap Growth Fund provided a 11.60% dividend yield over the last twelve months, with an annual payout of $1.70 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$2.00$4.00$6.00$8.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.70$1.70$1.27$0.00$0.00$7.01$0.84$0.00$0.54

Dividend yield

11.60%11.13%7.62%0.00%0.00%34.08%3.69%0.00%3.76%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds Small Cap Growth 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$1.70$1.70
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.27$1.27
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.01$7.01

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 Small Cap Growth 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 Small Cap Growth Fund was 46.12%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current John Hancock Funds Small Cap Growth Fund drawdown is 20.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.12%Nov 9, 2021495Oct 27, 2023
-34.64%Sep 5, 2018388Mar 20, 202083Jul 20, 2020471
-10.7%Apr 27, 202112May 12, 202131Jun 25, 202143
-9%Sep 3, 202015Sep 24, 202011Oct 9, 202026
-8.93%Feb 10, 202116Mar 4, 202135Apr 23, 202151

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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