ABRSX vs. JAKRX
ABRSX (ABR 50/50 Volatility Fund) and JAKRX (John Hancock Disciplined Value Global Long/Short Fund Class A) are both Long-Short funds. Over the past year, ABRSX returned 28.87% vs 19.93% for JAKRX. At a 0.40 correlation, their price movements are largely independent. ABRSX charges 2.00%/yr vs 1.91%/yr for JAKRX.
Performance
ABRSX vs. JAKRX - Performance Comparison
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Returns By Period
In the year-to-date period, ABRSX achieves a 4.01% return, which is significantly lower than JAKRX's 9.70% return.
ABRSX
- 1D
- -0.33%
- 1M
- 4.25%
- YTD
- 4.01%
- 6M
- 3.59%
- 1Y
- 28.87%
- 3Y*
- 10.95%
- 5Y*
- 5.87%
- 10Y*
- —
JAKRX
- 1D
- 0.23%
- 1M
- -2.11%
- YTD
- 9.70%
- 6M
- 9.90%
- 1Y
- 19.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ABRSX vs. JAKRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ABRSX ABR 50/50 Volatility Fund | 4.01% | 40.11% |
JAKRX John Hancock Disciplined Value Global Long/Short Fund Class A | 9.70% | 17.04% |
Correlation
The correlation between ABRSX and JAKRX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | 0.40 |
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Return for Risk
ABRSX vs. JAKRX — Risk / Return Rank
ABRSX
JAKRX
ABRSX vs. JAKRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR 50/50 Volatility Fund (ABRSX) and John Hancock Disciplined Value Global Long/Short Fund Class A (JAKRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ABRSX | JAKRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.50 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 3.86 | -2.26 |
| Martin ratioReturn relative to average drawdown | 6.36 | 12.85 | -6.50 |
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Drawdowns
ABRSX vs. JAKRX - Drawdown Comparison
The maximum ABRSX drawdown since its inception was -49.78%, which is greater than JAKRX's maximum drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for ABRSX and JAKRX.
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Drawdown Indicators
| ABRSX | JAKRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.78% | -5.16% | -44.62% |
Max Drawdown (1Y)Largest decline over 1 year | -19.12% | -5.16% | -13.96% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -44.57% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -3.66% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -15.86% | -0.85% | -15.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.82% | 1.55% | +3.27% |
Volatility
ABRSX vs. JAKRX - Volatility Comparison
ABR 50/50 Volatility Fund (ABRSX) has a higher volatility of 5.81% compared to John Hancock Disciplined Value Global Long/Short Fund Class A (JAKRX) at 2.76%. This indicates that ABRSX's price experiences larger fluctuations and is considered to be riskier than JAKRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABRSX | JAKRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 2.76% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 18.23% | 6.28% | +11.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.93% | 7.73% | +14.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.41% | 7.51% | +19.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.15% | 7.51% | +28.64% |
ABRSX vs. JAKRX - Expense Ratio Comparison
ABRSX has a 2.00% expense ratio, which is higher than JAKRX's 1.91% expense ratio.
Dividends
ABRSX vs. JAKRX - Dividend Comparison
ABRSX's dividend yield for the trailing twelve months is around 0.61%, less than JAKRX's 7.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ABRSX ABR 50/50 Volatility Fund | 0.61% | 0.63% | 1.04% | 0.00% | 0.00% | 47.19% | 0.00% | 10.50% | 12.88% | 0.99% |
JAKRX John Hancock Disciplined Value Global Long/Short Fund Class A | 7.39% | 8.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ABRSX and JAKRX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABRSX has higher volatility (5.81%) compared to JAKRX (2.76%). In terms of maximum drawdown, ABRSX dropped -49.78% vs JAKRX's -5.16%.
JAKRX currently has the higher Sharpe Ratio (2.59 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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