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ABRSX vs. JAKRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABRSX vs. JAKRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABR 50/50 Volatility Fund (ABRSX) and John Hancock Disciplined Value Global Long/Short Fund Class A (JAKRX). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABRSX vs. JAKRX - Yearly Performance Comparison


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABRSX
ABRSX Risk / Return Rank: 2727
Overall Rank
ABRSX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ABRSX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ABRSX Omega Ratio Rank: 3333
Omega Ratio Rank
ABRSX Calmar Ratio Rank: 2323
Calmar Ratio Rank
ABRSX Martin Ratio Rank: 2929
Martin Ratio Rank

JAKRX
JAKRX Risk / Return Rank: 8282
Overall Rank
JAKRX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
JAKRX Sortino Ratio Rank: 8383
Sortino Ratio Rank
JAKRX Omega Ratio Rank: 8282
Omega Ratio Rank
JAKRX Calmar Ratio Rank: 8585
Calmar Ratio Rank
JAKRX Martin Ratio Rank: 7272
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.

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.


ABRSXJAKRXDifference
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

ABRSX vs. JAKRX - Sharpe Ratio Comparison

The current ABRSX Sharpe Ratio is 1.40, which is lower than the JAKRX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of ABRSX and JAKRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


ABRSXJAKRXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.44%

-3.66%

+3.22%

Average Drawdown

Average peak-to-trough decline

-15.86%

-0.85%

-15.01%

Ulcer Index

Depth 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


ABRSXJAKRXDifference

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.


PositionTTM202520242023202220212020201920182017
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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