ABRSX vs. JAKVX

Last updated Apr 2, 2026

Compare and contrast key facts about ABR 50/50 Volatility Fund (ABRSX) and John Hancock Disciplined Value Global Long/Short Fund Class R6 (JAKVX).

ABRSX is managed by ABR. It was launched on Oct 1, 2017. JAKVX is an actively managed fund by John Hancock. It was launched on Apr 11, 2014.

Performance

ABRSX vs. JAKVX - 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 R6 (JAKVX). The values are adjusted to include any dividend payments, if applicable.

ABRSX vs. JAKVX - Yearly Performance Comparison

	2026 (YTD)	2025
ABRSX ABR 50/50 Volatility Fund	-14.32%	39.89%
JAKVX John Hancock Disciplined Value Global Long/Short Fund Class R6	5.90%	17.29%

Returns By Period

In the year-to-date period, ABRSX achieves a -14.32% return, which is significantly lower than JAKVX's 5.90% return.

ABRSX

• 1D: 3.89%
• 1M: -12.82%
• YTD: -14.32%
• 6M: -9.86%
• 1Y: -3.75%
• 3Y*: 9.45%
• 5Y*: 4.26%
• 10Y*: —

JAKVX

• 1D: 1.43%
• 1M: -3.13%
• YTD: 5.90%
• 6M: 7.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ABRSX vs. JAKVX - Expense Ratio Comparison

ABRSX has a 2.00% expense ratio, which is higher than JAKVX's 1.54% expense ratio.

ABRSX

ABR 50/50 Volatility Fund

JAKVX

John Hancock Disciplined Value Global Long/Short Fund Class R6

Return for Risk

ABRSX vs. JAKVX — Risk / Return Rank

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

ABRSX

ABRSX Risk / Return Rank: 4
ABRSX Sharpe Ratio Rank: 3
ABRSX Sortino Ratio Rank: 4
ABRSX Omega Ratio Rank: 4
ABRSX Calmar Ratio Rank: 4
ABRSX Martin Ratio Rank: 4

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. JAKVX - 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 R6 (JAKVX). 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.

	ABRSX	JAKVX	Difference
Sharpe ratio Return per unit of total volatility	-0.12	—	—
Sortino ratio Return per unit of downside risk	0.02	—	—
Omega ratio Gain probability vs. loss probability	1.00	—	—
Calmar ratio Return relative to maximum drawdown	-0.14	—	—
Martin ratio Return relative to average drawdown	-0.36	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ABRSX	JAKVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.12	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	3.68	-3.56

Correlation

The correlation between ABRSX and JAKVX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ABRSX vs. JAKVX - Dividend Comparison

ABRSX's dividend yield for the trailing twelve months is around 0.74%, less than JAKVX's 8.00% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABRSX ABR 50/50 Volatility Fund	0.74%	0.63%	1.04%	0.00%	0.00%	47.19%	0.00%	10.50%	12.88%	0.99%
JAKVX John Hancock Disciplined Value Global Long/Short Fund Class R6	8.00%	8.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ABRSX vs. JAKVX - Drawdown Comparison

The maximum ABRSX drawdown since its inception was -49.78%, which is greater than JAKVX's maximum drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for ABRSX and JAKVX.

Drawdown Indicators

	ABRSX	JAKVX	Difference
Max Drawdown Largest peak-to-trough decline	-49.78%	-5.16%	-44.62%
Max Drawdown (1Y) Largest decline over 1 year	-21.19%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.57%	—	—
Current Drawdown Current decline from peak	-15.86%	-3.40%	-12.46%
Average Drawdown Average peak-to-trough decline	-16.16%	-0.81%	-15.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.45%	—	—

Volatility

Volatility by Period

	ABRSX	JAKVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	28.16%	7.24%	+20.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.78%	7.24%	+20.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.49%	7.24%	+29.25%