ABRSX vs. JAKVX
ABRSX (ABR 50/50 Volatility Fund) and JAKVX (John Hancock Disciplined Value Global Long/Short Fund Class R6) are both Long-Short funds. Over the past year, ABRSX returned 28.87% vs 20.32% for JAKVX. At a 0.41 correlation, their price movements are largely independent. ABRSX charges 2.00%/yr vs 1.54%/yr for JAKVX.
Performance
ABRSX vs. JAKVX - 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 JAKVX's 9.88% return.
ABRSX
- 1D
- -0.33%
- 1M
- 4.25%
- YTD
- 4.01%
- 6M
- 3.59%
- 1Y
- 28.87%
- 3Y*
- 10.95%
- 5Y*
- 5.87%
- 10Y*
- —
JAKVX
- 1D
- 0.23%
- 1M
- -2.10%
- YTD
- 9.88%
- 6M
- 10.16%
- 1Y
- 20.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ABRSX vs. JAKVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ABRSX ABR 50/50 Volatility Fund | 4.01% | 40.11% |
JAKVX John Hancock Disciplined Value Global Long/Short Fund Class R6 | 9.88% | 17.29% |
Correlation
The correlation between ABRSX and JAKVX 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 | 0.41 |
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Return for Risk
ABRSX vs. JAKVX — Risk / Return Rank
ABRSX
JAKVX
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.
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 | JAKVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.51 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 3.96 | -2.35 |
| Martin ratioReturn relative to average drawdown | 6.36 | 13.15 | -6.79 |
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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.
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Drawdown Indicators
| ABRSX | JAKVX | 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% | -3.65% | +3.21% |
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. JAKVX - 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 R6 (JAKVX) at 2.82%. This indicates that ABRSX's price experiences larger fluctuations and is considered to be riskier than JAKVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABRSX | JAKVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 2.82% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 18.23% | 6.32% | +11.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.93% | 7.79% | +14.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.41% | 7.55% | +19.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.15% | 7.55% | +28.60% |
ABRSX vs. JAKVX - Expense Ratio Comparison
ABRSX has a 2.00% expense ratio, which is higher than JAKVX's 1.54% expense ratio.
Dividends
ABRSX vs. JAKVX - Dividend Comparison
ABRSX's dividend yield for the trailing twelve months is around 0.61%, less than JAKVX's 7.71% 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% |
JAKVX John Hancock Disciplined Value Global Long/Short Fund Class R6 | 7.71% | 8.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ABRSX and JAKVX 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 JAKVX (2.82%). In terms of maximum drawdown, ABRSX dropped -49.78% vs JAKVX's -5.16%.
JAKVX currently has the higher Sharpe Ratio (2.63 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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