ADOIX vs. JAKRX
ADOIX (ACM Dynamic Opportunity Fund) and JAKRX (John Hancock Disciplined Value Global Long/Short Fund Class A) are both Long-Short funds. Over the past year, ADOIX returned 25.60% vs 19.58% for JAKRX. At a 0.42 correlation, their price movements are largely independent. ADOIX charges 1.72%/yr vs 1.91%/yr for JAKRX.
Performance
ADOIX vs. JAKRX - Performance Comparison
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Returns By Period
In the year-to-date period, ADOIX achieves a 14.35% return, which is significantly higher than JAKRX's 9.45% return.
ADOIX
- 1D
- 1.65%
- 1M
- 3.61%
- YTD
- 14.35%
- 6M
- 13.54%
- 1Y
- 25.60%
- 3Y*
- 26.86%
- 5Y*
- 11.75%
- 10Y*
- 10.08%
JAKRX
- 1D
- -1.07%
- 1M
- -2.33%
- YTD
- 9.45%
- 6M
- 10.27%
- 1Y
- 19.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ADOIX vs. JAKRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ADOIX ACM Dynamic Opportunity Fund | 14.35% | 19.84% |
JAKRX John Hancock Disciplined Value Global Long/Short Fund Class A | 9.45% | 17.04% |
Correlation
The correlation between ADOIX and JAKRX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | 0.42 |
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Return for Risk
ADOIX vs. JAKRX — Risk / Return Rank
ADOIX
JAKRX
ADOIX vs. JAKRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ACM Dynamic Opportunity Fund (ADOIX) 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.
| ADOIX | JAKRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.48 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 3.74 | -0.99 |
| Martin ratioReturn relative to average drawdown | 7.42 | 12.58 | -5.16 |
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Drawdowns
ADOIX vs. JAKRX - Drawdown Comparison
The maximum ADOIX drawdown since its inception was -21.99%, which is greater than JAKRX's maximum drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for ADOIX and JAKRX.
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Drawdown Indicators
| ADOIX | JAKRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.99% | -5.16% | -16.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -5.16% | -3.99% |
Max Drawdown (3Y)Largest decline over 3 years | -14.75% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.61% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -21.99% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.88% | +3.88% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -0.84% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 1.53% | +1.85% |
Volatility
ADOIX vs. JAKRX - Volatility Comparison
ACM Dynamic Opportunity Fund (ADOIX) has a higher volatility of 5.94% compared to John Hancock Disciplined Value Global Long/Short Fund Class A (JAKRX) at 2.75%. This indicates that ADOIX'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
| ADOIX | JAKRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 2.75% | +3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.22% | 6.29% | +4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.89% | 7.72% | +6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 7.53% | +9.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.99% | 7.53% | +6.46% |
ADOIX vs. JAKRX - Expense Ratio Comparison
ADOIX has a 1.72% expense ratio, which is lower than JAKRX's 1.91% expense ratio.
Dividends
ADOIX vs. JAKRX - Dividend Comparison
ADOIX's dividend yield for the trailing twelve months is around 2.50%, less than JAKRX's 7.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ADOIX ACM Dynamic Opportunity Fund | 2.50% | 2.86% | 44.03% | 1.32% | 6.56% | 2.40% | 4.34% | 0.35% | 1.00% |
JAKRX John Hancock Disciplined Value Global Long/Short Fund Class A | 7.40% | 8.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ADOIX and JAKRX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADOIX has higher volatility (5.94%) compared to JAKRX (2.75%). In terms of maximum drawdown, ADOIX dropped -21.99% vs JAKRX's -5.16%.
JAKRX currently has the higher Sharpe Ratio (2.50 vs 1.81), 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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