ATESX vs. JAKRX
ATESX (Anchor Risk Managed Equity Strategies Fund) and JAKRX (John Hancock Disciplined Value Global Long/Short Fund Class A) are both Long-Short funds. Over the past year, ATESX returned 14.83% vs 19.93% for JAKRX. At a 0.35 correlation, their price movements are largely independent. ATESX charges 2.10%/yr vs 1.91%/yr for JAKRX.
Performance
ATESX vs. JAKRX - Performance Comparison
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Returns By Period
In the year-to-date period, ATESX achieves a 8.26% return, which is significantly lower than JAKRX's 9.70% return.
ATESX
- 1D
- -0.30%
- 1M
- -0.77%
- YTD
- 8.26%
- 6M
- 7.01%
- 1Y
- 14.83%
- 3Y*
- 7.42%
- 5Y*
- 5.16%
- 10Y*
- —
JAKRX
- 1D
- 0.23%
- 1M
- -2.11%
- YTD
- 9.70%
- 6M
- 9.90%
- 1Y
- 19.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ATESX vs. JAKRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ATESX Anchor Risk Managed Equity Strategies Fund | 8.26% | 10.25% |
JAKRX John Hancock Disciplined Value Global Long/Short Fund Class A | 9.70% | 17.04% |
Correlation
The correlation between ATESX and JAKRX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | 0.35 |
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Return for Risk
ATESX vs. JAKRX — Risk / Return Rank
ATESX
JAKRX
ATESX vs. JAKRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anchor Risk Managed Equity Strategies Fund (ATESX) 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.
| ATESX | JAKRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.50 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 3.86 | -2.18 |
| Martin ratioReturn relative to average drawdown | 3.23 | 12.85 | -9.63 |
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Drawdowns
ATESX vs. JAKRX - Drawdown Comparison
The maximum ATESX drawdown since its inception was -12.87%, which is greater than JAKRX's maximum drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for ATESX and JAKRX.
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Drawdown Indicators
| ATESX | JAKRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.87% | -5.16% | -7.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -5.16% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.87% | — | — |
Current DrawdownCurrent decline from peak | -3.76% | -3.66% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -0.85% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 1.55% | +3.11% |
Volatility
ATESX vs. JAKRX - Volatility Comparison
Anchor Risk Managed Equity Strategies Fund (ATESX) has a higher volatility of 6.02% compared to John Hancock Disciplined Value Global Long/Short Fund Class A (JAKRX) at 2.76%. This indicates that ATESX'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
| ATESX | JAKRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 2.76% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 6.28% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 7.73% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.67% | 7.51% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.09% | 7.51% | +3.58% |
ATESX vs. JAKRX - Expense Ratio Comparison
ATESX has a 2.10% expense ratio, which is higher than JAKRX's 1.91% expense ratio.
Dividends
ATESX vs. JAKRX - Dividend Comparison
ATESX has not paid dividends to shareholders, while JAKRX's dividend yield for the trailing twelve months is around 7.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ATESX Anchor Risk Managed Equity Strategies Fund | 0.00% | 0.00% | 0.00% | 1.30% | 7.45% | 0.00% | 0.00% | 11.78% | 7.70% | 6.02% |
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
ATESX and JAKRX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATESX has higher volatility (6.02%) compared to JAKRX (2.76%). In terms of maximum drawdown, ATESX dropped -12.87% vs JAKRX's -5.16%.
JAKRX currently has the higher Sharpe Ratio (2.59 vs 1.29), 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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