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CRIHX vs. JAKVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRIHX vs. JAKVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRM Long/Short Opportunities Fund (CRIHX) and John Hancock Disciplined Value Global Long/Short Fund Class R6 (JAKVX). The values are adjusted to include any dividend payments, if applicable.

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CRIHX vs. JAKVX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CRIHX achieves a -0.39% return, which is significantly lower than JAKVX's 5.90% return.


CRIHX

1D
0.80%
1M
-5.67%
YTD
-0.39%
6M
1.77%
1Y
8.13%
3Y*
6.45%
5Y*
3.89%
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)

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CRIHX vs. JAKVX - Expense Ratio Comparison

CRIHX has a 1.60% expense ratio, which is higher than JAKVX's 1.54% expense ratio.


Return for Risk

CRIHX vs. JAKVX — Risk / Return Rank

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

CRIHX
CRIHX Risk / Return Rank: 2222
Overall Rank
CRIHX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CRIHX Sortino Ratio Rank: 2323
Sortino Ratio Rank
CRIHX Omega Ratio Rank: 1818
Omega Ratio Rank
CRIHX Calmar Ratio Rank: 2626
Calmar Ratio Rank
CRIHX Martin Ratio Rank: 2222
Martin Ratio Rank

JAKVX
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.

CRIHX vs. JAKVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CRM Long/Short Opportunities Fund (CRIHX) 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.


CRIHXJAKVXDifference

Sharpe ratio

Return per unit of total volatility

0.66

Sortino ratio

Return per unit of downside risk

1.03

Omega ratio

Gain probability vs. loss probability

1.13

Calmar ratio

Return relative to maximum drawdown

0.91

Martin ratio

Return relative to average drawdown

2.81

CRIHX vs. JAKVX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRIHXJAKVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

3.68

-3.22

Correlation

The correlation between CRIHX and JAKVX is 0.47, 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

CRIHX vs. JAKVX - Dividend Comparison

CRIHX has not paid dividends to shareholders, while JAKVX's dividend yield for the trailing twelve months is around 8.00%.


TTM202520242023202220212020201920182017
CRIHX
CRM Long/Short Opportunities Fund
0.00%0.00%8.11%2.32%1.55%0.75%8.83%0.03%1.75%0.24%
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

CRIHX vs. JAKVX - Drawdown Comparison

The maximum CRIHX drawdown since its inception was -21.33%, which is greater than JAKVX's maximum drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for CRIHX and JAKVX.


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Drawdown Indicators


CRIHXJAKVXDifference

Max Drawdown

Largest peak-to-trough decline

-21.33%

-5.16%

-16.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.87%

Current Drawdown

Current decline from peak

-7.53%

-3.40%

-4.13%

Average Drawdown

Average peak-to-trough decline

-4.15%

-0.81%

-3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

Volatility

CRIHX vs. JAKVX - Volatility Comparison


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Volatility by Period


CRIHXJAKVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

13.01%

7.24%

+5.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.10%

7.24%

+3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.01%

7.24%

+3.77%