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JAAAX vs. JCCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAAAX vs. JCCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Alternative Asset Allocation Fund (JAAAX) and John Hancock Small Cap Core Fund (JCCIX). The values are adjusted to include any dividend payments, if applicable.

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JAAAX vs. JCCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAAAX
John Hancock Funds Alternative Asset Allocation Fund
2.10%6.18%6.59%5.85%-3.12%4.77%4.36%8.95%-4.09%6.10%
JCCIX
John Hancock Small Cap Core Fund
-2.42%-1.90%10.62%16.52%-19.09%24.10%25.99%26.79%-18.28%16.04%

Returns By Period

In the year-to-date period, JAAAX achieves a 2.10% return, which is significantly higher than JCCIX's -2.42% return. Over the past 10 years, JAAAX has underperformed JCCIX with an annualized return of 4.00%, while JCCIX has yielded a comparatively higher 8.83% annualized return.


JAAAX

1D
-0.06%
1M
-2.02%
YTD
2.10%
6M
3.22%
1Y
7.80%
3Y*
6.27%
5Y*
4.12%
10Y*
4.00%

JCCIX

1D
-1.01%
1M
-9.12%
YTD
-2.42%
6M
-0.08%
1Y
6.25%
3Y*
5.11%
5Y*
0.91%
10Y*
8.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAAAX vs. JCCIX - Expense Ratio Comparison

JAAAX has a 0.72% expense ratio, which is lower than JCCIX's 0.98% expense ratio.


Return for Risk

JAAAX vs. JCCIX — Risk / Return Rank

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

JAAAX
JAAAX Risk / Return Rank: 8383
Overall Rank
JAAAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
JAAAX Sortino Ratio Rank: 8686
Sortino Ratio Rank
JAAAX Omega Ratio Rank: 8888
Omega Ratio Rank
JAAAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
JAAAX Martin Ratio Rank: 8383
Martin Ratio Rank

JCCIX
JCCIX Risk / Return Rank: 1111
Overall Rank
JCCIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
JCCIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
JCCIX Omega Ratio Rank: 1111
Omega Ratio Rank
JCCIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
JCCIX Martin Ratio Rank: 1212
Martin Ratio Rank
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.

JAAAX vs. JCCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Alternative Asset Allocation Fund (JAAAX) and John Hancock Small Cap Core Fund (JCCIX). 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.


JAAAXJCCIXDifference

Sharpe ratio

Return per unit of total volatility

1.68

0.25

+1.42

Sortino ratio

Return per unit of downside risk

2.25

0.53

+1.72

Omega ratio

Gain probability vs. loss probability

1.37

1.07

+0.30

Calmar ratio

Return relative to maximum drawdown

1.67

0.26

+1.42

Martin ratio

Return relative to average drawdown

8.43

0.93

+7.50

JAAAX vs. JCCIX - Sharpe Ratio Comparison

The current JAAAX Sharpe Ratio is 1.68, which is higher than the JCCIX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of JAAAX and JCCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JAAAXJCCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

0.25

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.04

+0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.41

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.35

+0.48

Correlation

The correlation between JAAAX and JCCIX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JAAAX vs. JCCIX - Dividend Comparison

JAAAX's dividend yield for the trailing twelve months is around 1.50%, less than JCCIX's 4.64% yield.


TTM20252024202320222021202020192018201720162015
JAAAX
John Hancock Funds Alternative Asset Allocation Fund
1.50%1.53%1.17%1.71%3.02%1.72%0.74%3.38%1.99%1.23%0.77%2.78%
JCCIX
John Hancock Small Cap Core Fund
4.64%4.53%0.96%0.83%0.99%12.20%1.43%0.00%5.55%11.90%0.73%1.07%

Drawdowns

JAAAX vs. JCCIX - Drawdown Comparison

The maximum JAAAX drawdown since its inception was -15.72%, smaller than the maximum JCCIX drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for JAAAX and JCCIX.


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Drawdown Indicators


JAAAXJCCIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.72%

-38.69%

+22.97%

Max Drawdown (1Y)

Largest decline over 1 year

-4.43%

-15.22%

+10.79%

Max Drawdown (5Y)

Largest decline over 5 years

-6.28%

-27.47%

+21.19%

Max Drawdown (10Y)

Largest decline over 10 years

-12.64%

-38.69%

+26.05%

Current Drawdown

Current decline from peak

-2.02%

-11.11%

+9.09%

Average Drawdown

Average peak-to-trough decline

-2.06%

-7.69%

+5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

4.20%

-3.32%

Volatility

JAAAX vs. JCCIX - Volatility Comparison

The current volatility for John Hancock Funds Alternative Asset Allocation Fund (JAAAX) is 1.04%, while John Hancock Small Cap Core Fund (JCCIX) has a volatility of 6.10%. This indicates that JAAAX experiences smaller price fluctuations and is considered to be less risky than JCCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAAAXJCCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

6.10%

-5.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

13.44%

-10.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

23.76%

-19.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

21.59%

-17.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.37%

21.42%

-17.05%