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JAAAX vs. SCHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAAAX vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Alternative Asset Allocation Fund (JAAAX) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

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JAAAX vs. SCHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAAAX
John Hancock Funds Alternative Asset Allocation Fund
2.52%6.18%6.59%5.85%-3.12%4.77%4.36%8.95%-4.09%6.10%
SCHX
Schwab U.S. Large-Cap ETF
-3.70%17.46%24.88%26.84%-19.41%26.81%20.81%31.22%-4.66%21.95%

Returns By Period

In the year-to-date period, JAAAX achieves a 2.52% return, which is significantly higher than SCHX's -3.70% return. Over the past 10 years, JAAAX has underperformed SCHX with an annualized return of 4.05%, while SCHX has yielded a comparatively higher 14.02% annualized return.


JAAAX

1D
0.41%
1M
-1.56%
YTD
2.52%
6M
3.59%
1Y
8.05%
3Y*
6.41%
5Y*
4.12%
10Y*
4.05%

SCHX

1D
0.78%
1M
-4.31%
YTD
-3.70%
6M
-1.70%
1Y
17.91%
3Y*
18.55%
5Y*
11.30%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAAAX vs. SCHX - Expense Ratio Comparison

JAAAX has a 0.72% expense ratio, which is higher than SCHX's 0.03% expense ratio.


Return for Risk

JAAAX vs. SCHX — Risk / Return Rank

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

JAAAX
JAAAX Risk / Return Rank: 8585
Overall Rank
JAAAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JAAAX Sortino Ratio Rank: 8686
Sortino Ratio Rank
JAAAX Omega Ratio Rank: 8888
Omega Ratio Rank
JAAAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
JAAAX Martin Ratio Rank: 8787
Martin Ratio Rank

SCHX
SCHX Risk / Return Rank: 5858
Overall Rank
SCHX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCHX Omega Ratio Rank: 5959
Omega Ratio Rank
SCHX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCHX Martin Ratio Rank: 6767
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. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Alternative Asset Allocation Fund (JAAAX) and Schwab U.S. Large-Cap ETF (SCHX). 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.


JAAAXSCHXDifference

Sharpe ratio

Return per unit of total volatility

1.75

0.98

+0.77

Sortino ratio

Return per unit of downside risk

2.35

1.50

+0.86

Omega ratio

Gain probability vs. loss probability

1.39

1.23

+0.17

Calmar ratio

Return relative to maximum drawdown

1.88

1.51

+0.37

Martin ratio

Return relative to average drawdown

9.41

7.02

+2.39

JAAAX vs. SCHX - Sharpe Ratio Comparison

The current JAAAX Sharpe Ratio is 1.75, which is higher than the SCHX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of JAAAX and SCHX, 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


JAAAXSCHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.98

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.66

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.78

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.80

+0.04

Correlation

The correlation between JAAAX and SCHX is 0.82, 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. SCHX - Dividend Comparison

JAAAX's dividend yield for the trailing twelve months is around 1.49%, more than SCHX's 1.16% yield.


TTM20252024202320222021202020192018201720162015
JAAAX
John Hancock Funds Alternative Asset Allocation Fund
1.49%1.53%1.17%1.71%3.02%1.72%0.74%3.38%1.99%1.23%0.77%2.78%
SCHX
Schwab U.S. Large-Cap ETF
1.16%1.09%1.22%1.39%1.64%1.22%1.64%1.82%2.02%1.70%1.92%2.04%

Drawdowns

JAAAX vs. SCHX - Drawdown Comparison

The maximum JAAAX drawdown since its inception was -15.72%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for JAAAX and SCHX.


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Drawdown Indicators


JAAAXSCHXDifference

Max Drawdown

Largest peak-to-trough decline

-15.72%

-34.33%

+18.61%

Max Drawdown (1Y)

Largest decline over 1 year

-4.43%

-12.19%

+7.76%

Max Drawdown (5Y)

Largest decline over 5 years

-6.28%

-25.41%

+19.13%

Max Drawdown (10Y)

Largest decline over 10 years

-12.64%

-34.33%

+21.69%

Current Drawdown

Current decline from peak

-1.61%

-5.67%

+4.06%

Average Drawdown

Average peak-to-trough decline

-2.06%

-4.00%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.62%

-1.74%

Volatility

JAAAX vs. SCHX - Volatility Comparison

The current volatility for John Hancock Funds Alternative Asset Allocation Fund (JAAAX) is 1.16%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.36%. This indicates that JAAAX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAAAXSCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

5.36%

-4.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

9.67%

-6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

18.33%

-13.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.22%

17.13%

-12.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.38%

18.13%

-13.75%