JABVX vs. MFWIX
Compare and contrast key facts about John Hancock Global Environmental Opportunities Fund (JABVX) and MFS Global Total Return Fund Class I (MFWIX).
JABVX is managed by John Hancock. It was launched on Jul 20, 2021. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
JABVX vs. MFWIX - Performance Comparison
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JABVX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JABVX John Hancock Global Environmental Opportunities Fund | -2.27% | 6.57% | 3.45% | 19.30% | -23.71% | 10.90% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 2.27% |
Returns By Period
In the year-to-date period, JABVX achieves a -2.27% return, which is significantly lower than MFWIX's -0.47% return.
JABVX
- 1D
- -0.42%
- 1M
- -11.23%
- YTD
- -2.27%
- 6M
- -5.16%
- 1Y
- 8.94%
- 3Y*
- 5.73%
- 5Y*
- —
- 10Y*
- —
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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JABVX vs. MFWIX - Expense Ratio Comparison
JABVX has a 0.96% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
JABVX vs. MFWIX — Risk / Return Rank
JABVX
MFWIX
JABVX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Global Environmental Opportunities Fund (JABVX) and MFS Global Total Return Fund Class I (MFWIX). 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.
| JABVX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 1.29 | -0.80 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.77 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.25 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.59 | -0.97 |
Martin ratioReturn relative to average drawdown | 1.94 | 6.26 | -4.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JABVX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.29 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.71 | -0.61 |
Correlation
The correlation between JABVX and MFWIX is 0.80, 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
JABVX vs. MFWIX - Dividend Comparison
JABVX's dividend yield for the trailing twelve months is around 7.43%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JABVX John Hancock Global Environmental Opportunities Fund | 7.43% | 7.26% | 6.63% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
JABVX vs. MFWIX - Drawdown Comparison
The maximum JABVX drawdown since its inception was -33.96%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for JABVX and MFWIX.
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Drawdown Indicators
| JABVX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.96% | -33.01% | -0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -6.85% | -4.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -11.47% | -6.50% | -4.97% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -3.83% | -6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 1.74% | +1.93% |
Volatility
JABVX vs. MFWIX - Volatility Comparison
John Hancock Global Environmental Opportunities Fund (JABVX) has a higher volatility of 6.26% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that JABVX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JABVX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 3.04% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.17% | 5.25% | +6.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 8.85% | +9.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.16% | 9.09% | +10.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.16% | 9.60% | +9.56% |