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JABVX vs. MVGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JABVX vs. MVGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Global Environmental Opportunities Fund (JABVX) and MFS Low Volatility Global Equity Fund (MVGIX). The values are adjusted to include any dividend payments, if applicable.

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JABVX vs. MVGIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JABVX
John Hancock Global Environmental Opportunities Fund
-2.27%6.57%3.45%19.30%-23.71%10.90%
MVGIX
MFS Low Volatility Global Equity Fund
-1.45%16.30%12.64%13.71%-8.21%5.42%

Returns By Period

In the year-to-date period, JABVX achieves a -2.27% return, which is significantly lower than MVGIX's -1.45% return.


JABVX

1D
-0.42%
1M
-11.23%
YTD
-2.27%
6M
-5.16%
1Y
8.94%
3Y*
5.73%
5Y*
10Y*

MVGIX

1D
0.24%
1M
-8.44%
YTD
-1.45%
6M
0.36%
1Y
10.67%
3Y*
12.18%
5Y*
8.97%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JABVX vs. MVGIX - Expense Ratio Comparison

JABVX has a 0.96% expense ratio, which is higher than MVGIX's 0.74% expense ratio.


Return for Risk

JABVX vs. MVGIX — Risk / Return Rank

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

JABVX
JABVX Risk / Return Rank: 1818
Overall Rank
JABVX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JABVX Sortino Ratio Rank: 1818
Sortino Ratio Rank
JABVX Omega Ratio Rank: 1616
Omega Ratio Rank
JABVX Calmar Ratio Rank: 2020
Calmar Ratio Rank
JABVX Martin Ratio Rank: 1818
Martin Ratio Rank

MVGIX
MVGIX Risk / Return Rank: 5454
Overall Rank
MVGIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MVGIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
MVGIX Omega Ratio Rank: 5555
Omega Ratio Rank
MVGIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MVGIX Martin Ratio Rank: 5353
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.

JABVX vs. MVGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Global Environmental Opportunities Fund (JABVX) and MFS Low Volatility Global Equity Fund (MVGIX). 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.


JABVXMVGIXDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.06

-0.57

Sortino ratio

Return per unit of downside risk

0.81

1.48

-0.67

Omega ratio

Gain probability vs. loss probability

1.10

1.22

-0.11

Calmar ratio

Return relative to maximum drawdown

0.62

1.20

-0.58

Martin ratio

Return relative to average drawdown

1.94

5.19

-3.25

JABVX vs. MVGIX - Sharpe Ratio Comparison

The current JABVX Sharpe Ratio is 0.49, which is lower than the MVGIX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of JABVX and MVGIX, 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


JABVXMVGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.06

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.72

-0.62

Correlation

The correlation between JABVX and MVGIX is 0.79, 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. MVGIX - Dividend Comparison

JABVX's dividend yield for the trailing twelve months is around 7.43%, less than MVGIX's 11.10% yield.


TTM20252024202320222021202020192018201720162015
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%
MVGIX
MFS Low Volatility Global Equity Fund
11.10%10.94%7.84%1.88%3.98%9.43%1.55%2.79%4.98%1.95%1.60%1.94%

Drawdowns

JABVX vs. MVGIX - Drawdown Comparison

The maximum JABVX drawdown since its inception was -33.96%, which is greater than MVGIX's maximum drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for JABVX and MVGIX.


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Drawdown Indicators


JABVXMVGIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.96%

-30.19%

-3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-8.65%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-18.01%

Max Drawdown (10Y)

Largest decline over 10 years

-30.19%

Current Drawdown

Current decline from peak

-11.47%

-8.44%

-3.03%

Average Drawdown

Average peak-to-trough decline

-10.76%

-2.89%

-7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

1.99%

+1.68%

Volatility

JABVX vs. MVGIX - Volatility Comparison

John Hancock Global Environmental Opportunities Fund (JABVX) has a higher volatility of 6.26% compared to MFS Low Volatility Global Equity Fund (MVGIX) at 3.22%. This indicates that JABVX's price experiences larger fluctuations and is considered to be riskier than MVGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JABVXMVGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

3.22%

+3.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

5.74%

+6.43%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

10.51%

+7.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

10.51%

+8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.16%

12.38%

+6.78%