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JABVX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JABVX and VOO is 0.88, 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.


Performance

JABVX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Global Environmental Opportunities Fund (JABVX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JABVX:

0.09

VOO:

0.70

Sortino Ratio

JABVX:

0.09

VOO:

1.05

Omega Ratio

JABVX:

1.01

VOO:

1.15

Calmar Ratio

JABVX:

-0.04

VOO:

0.69

Martin Ratio

JABVX:

-0.12

VOO:

2.62

Ulcer Index

JABVX:

6.74%

VOO:

4.93%

Daily Std Dev

JABVX:

20.44%

VOO:

19.55%

Max Drawdown

JABVX:

-33.96%

VOO:

-33.99%

Current Drawdown

JABVX:

-4.21%

VOO:

-3.45%

Returns By Period

In the year-to-date period, JABVX achieves a 4.91% return, which is significantly higher than VOO's 1.00% return.


JABVX

YTD

4.91%

1M

6.54%

6M

-0.28%

1Y

1.76%

3Y*

7.36%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.00%

1M

6.44%

6M

-0.84%

1Y

13.62%

3Y*

14.14%

5Y*

15.91%

10Y*

12.81%

*Annualized

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Vanguard S&P 500 ETF

JABVX vs. VOO - Expense Ratio Comparison

JABVX has a 0.96% expense ratio, which is higher than VOO's 0.03% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JABVX vs. VOO — Risk-Adjusted Performance Rank

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

JABVX
The Risk-Adjusted Performance Rank of JABVX is 1010
Overall Rank
The Sharpe Ratio Rank of JABVX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of JABVX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of JABVX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of JABVX is 99
Calmar Ratio Rank
The Martin Ratio Rank of JABVX is 99
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JABVX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Global Environmental Opportunities Fund (JABVX) and Vanguard S&P 500 ETF (VOO). 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.


The current JABVX Sharpe Ratio is 0.09, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of JABVX and VOO, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JABVX vs. VOO - Dividend Comparison

JABVX's dividend yield for the trailing twelve months is around 6.32%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
JABVX
John Hancock Global Environmental Opportunities Fund
6.32%6.63%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JABVX vs. VOO - Drawdown Comparison

The maximum JABVX drawdown since its inception was -33.96%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JABVX and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JABVX vs. VOO - Volatility Comparison

The current volatility for John Hancock Global Environmental Opportunities Fund (JABVX) is 4.06%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.83%. This indicates that JABVX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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