JABVX vs. VOO
Compare and contrast key facts about John Hancock Global Environmental Opportunities Fund (JABVX) and Vanguard S&P 500 ETF (VOO).
JABVX is managed by John Hancock. It was launched on Jul 20, 2021. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
JABVX vs. VOO - Performance Comparison
Loading graphics...
JABVX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JABVX John Hancock Global Environmental Opportunities Fund | 0.51% | 6.57% | 3.45% | 19.30% | -23.71% | 10.90% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 10.03% |
Returns By Period
In the year-to-date period, JABVX achieves a 0.51% return, which is significantly higher than VOO's -3.66% return.
JABVX
- 1D
- 2.85%
- 1M
- -7.92%
- YTD
- 0.51%
- 6M
- -3.09%
- 1Y
- 11.56%
- 3Y*
- 6.73%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JABVX vs. VOO - Expense Ratio Comparison
JABVX has a 0.96% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
JABVX vs. VOO — Risk / Return Rank
JABVX
VOO
JABVX vs. VOO - Risk-Adjusted Trends 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.
| JABVX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.01 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.53 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.55 | -0.50 |
Martin ratioReturn relative to average drawdown | 3.25 | 7.31 | -4.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JABVX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.01 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.83 | -0.71 |
Correlation
The correlation between JABVX and VOO is 0.87, 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. VOO - Dividend Comparison
JABVX's dividend yield for the trailing twelve months is around 7.22%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JABVX John Hancock Global Environmental Opportunities Fund | 7.22% | 7.26% | 6.63% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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.
Loading graphics...
Drawdown Indicators
| JABVX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.96% | -33.99% | +0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -11.98% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -8.96% | -5.55% | -3.41% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -3.72% | -7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 2.55% | +1.16% |
Volatility
JABVX vs. VOO - Volatility Comparison
John Hancock Global Environmental Opportunities Fund (JABVX) has a higher volatility of 7.10% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that JABVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JABVX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 5.34% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 9.47% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.55% | 18.11% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.19% | 16.82% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 17.99% | +1.20% |