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JAKRX vs. JHNBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAKRX vs. JHNBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value Global Long/Short Fund Class A (JAKRX) and John Hancock Bond Fund (JHNBX). The values are adjusted to include any dividend payments, if applicable.

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JAKRX vs. JHNBX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JAKRX achieves a 6.65% return, which is significantly higher than JHNBX's -0.50% return.


JAKRX

1D
0.82%
1M
-0.17%
YTD
6.65%
6M
8.18%
1Y
3Y*
5Y*
10Y*

JHNBX

1D
0.15%
1M
-1.74%
YTD
-0.50%
6M
0.09%
1Y
3.85%
3Y*
3.89%
5Y*
0.06%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAKRX vs. JHNBX - Expense Ratio Comparison

JAKRX has a 1.91% expense ratio, which is higher than JHNBX's 0.76% expense ratio.


Return for Risk

JAKRX vs. JHNBX — Risk / Return Rank

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

JAKRX

JHNBX
JHNBX Risk / Return Rank: 2828
Overall Rank
JHNBX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JHNBX Sortino Ratio Rank: 2727
Sortino Ratio Rank
JHNBX Omega Ratio Rank: 2121
Omega Ratio Rank
JHNBX Calmar Ratio Rank: 3535
Calmar Ratio Rank
JHNBX Martin Ratio Rank: 2727
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.

JAKRX vs. JHNBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value Global Long/Short Fund Class A (JAKRX) and John Hancock Bond Fund (JHNBX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JAKRX vs. JHNBX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JAKRXJHNBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

3.75

0.75

+3.00

Correlation

The correlation between JAKRX and JHNBX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JAKRX vs. JHNBX - Dividend Comparison

JAKRX's dividend yield for the trailing twelve months is around 7.60%, more than JHNBX's 3.95% yield.


TTM20252024202320222021202020192018201720162015
JAKRX
John Hancock Disciplined Value Global Long/Short Fund Class A
7.60%8.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JHNBX
John Hancock Bond Fund
3.95%4.25%4.14%3.80%2.93%3.30%5.50%3.75%3.51%3.23%3.19%3.48%

Drawdowns

JAKRX vs. JHNBX - Drawdown Comparison

The maximum JAKRX drawdown since its inception was -5.16%, smaller than the maximum JHNBX drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for JAKRX and JHNBX.


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Drawdown Indicators


JAKRXJHNBXDifference

Max Drawdown

Largest peak-to-trough decline

-5.16%

-24.74%

+19.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

Max Drawdown (10Y)

Largest decline over 10 years

-20.13%

Current Drawdown

Current decline from peak

-2.67%

-3.03%

+0.36%

Average Drawdown

Average peak-to-trough decline

-0.82%

-4.15%

+3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

Volatility

JAKRX vs. JHNBX - Volatility Comparison


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Volatility by Period


JAKRXJHNBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

7.24%

4.45%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.24%

5.84%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

4.89%

+2.35%