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JAKRX vs. SNOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAKRX vs. SNOIX - 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 Easterly Snow Capital Long/Short Opportunity Fund (SNOIX). The values are adjusted to include any dividend payments, if applicable.

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JAKRX vs. SNOIX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JAKRX achieves a 5.78% return, which is significantly lower than SNOIX's 6.23% return.


JAKRX

1D
1.37%
1M
-3.19%
YTD
5.78%
6M
7.67%
1Y
3Y*
5Y*
10Y*

SNOIX

1D
1.56%
1M
-0.59%
YTD
6.23%
6M
11.42%
1Y
25.40%
3Y*
14.22%
5Y*
9.14%
10Y*
10.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAKRX vs. SNOIX - Expense Ratio Comparison

JAKRX has a 1.91% expense ratio, which is higher than SNOIX's 1.41% expense ratio.


Return for Risk

JAKRX vs. SNOIX — Risk / Return Rank

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

JAKRX

SNOIX
SNOIX Risk / Return Rank: 8282
Overall Rank
SNOIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SNOIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
SNOIX Omega Ratio Rank: 8080
Omega Ratio Rank
SNOIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SNOIX Martin Ratio Rank: 8989
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. SNOIX - 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 Easterly Snow Capital Long/Short Opportunity Fund (SNOIX). 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. SNOIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JAKRXSNOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

3.63

0.32

+3.31

Correlation

The correlation between JAKRX and SNOIX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JAKRX vs. SNOIX - Dividend Comparison

JAKRX's dividend yield for the trailing twelve months is around 7.66%, more than SNOIX's 6.51% yield.


TTM20252024202320222021202020192018201720162015
JAKRX
John Hancock Disciplined Value Global Long/Short Fund Class A
7.66%8.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SNOIX
Easterly Snow Capital Long/Short Opportunity Fund
6.51%6.91%5.10%2.29%7.07%8.98%1.86%1.95%2.06%4.80%0.36%2.79%

Drawdowns

JAKRX vs. SNOIX - Drawdown Comparison

The maximum JAKRX drawdown since its inception was -5.16%, smaller than the maximum SNOIX drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for JAKRX and SNOIX.


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Drawdown Indicators


JAKRXSNOIXDifference

Max Drawdown

Largest peak-to-trough decline

-5.16%

-65.34%

+60.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

Max Drawdown (5Y)

Largest decline over 5 years

-17.66%

Max Drawdown (10Y)

Largest decline over 10 years

-34.43%

Current Drawdown

Current decline from peak

-3.46%

-0.76%

-2.70%

Average Drawdown

Average peak-to-trough decline

-0.81%

-9.86%

+9.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

Volatility

JAKRX vs. SNOIX - Volatility Comparison


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Volatility by Period


JAKRXSNOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

7.21%

16.08%

-8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.21%

15.12%

-7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.21%

16.60%

-9.39%