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JAKRX vs. SYFFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JAKRX vs. SYFFX - 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 Pioneer Securitized Income Fund (SYFFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JAKRX achieves a 11.50% return, which is significantly higher than SYFFX's 2.22% return.


JAKRX

1D
0.17%
1M
-0.55%
6M
9.99%
YTD
11.50%
1Y
20.68%
3Y*
5Y*
10Y*

SYFFX

1D
0.00%
1M
0.38%
6M
2.11%
YTD
2.22%
1Y
4.79%
3Y*
8.61%
5Y*
5.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JAKRX vs. SYFFX - Yearly Performance Comparison


Correlation

The correlation between JAKRX and SYFFX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2025

0.11

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Return for Risk

JAKRX vs. SYFFX — Risk / Return Rank

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

JAKRX
JAKRX Risk / Return Rank: 9090
Overall Rank
JAKRX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JAKRX Sortino Ratio Rank: 9090
Sortino Ratio Rank
JAKRX Omega Ratio Rank: 8888
Omega Ratio Rank
JAKRX Calmar Ratio Rank: 9393
Calmar Ratio Rank
JAKRX Martin Ratio Rank: 8585
Martin Ratio Rank

SYFFX
SYFFX Risk / Return Rank: 7777
Overall Rank
SYFFX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SYFFX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SYFFX Omega Ratio Rank: 9090
Omega Ratio Rank
SYFFX Calmar Ratio Rank: 8282
Calmar Ratio Rank
SYFFX Martin Ratio Rank: 5050
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. SYFFX - 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 Pioneer Securitized Income Fund (SYFFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JAKRXSYFFXDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.51

1.55

-0.04

Calmar ratioReturn relative to maximum drawdown

4.04

3.03

+1.01

Martin ratioReturn relative to average drawdown

12.15

8.15

+4.00

JAKRX vs. SYFFX - Sharpe Ratio Comparison

The current JAKRX Sharpe Ratio is 2.65, which is higher than the SYFFX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of JAKRX and SYFFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JAKRX vs. SYFFX - Drawdown Comparison

The maximum JAKRX drawdown since its inception was -5.16%, smaller than the maximum SYFFX drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for JAKRX and SYFFX.


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Drawdown Indicators


JAKRXSYFFXDifference

Max Drawdown

Largest peak-to-trough decline

-5.16%

-38.78%

+33.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-1.55%

-3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-6.11%

Current Drawdown

Current decline from peak

-2.07%

-0.11%

-1.96%

Average Drawdown

Average peak-to-trough decline

-0.94%

-3.85%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

0.58%

+1.13%

Volatility

JAKRX vs. SYFFX - Volatility Comparison

John Hancock Disciplined Value Global Long/Short Fund Class A (JAKRX) has a higher volatility of 2.57% compared to Pioneer Securitized Income Fund (SYFFX) at 0.56%. This indicates that JAKRX's price experiences larger fluctuations and is considered to be riskier than SYFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAKRXSYFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

0.56%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.42%

1.63%

+4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

7.87%

2.46%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.54%

3.04%

+4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

8.72%

-1.18%

JAKRX vs. SYFFX - Expense Ratio Comparison

JAKRX has a 1.91% expense ratio, which is higher than SYFFX's 0.65% expense ratio.


Dividends

JAKRX vs. SYFFX - Dividend Comparison

JAKRX's dividend yield for the trailing twelve months is around 7.27%, more than SYFFX's 6.40% yield.


PositionTTM20252024202320222021
JAKRX
John Hancock Disciplined Value Global Long/Short Fund Class A
7.27%8.10%0.00%0.00%0.00%0.00%
SYFFX
Pioneer Securitized Income Fund
6.40%6.62%6.94%8.07%5.96%2.48%

Frequently Asked Questions


JAKRX and SYFFX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JAKRX has higher volatility (2.57%) compared to SYFFX (0.56%). In terms of maximum drawdown, JAKRX dropped -5.16% vs SYFFX's -38.78%.

JAKRX currently has the higher Sharpe Ratio (2.65 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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