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JAKVX vs. JAKRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JAKVX vs. JAKRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value Global Long/Short Fund Class R6 (JAKVX) and John Hancock Disciplined Value Global Long/Short Fund Class A (JAKRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JAKVX having a 9.88% return and JAKRX slightly lower at 9.70%.


JAKVX

1D
0.23%
1M
-2.10%
YTD
9.88%
6M
10.16%
1Y
20.32%
3Y*
5Y*
10Y*

JAKRX

1D
0.23%
1M
-2.11%
YTD
9.70%
6M
9.90%
1Y
19.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JAKVX vs. JAKRX - Yearly Performance Comparison


Correlation

The correlation between JAKVX and JAKRX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

The correlation between JAKVX and JAKRX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

JAKVX vs. JAKRX — Risk / Return Rank

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

JAKVX
JAKVX Risk / Return Rank: 8383
Overall Rank
JAKVX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JAKVX Sortino Ratio Rank: 8484
Sortino Ratio Rank
JAKVX Omega Ratio Rank: 8383
Omega Ratio Rank
JAKVX Calmar Ratio Rank: 8787
Calmar Ratio Rank
JAKVX Martin Ratio Rank: 7474
Martin Ratio Rank

JAKRX
JAKRX Risk / Return Rank: 8282
Overall Rank
JAKRX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
JAKRX Sortino Ratio Rank: 8383
Sortino Ratio Rank
JAKRX Omega Ratio Rank: 8282
Omega Ratio Rank
JAKRX Calmar Ratio Rank: 8585
Calmar Ratio Rank
JAKRX Martin Ratio Rank: 7272
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.

JAKVX vs. JAKRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value Global Long/Short Fund Class R6 (JAKVX) and John Hancock Disciplined Value Global Long/Short Fund Class A (JAKRX). 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.


JAKVXJAKRXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.51

1.50

+0.01

Calmar ratioReturn relative to maximum drawdown

3.96

3.86

+0.09

Martin ratioReturn relative to average drawdown

13.15

12.85

+0.30

JAKVX vs. JAKRX - Sharpe Ratio Comparison

The current JAKVX Sharpe Ratio is 2.63, which is comparable to the JAKRX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of JAKVX and JAKRX, 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

JAKVX vs. JAKRX - Drawdown Comparison

The maximum JAKVX drawdown since its inception was -5.16%, roughly equal to the maximum JAKRX drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for JAKVX and JAKRX.


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Drawdown Indicators


JAKVXJAKRXDifference

Max Drawdown

Largest peak-to-trough decline

-5.16%

-5.16%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-5.16%

0.00%

Current Drawdown

Current decline from peak

-3.65%

-3.66%

+0.01%

Average Drawdown

Average peak-to-trough decline

-0.85%

-0.85%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.55%

0.00%

Volatility

JAKVX vs. JAKRX - Volatility Comparison

John Hancock Disciplined Value Global Long/Short Fund Class R6 (JAKVX) and John Hancock Disciplined Value Global Long/Short Fund Class A (JAKRX) have volatilities of 2.82% and 2.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAKVXJAKRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

2.76%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

6.32%

6.28%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

7.79%

7.73%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.55%

7.51%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.55%

7.51%

+0.04%

JAKVX vs. JAKRX - Expense Ratio Comparison

JAKVX has a 1.54% expense ratio, which is lower than JAKRX's 1.91% expense ratio.


Dividends

JAKVX vs. JAKRX - Dividend Comparison

JAKVX's dividend yield for the trailing twelve months is around 7.71%, more than JAKRX's 7.39% yield.


Frequently Asked Questions


With a correlation of 1.00, JAKVX and JAKRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JAKVX has higher volatility (2.82%) compared to JAKRX (2.76%). In terms of maximum drawdown, JAKVX dropped -5.16% vs JAKRX's -5.16%.

JAKVX currently has the higher Sharpe Ratio (2.63 vs 2.59), 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.

Portfolio Optimizer

Find the right allocation for JAKVX and JAKRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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