JAKVX vs. KCEIX
JAKVX (John Hancock Disciplined Value Global Long/Short Fund Class R6) and KCEIX (Knights of Columbus Long/Short Equity Fund) are both Long-Short funds. Over the past year, JAKVX returned 19.27% vs 12.43% for KCEIX. At a 0.06 correlation, their price movements are largely independent. JAKVX charges 1.54%/yr vs 1.50%/yr for KCEIX.
Performance
JAKVX vs. KCEIX - Performance Comparison
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Returns By Period
In the year-to-date period, JAKVX achieves a 9.20% return, which is significantly higher than KCEIX's 8.01% return.
JAKVX
- 1D
- -0.62%
- 1M
- -2.71%
- YTD
- 9.20%
- 6M
- 9.20%
- 1Y
- 19.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KCEIX
- 1D
- 0.83%
- 1M
- 2.28%
- YTD
- 8.01%
- 6M
- 7.43%
- 1Y
- 12.43%
- 3Y*
- 10.78%
- 5Y*
- 10.11%
- 10Y*
- —
JAKVX vs. KCEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JAKVX John Hancock Disciplined Value Global Long/Short Fund Class R6 | 9.20% | 17.29% |
KCEIX Knights of Columbus Long/Short Equity Fund | 8.01% | 7.09% |
Correlation
The correlation between JAKVX and KCEIX is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | 0.06 |
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Return for Risk
JAKVX vs. KCEIX — Risk / Return Rank
JAKVX
KCEIX
JAKVX vs. KCEIX - 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 Knights of Columbus Long/Short Equity Fund (KCEIX). 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.
| JAKVX | KCEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.38 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 4.46 | -0.65 |
| Martin ratioReturn relative to average drawdown | 12.48 | 12.42 | +0.06 |
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Drawdowns
JAKVX vs. KCEIX - Drawdown Comparison
The maximum JAKVX drawdown since its inception was -5.16%, smaller than the maximum KCEIX drawdown of -16.07%. Use the drawdown chart below to compare losses from any high point for JAKVX and KCEIX.
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Drawdown Indicators
| JAKVX | KCEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.16% | -16.07% | +10.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.16% | -2.82% | -2.34% |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.12% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.12% | — |
Current DrawdownCurrent decline from peak | -4.25% | -0.96% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -0.86% | -3.45% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.01% | +0.56% |
Volatility
JAKVX vs. KCEIX - Volatility Comparison
John Hancock Disciplined Value Global Long/Short Fund Class R6 (JAKVX) and Knights of Columbus Long/Short Equity Fund (KCEIX) have volatilities of 2.80% and 2.78%, 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
| JAKVX | KCEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 2.78% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 4.66% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.80% | 6.11% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.57% | 6.84% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.57% | 8.06% | -0.49% |
JAKVX vs. KCEIX - Expense Ratio Comparison
JAKVX has a 1.54% expense ratio, which is higher than KCEIX's 1.50% expense ratio.
Dividends
JAKVX vs. KCEIX - Dividend Comparison
JAKVX's dividend yield for the trailing twelve months is around 7.76%, more than KCEIX's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JAKVX John Hancock Disciplined Value Global Long/Short Fund Class R6 | 7.76% | 8.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KCEIX Knights of Columbus Long/Short Equity Fund | 1.51% | 1.66% | 2.35% | 2.20% | 7.60% | 0.00% | 0.14% |
Frequently Asked Questions
JAKVX and KCEIX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JAKVX has higher volatility (2.80%) compared to KCEIX (2.78%). In terms of maximum drawdown, JAKVX dropped -5.16% vs KCEIX's -16.07%.
JAKVX currently has the higher Sharpe Ratio (2.52 vs 2.06), 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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