JEVNX vs. JHNBX
JEVNX (John Hancock Funds II Emerging Markets Fund) and JHNBX (John Hancock Bond Fund) are both mutual funds - JEVNX is a Emerging Markets Diversified fund managed by John Hancock, while JHNBX is a Intermediate Core-Plus Bond fund managed by John Hancock. Over the past 10 years, JEVNX returned 8.26%/yr vs 2.12%/yr for JHNBX. At a 0.00 correlation, their price movements are largely independent. JEVNX charges 1.00%/yr vs 0.76%/yr for JHNBX.
Performance
JEVNX vs. JHNBX - Performance Comparison
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Returns By Period
In the year-to-date period, JEVNX achieves a 18.29% return, which is significantly higher than JHNBX's 0.75% return. Over the past 10 years, JEVNX has outperformed JHNBX with an annualized return of 8.26%, while JHNBX has yielded a comparatively lower 2.12% annualized return.
JEVNX
- 1D
- 0.33%
- 1M
- -0.08%
- YTD
- 18.29%
- 6M
- 18.29%
- 1Y
- 37.82%
- 3Y*
- 16.73%
- 5Y*
- 6.17%
- 10Y*
- 8.26%
JHNBX
- 1D
- -0.02%
- 1M
- 0.35%
- YTD
- 0.75%
- 6M
- 0.75%
- 1Y
- 4.16%
- 3Y*
- 4.57%
- 5Y*
- -0.06%
- 10Y*
- 2.12%
JEVNX vs. JHNBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEVNX John Hancock Funds II Emerging Markets Fund | 18.29% | 32.80% | -4.13% | 13.59% | -16.55% | 3.53% | 12.07% | 14.84% | -15.49% | 35.51% |
JHNBX John Hancock Bond Fund | 0.75% | 7.53% | 1.97% | 6.24% | -15.22% | -0.68% | 10.31% | 10.09% | -1.15% | 4.94% |
Correlation
The correlation between JEVNX and JHNBX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 2, 2007 | 0.00 |
Over the past year, JEVNX and JHNBX have become more correlated (0.27) than their long-term average of 0.00, meaning their price movements have been converging.
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Return for Risk
JEVNX vs. JHNBX — Risk / Return Rank
JEVNX
JHNBX
JEVNX vs. JHNBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Emerging Markets Fund (JEVNX) 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.
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.
| JEVNX | JHNBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.19 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 1.29 | +2.11 |
| Martin ratioReturn relative to average drawdown | 12.13 | 3.66 | +8.48 |
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Drawdowns
JEVNX vs. JHNBX - Drawdown Comparison
The maximum JEVNX drawdown since its inception was -66.06%, which is greater than JHNBX's maximum drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for JEVNX and JHNBX.
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Drawdown Indicators
| JEVNX | JHNBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.06% | -24.74% | -41.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -3.25% | -8.07% |
Max Drawdown (3Y)Largest decline over 3 years | -26.72% | -6.69% | -20.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -20.13% | -9.23% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | -20.13% | -22.26% |
Current DrawdownCurrent decline from peak | -1.31% | -1.65% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -15.49% | -4.14% | -11.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 1.14% | +2.02% |
Volatility
JEVNX vs. JHNBX - Volatility Comparison
John Hancock Funds II Emerging Markets Fund (JEVNX) has a higher volatility of 6.90% compared to John Hancock Bond Fund (JHNBX) at 1.17%. This indicates that JEVNX's price experiences larger fluctuations and is considered to be riskier than JHNBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEVNX | JHNBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 1.17% | +5.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.96% | 3.04% | +10.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 3.95% | +12.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.22% | 5.88% | +15.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 4.92% | +14.14% |
JEVNX vs. JHNBX - Expense Ratio Comparison
JEVNX has a 1.00% expense ratio, which is higher than JHNBX's 0.76% expense ratio.
Dividends
JEVNX vs. JHNBX - Dividend Comparison
JEVNX's dividend yield for the trailing twelve months is around 9.23%, more than JHNBX's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEVNX John Hancock Funds II Emerging Markets Fund | 9.23% | 10.92% | 26.55% | 3.06% | 2.33% | 3.07% | 1.40% | 2.35% | 1.78% | 1.34% | 1.95% | 2.08% |
JHNBX John Hancock Bond Fund | 4.48% | 4.41% | 4.14% | 3.80% | 2.93% | 3.30% | 5.50% | 3.75% | 3.51% | 3.23% | 3.19% | 3.48% |
Frequently Asked Questions
JEVNX and JHNBX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEVNX has higher volatility (6.90%) compared to JHNBX (1.17%). In terms of maximum drawdown, JEVNX dropped -66.06% vs JHNBX's -24.74%.
JEVNX currently has the higher Sharpe Ratio (2.36 vs 1.07), 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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