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JGEFX vs. JHNBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JGEFX vs. JHNBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Global Equity Fund (JGEFX) and John Hancock Bond Fund (JHNBX). The values are adjusted to include any dividend payments, if applicable.

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JGEFX vs. JHNBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JGEFX
John Hancock Funds Global Equity Fund
0.71%18.17%10.48%19.65%-14.81%20.99%7.91%30.24%-10.17%14.81%
JHNBX
John Hancock Bond Fund
-0.50%7.36%1.97%6.24%-15.22%-0.68%10.31%10.09%-1.15%4.94%

Returns By Period

In the year-to-date period, JGEFX achieves a 0.71% return, which is significantly higher than JHNBX's -0.50% return. Over the past 10 years, JGEFX has outperformed JHNBX with an annualized return of 9.54%, while JHNBX has yielded a comparatively lower 2.28% annualized return.


JGEFX

1D
0.79%
1M
-4.04%
YTD
0.71%
6M
4.60%
1Y
15.74%
3Y*
14.38%
5Y*
8.62%
10Y*
9.54%

JHNBX

1D
0.15%
1M
-1.74%
YTD
-0.50%
6M
0.09%
1Y
3.85%
3Y*
3.89%
5Y*
0.06%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JGEFX vs. JHNBX - Expense Ratio Comparison

JGEFX has a 0.98% expense ratio, which is higher than JHNBX's 0.76% expense ratio.


Return for Risk

JGEFX vs. JHNBX — Risk / Return Rank

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

JGEFX
JGEFX Risk / Return Rank: 4343
Overall Rank
JGEFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JGEFX Sortino Ratio Rank: 4444
Sortino Ratio Rank
JGEFX Omega Ratio Rank: 4545
Omega Ratio Rank
JGEFX Calmar Ratio Rank: 4040
Calmar Ratio Rank
JGEFX Martin Ratio Rank: 4242
Martin Ratio Rank

JHNBX
JHNBX Risk / Return Rank: 2828
Overall Rank
JHNBX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JHNBX Sortino Ratio Rank: 2727
Sortino Ratio Rank
JHNBX Omega Ratio Rank: 2121
Omega Ratio Rank
JHNBX Calmar Ratio Rank: 3535
Calmar Ratio Rank
JHNBX Martin Ratio Rank: 2727
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.

JGEFX vs. JHNBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Global Equity Fund (JGEFX) 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.


JGEFXJHNBXDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.85

+0.21

Sortino ratio

Return per unit of downside risk

1.51

1.20

+0.31

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

1.39

1.26

+0.13

Martin ratio

Return relative to average drawdown

5.46

3.83

+1.63

JGEFX vs. JHNBX - Sharpe Ratio Comparison

The current JGEFX Sharpe Ratio is 1.06, which is comparable to the JHNBX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of JGEFX and JHNBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JGEFXJHNBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.85

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.01

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.47

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.75

-0.21

Correlation

The correlation between JGEFX and JHNBX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JGEFX vs. JHNBX - Dividend Comparison

JGEFX's dividend yield for the trailing twelve months is around 8.39%, more than JHNBX's 3.95% yield.


TTM20252024202320222021202020192018201720162015
JGEFX
John Hancock Funds Global Equity Fund
8.39%8.45%13.64%2.91%7.20%21.44%2.21%2.33%7.64%7.03%1.83%2.00%
JHNBX
John Hancock Bond Fund
3.95%4.25%4.14%3.80%2.93%3.30%5.50%3.75%3.51%3.23%3.19%3.48%

Drawdowns

JGEFX vs. JHNBX - Drawdown Comparison

The maximum JGEFX drawdown since its inception was -32.96%, which is greater than JHNBX's maximum drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for JGEFX and JHNBX.


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Drawdown Indicators


JGEFXJHNBXDifference

Max Drawdown

Largest peak-to-trough decline

-32.96%

-24.74%

-8.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.27%

-3.25%

-7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.85%

-20.13%

-4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-32.96%

-20.13%

-12.83%

Current Drawdown

Current decline from peak

-7.24%

-3.03%

-4.21%

Average Drawdown

Average peak-to-trough decline

-4.96%

-4.15%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

1.06%

+1.93%

Volatility

JGEFX vs. JHNBX - Volatility Comparison

John Hancock Funds Global Equity Fund (JGEFX) has a higher volatility of 5.35% compared to John Hancock Bond Fund (JHNBX) at 1.65%. This indicates that JGEFX'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


JGEFXJHNBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

1.65%

+3.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

2.64%

+6.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

4.45%

+10.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

5.84%

+9.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

4.89%

+10.88%