JGEFX vs. SSGLX
Compare and contrast key facts about John Hancock Funds Global Equity Fund (JGEFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
JGEFX is managed by John Hancock. It was launched on May 15, 2013. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
JGEFX vs. SSGLX - Performance Comparison
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JGEFX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGEFX John Hancock Funds Global Equity Fund | -2.51% | 18.17% | 10.48% | 19.65% | -14.81% | 20.99% | 7.91% | 30.24% | -10.17% | 14.81% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, JGEFX achieves a -2.51% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, JGEFX has outperformed SSGLX with an annualized return of 9.18%, while SSGLX has yielded a comparatively lower 8.58% annualized return.
JGEFX
- 1D
- 0.08%
- 1M
- -10.14%
- YTD
- -2.51%
- 6M
- 0.72%
- 1Y
- 12.60%
- 3Y*
- 13.15%
- 5Y*
- 8.15%
- 10Y*
- 9.18%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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JGEFX vs. SSGLX - Expense Ratio Comparison
JGEFX has a 0.98% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
JGEFX vs. SSGLX — Risk / Return Rank
JGEFX
SSGLX
JGEFX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Global Equity Fund (JGEFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| JGEFX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.56 | -0.71 |
Sortino ratioReturn per unit of downside risk | 1.23 | 2.12 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.00 | -1.06 |
Martin ratioReturn relative to average drawdown | 3.78 | 7.90 | -4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JGEFX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.56 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.48 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.53 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.37 | +0.15 |
Correlation
The correlation between JGEFX and SSGLX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JGEFX vs. SSGLX - Dividend Comparison
JGEFX's dividend yield for the trailing twelve months is around 8.67%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGEFX John Hancock Funds Global Equity Fund | 8.67% | 8.45% | 13.64% | 2.91% | 7.20% | 21.44% | 2.21% | 2.33% | 7.64% | 7.03% | 1.83% | 2.00% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
JGEFX vs. SSGLX - Drawdown Comparison
The maximum JGEFX drawdown since its inception was -32.96%, smaller than the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for JGEFX and SSGLX.
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Drawdown Indicators
| JGEFX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.96% | -35.88% | +2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -11.22% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.85% | -30.08% | +5.23% |
Max Drawdown (10Y)Largest decline over 10 years | -32.96% | -35.88% | +2.92% |
Current DrawdownCurrent decline from peak | -10.20% | -10.87% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -8.32% | +3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.84% | +0.07% |
Volatility
JGEFX vs. SSGLX - Volatility Comparison
The current volatility for John Hancock Funds Global Equity Fund (JGEFX) is 4.88%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that JGEFX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGEFX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 6.44% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 10.02% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 15.49% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 14.49% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 16.15% | -0.40% |