JGEFX vs. SVBAX
Compare and contrast key facts about John Hancock Funds Global Equity Fund (JGEFX) and John Hancock Balanced Fund (SVBAX).
JGEFX is managed by John Hancock. It was launched on May 15, 2013. SVBAX is managed by John Hancock. It was launched on Oct 4, 1992.
Performance
JGEFX vs. SVBAX - Performance Comparison
Loading graphics...
JGEFX vs. SVBAX - 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% |
SVBAX John Hancock Balanced Fund | -2.58% | 15.69% | 13.31% | 18.22% | -15.79% | 14.49% | 15.97% | 21.28% | -5.02% | 13.40% |
Returns By Period
The year-to-date returns for both stocks are quite close, with JGEFX having a -2.51% return and SVBAX slightly lower at -2.58%. Both investments have delivered pretty close results over the past 10 years, with JGEFX having a 9.18% annualized return and SVBAX not far behind at 8.91%.
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%
SVBAX
- 1D
- -0.24%
- 1M
- -5.47%
- YTD
- -2.58%
- 6M
- 1.01%
- 1Y
- 14.91%
- 3Y*
- 12.95%
- 5Y*
- 7.35%
- 10Y*
- 8.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JGEFX vs. SVBAX - Expense Ratio Comparison
JGEFX has a 0.98% expense ratio, which is lower than SVBAX's 1.03% expense ratio.
Return for Risk
JGEFX vs. SVBAX — Risk / Return Rank
JGEFX
SVBAX
JGEFX vs. SVBAX - 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 Balanced Fund (SVBAX). 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 | SVBAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.38 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.99 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.29 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.80 | -0.86 |
Martin ratioReturn relative to average drawdown | 3.78 | 8.90 | -5.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JGEFX | SVBAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.38 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.69 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.83 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.67 | -0.15 |
Correlation
The correlation between JGEFX and SVBAX is 0.88, 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. SVBAX - Dividend Comparison
JGEFX's dividend yield for the trailing twelve months is around 8.67%, less than SVBAX's 12.82% 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% |
SVBAX John Hancock Balanced Fund | 12.82% | 12.45% | 3.72% | 1.48% | 1.60% | 2.73% | 1.60% | 2.19% | 8.06% | 3.51% | 1.70% | 4.57% |
Drawdowns
JGEFX vs. SVBAX - Drawdown Comparison
The maximum JGEFX drawdown since its inception was -32.96%, smaller than the maximum SVBAX drawdown of -40.81%. Use the drawdown chart below to compare losses from any high point for JGEFX and SVBAX.
Loading graphics...
Drawdown Indicators
| JGEFX | SVBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.96% | -40.81% | +7.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -7.73% | -4.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.85% | -20.53% | -4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -32.96% | -21.00% | -11.96% |
Current DrawdownCurrent decline from peak | -10.20% | -5.57% | -4.63% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -5.26% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.56% | +1.35% |
Volatility
JGEFX vs. SVBAX - Volatility Comparison
John Hancock Funds Global Equity Fund (JGEFX) has a higher volatility of 4.88% compared to John Hancock Balanced Fund (SVBAX) at 3.23%. This indicates that JGEFX's price experiences larger fluctuations and is considered to be riskier than SVBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JGEFX | SVBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 3.23% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 6.04% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 11.07% | +4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 10.70% | +5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 10.74% | +5.01% |