JGYIX vs. AGLOX
JGYIX (John Hancock Global Shareholder Yield Fund) and AGLOX (Ariel Global Fund) are both Global Equities funds. Over the past 10 years, JGYIX returned 10.19%/yr vs 9.85%/yr for AGLOX. Their correlation of 0.82 means they have usually moved in the same direction. JGYIX charges 0.84%/yr vs 1.13%/yr for AGLOX.
Performance
JGYIX vs. AGLOX - Performance Comparison
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Returns By Period
In the year-to-date period, JGYIX achieves a 20.27% return, which is significantly lower than AGLOX's 22.27% return. Both investments have delivered pretty close results over the past 10 years, with JGYIX having a 10.19% annualized return and AGLOX not far behind at 9.85%.
JGYIX
- 1D
- 0.41%
- 1M
- 2.34%
- 6M
- 13.96%
- YTD
- 20.27%
- 1Y
- 30.20%
- 3Y*
- 21.46%
- 5Y*
- 13.52%
- 10Y*
- 10.19%
- ALL TIME*
- 7.66%
AGLOX
- 1D
- 1.08%
- 1M
- -2.10%
- 6M
- 17.40%
- YTD
- 22.27%
- 1Y
- 34.06%
- 3Y*
- 19.15%
- 5Y*
- 11.85%
- 10Y*
- 9.85%
- ALL TIME*
- 9.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AGLOX Ariel Global Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
JGYIX vs. AGLOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGYIX John Hancock Global Shareholder Yield Fund | 20.27% | 24.13% | 14.38% | 11.36% | -4.87% | 17.65% | -1.36% | 20.86% | -9.27% | 16.72% |
AGLOX Ariel Global Fund | 22.27% | 23.22% | 6.55% | 12.40% | -5.47% | 11.53% | 7.70% | 15.98% | -6.03% | 15.63% |
Correlation
The correlation between JGYIX and AGLOX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.82 |
Over the past year, the correlation between JGYIX and AGLOX has dropped to 0.61 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
JGYIX vs. AGLOX — Risk / Return Rank
JGYIX
AGLOX
JGYIX vs. AGLOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Global Shareholder Yield Fund (JGYIX) and Ariel Global Fund (AGLOX). 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.
| JGYIX | AGLOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.45 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | 3.30 | +1.30 |
| Martin ratioReturn relative to average drawdown | 18.03 | 11.42 | +6.61 |
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Drawdowns
JGYIX vs. AGLOX - Drawdown Comparison
The maximum JGYIX drawdown since its inception was -46.76%, which is greater than AGLOX's maximum drawdown of -24.72%. Use the drawdown chart below to compare losses from any high point for JGYIX and AGLOX.
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Drawdown Indicators
| JGYIX | AGLOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.76% | -24.72% | -22.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -10.66% | +3.70% |
Max Drawdown (3Y)Largest decline over 3 years | -11.99% | -12.94% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -18.97% | -16.77% | -2.20% |
Max Drawdown (10Y)Largest decline over 10 years | -36.45% | -24.72% | -11.73% |
Current DrawdownCurrent decline from peak | 0.00% | -3.50% | +3.50% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -3.37% | -3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 3.07% | -1.30% |
Volatility
JGYIX vs. AGLOX - Volatility Comparison
The current volatility for John Hancock Global Shareholder Yield Fund (JGYIX) is 2.38%, while Ariel Global Fund (AGLOX) has a volatility of 4.48%. This indicates that JGYIX experiences smaller price fluctuations and is considered to be less risky than AGLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGYIX | AGLOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 4.48% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | 12.62% | -4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.15% | 14.64% | -4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 13.04% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.87% | 13.23% | +1.64% |
JGYIX vs. AGLOX - Expense Ratio Comparison
JGYIX has a 0.84% expense ratio, which is lower than AGLOX's 1.13% expense ratio.
Dividends
JGYIX vs. AGLOX - Dividend Comparison
JGYIX's dividend yield for the trailing twelve months is around 11.09%, less than AGLOX's 13.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGLOX Ariel Global Fund | 13.39% | 16.38% | 27.80% | 18.51% | 4.82% | 2.00% | 0.85% | 4.39% | 3.42% | 4.48% | 2.65% | 0.81% |
JGYIX John Hancock Global Shareholder Yield Fund | 11.09% | 13.30% | 8.21% | 4.37% | 9.51% | 11.27% | 2.71% | 4.81% | 6.31% | 2.91% | 3.19% | 7.64% |
Frequently Asked Questions
JGYIX and AGLOX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGLOX has higher volatility (4.48%) compared to JGYIX (2.38%). In terms of maximum drawdown, JGYIX dropped -46.76% vs AGLOX's -24.72%.
JGYIX currently has the higher Sharpe Ratio (3.16 vs 2.41), 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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