JGYIX vs. GWOAX
Compare and contrast key facts about John Hancock Global Shareholder Yield Fund (JGYIX) and GMO Global Developed Equity Allocation Fund (GWOAX).
JGYIX is managed by John Hancock. It was launched on Feb 28, 2007. GWOAX is managed by GMO. It was launched on Jun 15, 2005.
Performance
JGYIX vs. GWOAX - Performance Comparison
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JGYIX vs. GWOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGYIX John Hancock Global Shareholder Yield Fund | 3.82% | 24.13% | 14.38% | 11.36% | -4.87% | 17.65% | -1.36% | 20.86% | -9.27% | 16.72% |
GWOAX GMO Global Developed Equity Allocation Fund | 0.36% | 28.37% | 6.14% | 22.49% | -14.10% | 18.53% | 10.53% | 26.56% | -12.95% | 25.63% |
Returns By Period
In the year-to-date period, JGYIX achieves a 3.82% return, which is significantly higher than GWOAX's 0.36% return. Over the past 10 years, JGYIX has underperformed GWOAX with an annualized return of 8.94%, while GWOAX has yielded a comparatively higher 10.74% annualized return.
JGYIX
- 1D
- 0.08%
- 1M
- -6.18%
- YTD
- 3.82%
- 6M
- 7.31%
- 1Y
- 22.08%
- 3Y*
- 16.78%
- 5Y*
- 11.39%
- 10Y*
- 8.94%
GWOAX
- 1D
- -0.13%
- 1M
- -8.51%
- YTD
- 0.36%
- 6M
- 7.28%
- 1Y
- 25.54%
- 3Y*
- 16.14%
- 5Y*
- 9.19%
- 10Y*
- 10.74%
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JGYIX vs. GWOAX - Expense Ratio Comparison
JGYIX has a 0.84% expense ratio, which is higher than GWOAX's 0.01% expense ratio.
Return for Risk
JGYIX vs. GWOAX — Risk / Return Rank
JGYIX
GWOAX
JGYIX vs. GWOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Global Shareholder Yield Fund (JGYIX) and GMO Global Developed Equity Allocation Fund (GWOAX). 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.
| JGYIX | GWOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 1.62 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.26 | 2.24 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.07 | -0.04 |
Martin ratioReturn relative to average drawdown | 10.04 | 9.35 | +0.69 |
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
| JGYIX | GWOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.62 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.61 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.65 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.43 | 0.00 |
Correlation
The correlation between JGYIX and GWOAX is 0.92, 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
JGYIX vs. GWOAX - Dividend Comparison
JGYIX's dividend yield for the trailing twelve months is around 12.96%, more than GWOAX's 4.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGYIX John Hancock Global Shareholder Yield Fund | 12.96% | 13.30% | 8.21% | 4.37% | 9.51% | 11.27% | 2.71% | 4.81% | 6.31% | 2.91% | 3.19% | 7.64% |
GWOAX GMO Global Developed Equity Allocation Fund | 4.45% | 4.46% | 0.60% | 6.10% | 7.27% | 12.75% | 3.85% | 4.33% | 3.02% | 3.05% | 6.43% | 12.47% |
Drawdowns
JGYIX vs. GWOAX - Drawdown Comparison
The maximum JGYIX drawdown since its inception was -46.76%, smaller than the maximum GWOAX drawdown of -49.84%. Use the drawdown chart below to compare losses from any high point for JGYIX and GWOAX.
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Drawdown Indicators
| JGYIX | GWOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.76% | -49.84% | +3.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | -11.43% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -18.97% | -26.21% | +7.24% |
Max Drawdown (10Y)Largest decline over 10 years | -36.45% | -35.28% | -1.17% |
Current DrawdownCurrent decline from peak | -6.18% | -8.78% | +2.60% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -9.06% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.53% | -0.36% |
Volatility
JGYIX vs. GWOAX - Volatility Comparison
The current volatility for John Hancock Global Shareholder Yield Fund (JGYIX) is 3.88%, while GMO Global Developed Equity Allocation Fund (GWOAX) has a volatility of 5.02%. This indicates that JGYIX experiences smaller price fluctuations and is considered to be less risky than GWOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGYIX | GWOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 5.02% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 9.33% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 15.73% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.15% | 15.16% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 16.46% | -1.50% |