JIEMX vs. BRLVX

Last updated Jul 11, 2026

JIEMX (John Hancock Funds II Equity Income Fund) and BRLVX (American Beacon Bridgeway Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, JIEMX returned 5.20%/yr vs 11.31%/yr for BRLVX. Their correlation of 0.93 suggests significant overlap in exposure. JIEMX charges 0.76%/yr vs 0.75%/yr for BRLVX.

Performance

JIEMX vs. BRLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Equity Income Fund (JIEMX) and American Beacon Bridgeway Large Cap Value Fund (BRLVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JIEMX achieves a 15.17% return, which is significantly lower than BRLVX's 19.60% return. Over the past 10 years, JIEMX has underperformed BRLVX with an annualized return of 5.20%, while BRLVX has yielded a comparatively higher 11.31% annualized return.

JIEMX

• 1D: 0.32%
• 1M: 1.38%
• 6M: 11.78%
• YTD: 15.17%
• 1Y: -21.11%
• 3Y*: 0.56%
• 5Y*: -0.75%
• 10Y*: 5.20%

BRLVX

• 1D: 0.84%
• 1M: 1.86%
• 6M: 15.92%
• YTD: 19.60%
• 1Y: 38.47%
• 3Y*: 22.86%
• 5Y*: 13.10%
• 10Y*: 11.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JIEMX vs. BRLVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JIEMX John Hancock Funds II Equity Income Fund	15.17%	-26.66%	11.75%	9.49%	-11.75%	25.29%	1.07%	26.44%	-9.78%	15.46%
BRLVX American Beacon Bridgeway Large Cap Value Fund	19.60%	24.30%	16.48%	11.42%	-7.79%	22.95%	-3.06%	25.13%	-13.40%	15.89%

Correlation

The correlation between JIEMX and BRLVX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Oct 14, 2005	0.93

Over the past year, the correlation between JIEMX and BRLVX has dropped to 0.72 - well below their long-term average of 0.93, suggesting their price drivers have been diverging.

Return for Risk

JIEMX vs. BRLVX — Risk / Return Rank

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

JIEMX

JIEMX Risk / Return Rank: 1
JIEMX Sharpe Ratio Rank: 1
JIEMX Sortino Ratio Rank: 2
JIEMX Omega Ratio Rank: 0
JIEMX Calmar Ratio Rank: 1
JIEMX Martin Ratio Rank: 1

BRLVX

BRLVX Risk / Return Rank: 94
BRLVX Sharpe Ratio Rank: 96
BRLVX Sortino Ratio Rank: 94
BRLVX Omega Ratio Rank: 88
BRLVX Calmar Ratio Rank: 96
BRLVX Martin Ratio Rank: 97

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.

JIEMX vs. BRLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Equity Income Fund (JIEMX) and American Beacon Bridgeway Large Cap Value Fund (BRLVX). 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.

	JIEMX	BRLVX	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	2.86	-3.45
Sortino ratio: Return per unit of downside risk	-0.43	4.06	-4.49
Omega ratio: Gain probability vs. loss probability	0.83	1.50	-0.67
Calmar ratio: Return relative to maximum drawdown	-0.62	5.11	-5.74
Martin ratio: Return relative to average drawdown	-0.93	21.76	-22.69

JIEMX vs. BRLVX - Sharpe Ratio Comparison

The current JIEMX Sharpe Ratio is -0.59, which is lower than the BRLVX Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of JIEMX and BRLVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JIEMX vs. BRLVX - Drawdown Comparison

The maximum JIEMX drawdown since its inception was -62.26%, which is greater than BRLVX's maximum drawdown of -55.94%. Use the drawdown chart below to compare losses from any high point for JIEMX and BRLVX.

Drawdown Indicators

	JIEMX	BRLVX	Difference
Max Drawdown Largest peak-to-trough decline	-62.26%	-55.94%	-6.32%
Max Drawdown (1Y) Largest decline over 1 year	-36.28%	-7.49%	-28.79%
Max Drawdown (3Y) Largest decline over 3 years	-36.28%	-23.02%	-13.26%
Max Drawdown (5Y) Largest decline over 5 years	-36.28%	-23.02%	-13.26%
Max Drawdown (10Y) Largest decline over 10 years	-39.76%	-42.13%	+2.37%
Current Drawdown Current decline from peak	-25.67%	-0.26%	-25.41%
Average Drawdown Average peak-to-trough decline	-10.97%	-8.05%	-2.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.15%	1.76%	+21.39%

Volatility

JIEMX vs. BRLVX - Volatility Comparison

The current volatility for John Hancock Funds II Equity Income Fund (JIEMX) is 3.61%, while American Beacon Bridgeway Large Cap Value Fund (BRLVX) has a volatility of 4.18%. This indicates that JIEMX experiences smaller price fluctuations and is considered to be less risky than BRLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JIEMX	BRLVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.61%	4.18%	-0.57%
Volatility (6M) Calculated over the trailing 6-month period	8.46%	10.65%	-2.19%
Volatility (1Y) Calculated over the trailing 1-year period	38.45%	13.40%	+25.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.96%	19.01%	+3.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.51%	20.03%	+1.48%

JIEMX vs. BRLVX - Expense Ratio Comparison

JIEMX has a 0.76% expense ratio, which is higher than BRLVX's 0.75% expense ratio.

Dividends

JIEMX vs. BRLVX - Dividend Comparison

JIEMX's dividend yield for the trailing twelve months is around 0.53%, less than BRLVX's 10.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRLVX American Beacon Bridgeway Large Cap Value Fund	10.56%	12.63%	18.01%	12.03%	4.88%	9.69%	10.64%	4.23%	9.41%	5.80%	1.42%	3.71%
JIEMX John Hancock Funds II Equity Income Fund	0.53%	1.75%	11.35%	7.98%	2.09%	9.34%	2.59%	8.25%	13.73%	8.43%	3.73%	11.26%

Frequently Asked Questions

Can I hold both JIEMX and BRLVX in my portfolio?

JIEMX and BRLVX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JIEMX or BRLVX?

BRLVX has higher volatility (4.18%) compared to JIEMX (3.61%). In terms of maximum drawdown, JIEMX dropped -62.26% vs BRLVX's -55.94%.

Which has better risk-adjusted returns?

BRLVX currently has the higher Sharpe Ratio (2.86 vs -0.59), 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.