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JIEMX vs. EQIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIEMX vs. EQIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Equity Income Fund (JIEMX) and Allspring Emerging Markets Equity Income Fund (EQIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JIEMX having a 17.10% return and EQIIX slightly higher at 17.89%. Over the past 10 years, JIEMX has underperformed EQIIX with an annualized return of 5.25%, while EQIIX has yielded a comparatively higher 7.93% annualized return.


JIEMX

1D
0.64%
1M
1.22%
6M
12.93%
YTD
17.10%
1Y
-17.92%
3Y*
-0.49%
5Y*
-0.24%
10Y*
5.25%
ALL TIME*
5.39%

EQIIX

1D
4.01%
1M
-3.66%
6M
7.18%
YTD
17.89%
1Y
36.57%
3Y*
18.98%
5Y*
8.87%
10Y*
7.93%
ALL TIME*
7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

JIEMX vs. EQIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JIEMX
John Hancock Funds II Equity Income Fund
17.10%-26.66%11.75%9.49%-11.75%25.29%1.07%26.44%-9.78%15.46%
EQIIX
Allspring Emerging Markets Equity Income Fund
17.89%28.19%10.95%12.25%-17.91%3.12%7.70%16.90%-11.38%24.97%

Correlation

The correlation between JIEMX and EQIIX is 0.37, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.37

Correlation (3Y)
Balances recent behavior with more history.

0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.47

Correlation (10Y)
Provides a long-term view across more market conditions.

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2012

0.54

The correlation between JIEMX and EQIIX shifts across timeframes, from 0.37 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JIEMX vs. EQIIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JIEMX
JIEMX Risk / Return Rank: 11
Overall Rank
JIEMX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
JIEMX Sortino Ratio Rank: 22
Sortino Ratio Rank
JIEMX Omega Ratio Rank: 00
Omega Ratio Rank
JIEMX Calmar Ratio Rank: 11
Calmar Ratio Rank
JIEMX Martin Ratio Rank: 11
Martin Ratio Rank

EQIIX
EQIIX Risk / Return Rank: 6363
Overall Rank
EQIIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
EQIIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
EQIIX Omega Ratio Rank: 6767
Omega Ratio Rank
EQIIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
EQIIX Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JIEMX vs. EQIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Equity Income Fund (JIEMX) and Allspring Emerging Markets Equity Income Fund (EQIIX). 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.


JIEMXEQIIXDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.48

Omega ratioGain probability vs. loss probability

0.86

1.30

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.57

2.40

-2.97

Martin ratioReturn relative to average drawdown

-0.82

7.17

-7.99

JIEMX vs. EQIIX - Sharpe Ratio Comparison

The current JIEMX Sharpe Ratio is -0.54, which is lower than the EQIIX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of JIEMX and EQIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JIEMX vs. EQIIX - Drawdown Comparison

The maximum JIEMX drawdown since its inception was -62.26%, which is greater than EQIIX's maximum drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for JIEMX and EQIIX.


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Drawdown Indicators


JIEMXEQIIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.26%

-38.13%

-24.13%

Max Drawdown (1Y)

Largest decline over 1 year

-36.28%

-13.94%

-22.34%

Max Drawdown (3Y)

Largest decline over 3 years

-36.28%

-17.64%

-18.64%

Max Drawdown (5Y)

Largest decline over 5 years

-36.28%

-29.25%

-7.03%

Max Drawdown (10Y)

Largest decline over 10 years

-39.76%

-38.13%

-1.63%

Current Drawdown

Current decline from peak

-24.43%

-10.48%

-13.95%

Average Drawdown

Average peak-to-trough decline

-11.01%

-10.15%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.94%

4.66%

+19.28%

Volatility

JIEMX vs. EQIIX - Volatility Comparison

The current volatility for John Hancock Funds II Equity Income Fund (JIEMX) is 2.99%, while Allspring Emerging Markets Equity Income Fund (EQIIX) has a volatility of 8.35%. This indicates that JIEMX experiences smaller price fluctuations and is considered to be less risky than EQIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIEMXEQIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

8.35%

-5.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

18.59%

-10.25%

Volatility (1Y)

Calculated over the trailing 1-year period

38.24%

20.78%

+17.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.92%

16.24%

+6.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.52%

16.65%

+4.87%

JIEMX vs. EQIIX - Expense Ratio Comparison

JIEMX has a 0.76% expense ratio, which is lower than EQIIX's 1.22% expense ratio.


Dividends

JIEMX vs. EQIIX - Dividend Comparison

JIEMX's dividend yield for the trailing twelve months is around 0.52%, less than EQIIX's 2.28% yield.


PositionTTM20252024202320222021202020192018201720162015
EQIIX
Allspring Emerging Markets Equity Income Fund
2.28%2.58%2.08%2.53%2.70%2.92%1.79%2.46%2.87%1.80%2.77%2.38%
JIEMX
John Hancock Funds II Equity Income Fund
0.52%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


JIEMX and EQIIX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQIIX has higher volatility (8.35%) compared to JIEMX (2.99%). In terms of maximum drawdown, JIEMX dropped -62.26% vs EQIIX's -38.13%.

EQIIX currently has the higher Sharpe Ratio (1.61 vs -0.54), 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.

Portfolio Optimizer

Find the right allocation for JIEMX and EQIIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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