JIEMX vs. NEIMX
JIEMX (John Hancock Funds II Equity Income Fund) and NEIMX (Neiman Large Cap Value Fund) are both mutual funds - JIEMX is a Dividend fund managed by John Hancock, while NEIMX is a Large Cap Value Equities fund managed by Neiman. Over the past 10 years, JIEMX returned 5.25%/yr vs 10.32%/yr for NEIMX. Their correlation of 0.87 means they have usually moved in the same direction. JIEMX charges 0.76%/yr vs 1.46%/yr for NEIMX.
Performance
JIEMX vs. NEIMX - Performance Comparison
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Returns By Period
In the year-to-date period, JIEMX achieves a 17.10% return, which is significantly lower than NEIMX's 19.10% return. Over the past 10 years, JIEMX has underperformed NEIMX with an annualized return of 5.25%, while NEIMX has yielded a comparatively higher 10.32% 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%
NEIMX
- 1D
- 1.55%
- 1M
- 2.10%
- 6M
- 11.59%
- YTD
- 19.10%
- 1Y
- 32.30%
- 3Y*
- 17.85%
- 5Y*
- 11.94%
- 10Y*
- 10.32%
- ALL TIME*
- 7.91%
Liquidity Comparison
| Position | Avg. 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. NEIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NEIMX Neiman Large Cap Value Fund | 19.10% | 18.68% | 13.50% | 6.15% | -5.16% | 23.85% | -5.97% | 23.49% | -9.76% | 19.00% |
Correlation
The correlation between JIEMX and NEIMX is 0.57, 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. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2005 | 0.87 |
Over the past year, the correlation between JIEMX and NEIMX has dropped to 0.57 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
JIEMX vs. NEIMX — Risk / Return Rank
JIEMX
NEIMX
JIEMX vs. NEIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Equity Income Fund (JIEMX) and Neiman Large Cap Value Fund (NEIMX). 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 | NEIMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.25 | ||
| Sortino ratioReturn per unit of downside risk | -4.10 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.49 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 5.28 | -5.84 |
| Martin ratioReturn relative to average drawdown | -0.82 | 21.01 | -21.83 |
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Drawdowns
JIEMX vs. NEIMX - Drawdown Comparison
The maximum JIEMX drawdown since its inception was -62.26%, smaller than the maximum NEIMX drawdown of -92.94%. Use the drawdown chart below to compare losses from any high point for JIEMX and NEIMX.
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Drawdown Indicators
| JIEMX | NEIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -92.94% | +30.68% |
Max Drawdown (1Y)Largest decline over 1 year | -36.28% | -5.75% | -30.53% |
Max Drawdown (3Y)Largest decline over 3 years | -36.28% | -92.94% | +56.66% |
Max Drawdown (5Y)Largest decline over 5 years | -36.28% | -92.94% | +56.66% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -92.94% | +53.18% |
Current DrawdownCurrent decline from peak | -24.43% | -88.82% | +64.39% |
Average DrawdownAverage peak-to-trough decline | -11.01% | -11.05% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.94% | 1.45% | +22.49% |
Volatility
JIEMX vs. NEIMX - Volatility Comparison
John Hancock Funds II Equity Income Fund (JIEMX) has a higher volatility of 2.99% compared to Neiman Large Cap Value Fund (NEIMX) at 2.79%. This indicates that JIEMX's price experiences larger fluctuations and is considered to be riskier than NEIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIEMX | NEIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.79% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 8.53% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.24% | 11.18% | +27.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 576.53% | -553.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 407.62% | -386.10% |
JIEMX vs. NEIMX - Expense Ratio Comparison
JIEMX has a 0.76% expense ratio, which is lower than NEIMX's 1.46% expense ratio.
Dividends
JIEMX vs. NEIMX - Dividend Comparison
JIEMX's dividend yield for the trailing twelve months is around 0.52%, less than NEIMX's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NEIMX Neiman Large Cap Value Fund | 0.70% | 0.76% | 1.10% | 1.36% | 3.60% | 17.65% | 1.20% | 2.26% | 1.20% | 6.64% | 10.20% | 4.19% |
Frequently Asked Questions
JIEMX and NEIMX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JIEMX has higher volatility (2.99%) compared to NEIMX (2.79%). In terms of maximum drawdown, JIEMX dropped -62.26% vs NEIMX's -92.94%.
NEIMX currently has the higher Sharpe Ratio (2.72 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.
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