JIEMX vs. YAFFX
JIEMX (John Hancock Funds II Equity Income Fund) and YAFFX (AMG Yacktman Focused Fund) are both mutual funds - JIEMX is a Dividend fund managed by John Hancock, while YAFFX is a Large Cap Value Equities fund managed by AMG. Over the past 10 years, JIEMX returned 5.25%/yr vs 12.96%/yr for YAFFX. Their correlation of 0.83 means they have usually moved in the same direction. JIEMX charges 0.76%/yr vs 1.25%/yr for YAFFX.
Performance
JIEMX vs. YAFFX - 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 YAFFX's 24.36% return. Over the past 10 years, JIEMX has underperformed YAFFX with an annualized return of 5.25%, while YAFFX has yielded a comparatively higher 12.96% 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%
YAFFX
- 1D
- 1.96%
- 1M
- 2.89%
- 6M
- 12.11%
- YTD
- 24.36%
- 1Y
- 41.65%
- 3Y*
- 17.52%
- 5Y*
- 11.56%
- 10Y*
- 12.96%
- ALL TIME*
- 10.47%
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. YAFFX - 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% |
YAFFX AMG Yacktman Focused Fund | 24.36% | 23.70% | 0.63% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Correlation
The correlation between JIEMX and YAFFX 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. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2005 | 0.83 |
Over the past year, the correlation between JIEMX and YAFFX has dropped to 0.37 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
JIEMX vs. YAFFX — Risk / Return Rank
JIEMX
YAFFX
JIEMX vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Equity Income Fund (JIEMX) and AMG Yacktman Focused Fund (YAFFX). 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 | YAFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.34 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.44 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 4.38 | -4.95 |
| Martin ratioReturn relative to average drawdown | -0.82 | 10.92 | -11.73 |
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Drawdowns
JIEMX vs. YAFFX - Drawdown Comparison
The maximum JIEMX drawdown since its inception was -62.26%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for JIEMX and YAFFX.
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Drawdown Indicators
| JIEMX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -43.80% | -18.46% |
Max Drawdown (1Y)Largest decline over 1 year | -36.28% | -8.76% | -27.52% |
Max Drawdown (3Y)Largest decline over 3 years | -36.28% | -15.63% | -20.65% |
Max Drawdown (5Y)Largest decline over 5 years | -36.28% | -21.31% | -14.97% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -30.62% | -9.14% |
Current DrawdownCurrent decline from peak | -24.43% | -5.35% | -19.08% |
Average DrawdownAverage peak-to-trough decline | -11.01% | -6.09% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.94% | 3.51% | +20.43% |
Volatility
JIEMX vs. YAFFX - Volatility Comparison
The current volatility for John Hancock Funds II Equity Income Fund (JIEMX) is 2.99%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 4.34%. This indicates that JIEMX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIEMX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 4.34% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 14.23% | -5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.24% | 16.20% | +22.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 13.93% | +8.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 14.34% | +7.18% |
JIEMX vs. YAFFX - Expense Ratio Comparison
JIEMX has a 0.76% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Dividends
JIEMX vs. YAFFX - Dividend Comparison
JIEMX's dividend yield for the trailing twelve months is around 0.52%, less than YAFFX's 14.92% 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% |
YAFFX AMG Yacktman Focused Fund | 14.92% | 18.55% | 10.20% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Frequently Asked Questions
JIEMX and YAFFX 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.
YAFFX has higher volatility (4.34%) compared to JIEMX (2.99%). In terms of maximum drawdown, JIEMX dropped -62.26% vs YAFFX's -43.80%.
YAFFX currently has the higher Sharpe Ratio (2.37 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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