JMKIX vs. EELDX
Compare and contrast key facts about John Hancock Funds Emerging Markets Debt Fund (JMKIX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX).
JMKIX is managed by John Hancock. It was launched on Dec 30, 2009. EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013.
Performance
JMKIX vs. EELDX - Performance Comparison
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JMKIX vs. EELDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMKIX John Hancock Funds Emerging Markets Debt Fund | -1.82% | 12.17% | 6.13% | 10.15% | -15.69% | -2.53% | 5.09% | 14.51% | -5.80% | 13.40% |
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 1.45% | 15.80% | 14.87% | 11.46% | -6.14% | 1.55% | 7.44% | 18.34% | -4.27% | 13.05% |
Returns By Period
In the year-to-date period, JMKIX achieves a -1.82% return, which is significantly lower than EELDX's 1.45% return. Over the past 10 years, JMKIX has underperformed EELDX with an annualized return of 3.82%, while EELDX has yielded a comparatively higher 7.77% annualized return.
JMKIX
- 1D
- 0.25%
- 1M
- -3.40%
- YTD
- -1.82%
- 6M
- 1.44%
- 1Y
- 7.62%
- 3Y*
- 8.22%
- 5Y*
- 2.05%
- 10Y*
- 3.82%
EELDX
- 1D
- 0.12%
- 1M
- -2.51%
- YTD
- 1.45%
- 6M
- 6.78%
- 1Y
- 15.35%
- 3Y*
- 13.77%
- 5Y*
- 7.74%
- 10Y*
- 7.77%
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JMKIX vs. EELDX - Expense Ratio Comparison
JMKIX has a 0.87% expense ratio, which is higher than EELDX's 0.78% expense ratio.
Return for Risk
JMKIX vs. EELDX — Risk / Return Rank
JMKIX
EELDX
JMKIX vs. EELDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Emerging Markets Debt Fund (JMKIX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX). 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.
| JMKIX | EELDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 4.12 | -2.59 |
Sortino ratioReturn per unit of downside risk | 2.12 | 5.70 | -3.58 |
Omega ratioGain probability vs. loss probability | 1.32 | 2.00 | -0.68 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 4.06 | -2.20 |
Martin ratioReturn relative to average drawdown | 7.48 | 16.48 | -9.00 |
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
| JMKIX | EELDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 4.12 | -2.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 1.70 | -1.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 1.64 | -1.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 1.31 | -0.58 |
Correlation
The correlation between JMKIX and EELDX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JMKIX vs. EELDX - Dividend Comparison
JMKIX's dividend yield for the trailing twelve months is around 5.34%, less than EELDX's 11.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMKIX John Hancock Funds Emerging Markets Debt Fund | 5.34% | 5.76% | 4.60% | 4.21% | 4.86% | 3.97% | 4.43% | 4.35% | 5.55% | 5.31% | 6.05% | 5.62% |
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 11.18% | 9.44% | 8.58% | 9.02% | 9.17% | 7.87% | 7.71% | 7.86% | 8.16% | 7.90% | 4.12% | 1.65% |
Drawdowns
JMKIX vs. EELDX - Drawdown Comparison
The maximum JMKIX drawdown since its inception was -27.36%, which is greater than EELDX's maximum drawdown of -19.12%. Use the drawdown chart below to compare losses from any high point for JMKIX and EELDX.
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Drawdown Indicators
| JMKIX | EELDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.36% | -19.12% | -8.24% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -3.68% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -27.36% | -17.35% | -10.01% |
Max Drawdown (10Y)Largest decline over 10 years | -27.36% | -19.12% | -8.24% |
Current DrawdownCurrent decline from peak | -3.98% | -3.56% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -2.94% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 0.91% | +0.20% |
Volatility
JMKIX vs. EELDX - Volatility Comparison
John Hancock Funds Emerging Markets Debt Fund (JMKIX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) have volatilities of 1.76% and 1.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMKIX | EELDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 1.85% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 2.76% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.18% | 3.72% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.04% | 4.59% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.48% | 4.76% | +1.72% |