JMKIX vs. EMB
Compare and contrast key facts about John Hancock Funds Emerging Markets Debt Fund (JMKIX) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB).
JMKIX is managed by John Hancock. It was launched on Dec 30, 2009. EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007.
Performance
JMKIX vs. EMB - Performance Comparison
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JMKIX vs. EMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMKIX John Hancock Funds Emerging Markets Debt Fund | -2.07% | 12.17% | 6.13% | 10.15% | -15.69% | -2.53% | 5.09% | 14.51% | -5.80% | 13.40% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | -1.61% | 13.85% | 5.54% | 10.62% | -18.63% | -2.23% | 5.42% | 15.48% | -5.47% | 10.28% |
Returns By Period
In the year-to-date period, JMKIX achieves a -2.07% return, which is significantly lower than EMB's -1.61% return. Over the past 10 years, JMKIX has outperformed EMB with an annualized return of 3.80%, while EMB has yielded a comparatively lower 3.18% annualized return.
JMKIX
- 1D
- -0.13%
- 1M
- -4.22%
- YTD
- -2.07%
- 6M
- 1.19%
- 1Y
- 7.63%
- 3Y*
- 8.13%
- 5Y*
- 2.06%
- 10Y*
- 3.80%
EMB
- 1D
- 0.88%
- 1M
- -3.49%
- YTD
- -1.61%
- 6M
- 1.15%
- 1Y
- 9.10%
- 3Y*
- 8.35%
- 5Y*
- 1.77%
- 10Y*
- 3.18%
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JMKIX vs. EMB - Expense Ratio Comparison
JMKIX has a 0.87% expense ratio, which is higher than EMB's 0.39% expense ratio.
Return for Risk
JMKIX vs. EMB — Risk / Return Rank
JMKIX
EMB
JMKIX vs. EMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Emerging Markets Debt Fund (JMKIX) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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 | EMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.32 | +0.25 |
Sortino ratioReturn per unit of downside risk | 2.16 | 1.86 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.28 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.07 | -0.28 |
Martin ratioReturn relative to average drawdown | 7.42 | 8.46 | -1.04 |
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 | EMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.32 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.18 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.32 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.42 | +0.31 |
Correlation
The correlation between JMKIX and EMB is 0.65, 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. EMB - Dividend Comparison
JMKIX's dividend yield for the trailing twelve months is around 5.35%, more than EMB's 5.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMKIX John Hancock Funds Emerging Markets Debt Fund | 5.35% | 5.76% | 4.60% | 4.21% | 4.86% | 3.97% | 4.43% | 4.35% | 5.55% | 5.31% | 6.05% | 5.62% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.09% | 4.98% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% |
Drawdowns
JMKIX vs. EMB - Drawdown Comparison
The maximum JMKIX drawdown since its inception was -27.36%, smaller than the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for JMKIX and EMB.
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Drawdown Indicators
| JMKIX | EMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.36% | -34.70% | +7.34% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -4.51% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -27.36% | -28.74% | +1.38% |
Max Drawdown (10Y)Largest decline over 10 years | -27.36% | -28.74% | +1.38% |
Current DrawdownCurrent decline from peak | -4.22% | -3.50% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -5.10% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 1.10% | -0.01% |
Volatility
JMKIX vs. EMB - Volatility Comparison
The current volatility for John Hancock Funds Emerging Markets Debt Fund (JMKIX) is 1.75%, while iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a volatility of 3.12%. This indicates that JMKIX experiences smaller price fluctuations and is considered to be less risky than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMKIX | EMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.75% | 3.12% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 4.01% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.18% | 6.95% | -1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.04% | 9.75% | -3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.48% | 9.94% | -3.46% |