Correlation
The correlation between JMKIX and EMB is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMKIX or EMB.
Performance
JMKIX vs. EMB - Performance Comparison
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Key characteristics
JMKIX:
1.64
EMB:
1.07
JMKIX:
2.23
EMB:
1.58
JMKIX:
1.32
EMB:
1.21
JMKIX:
1.11
EMB:
0.70
JMKIX:
5.88
EMB:
5.24
JMKIX:
1.44%
EMB:
1.58%
JMKIX:
5.38%
EMB:
7.60%
JMKIX:
-26.63%
EMB:
-34.70%
JMKIX:
-1.63%
EMB:
-4.22%
Returns By Period
In the year-to-date period, JMKIX achieves a 1.68% return, which is significantly lower than EMB's 3.60% return. Over the past 10 years, JMKIX has outperformed EMB with an annualized return of 3.52%, while EMB has yielded a comparatively lower 2.72% annualized return.
JMKIX
1.68%
0.26%
0.53%
8.00%
5.81%
3.15%
3.52%
EMB
3.60%
1.12%
1.29%
7.53%
5.03%
1.47%
2.72%
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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.
Risk-Adjusted Performance
JMKIX vs. EMB — Risk-Adjusted Performance Rank
JMKIX
EMB
JMKIX vs. EMB - Risk-Adjusted Performance 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.
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Dividends
JMKIX vs. EMB - Dividend Comparison
JMKIX's dividend yield for the trailing twelve months is around 5.77%, more than EMB's 5.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMKIX John Hancock Funds Emerging Markets Debt Fund | 5.77% | 6.13% | 5.62% | 5.88% | 4.31% | 4.40% | 4.75% | 5.54% | 5.32% | 6.63% | 5.61% | 5.50% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.53% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% |
Drawdowns
JMKIX vs. EMB - Drawdown Comparison
The maximum JMKIX drawdown since its inception was -26.63%, 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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Volatility
JMKIX vs. EMB - Volatility Comparison
The current volatility for John Hancock Funds Emerging Markets Debt Fund (JMKIX) is 1.11%, while iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a volatility of 1.68%. 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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