JMKIX vs. GMCDX
Compare and contrast key facts about John Hancock Funds Emerging Markets Debt Fund (JMKIX) and GMO Emerging Country Debt Fund (GMCDX).
JMKIX is managed by John Hancock. It was launched on Dec 30, 2009. GMCDX is managed by GMO. It was launched on Apr 18, 1994.
Performance
JMKIX vs. GMCDX - Performance Comparison
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JMKIX vs. GMCDX - 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% |
GMCDX GMO Emerging Country Debt Fund | 2.31% | 22.34% | 13.39% | 17.63% | -16.30% | 6.56% | 7.25% | 14.28% | -5.89% | 12.49% |
Returns By Period
In the year-to-date period, JMKIX achieves a -1.82% return, which is significantly lower than GMCDX's 2.31% return. Over the past 10 years, JMKIX has underperformed GMCDX with an annualized return of 3.82%, while GMCDX has yielded a comparatively higher 7.62% 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%
GMCDX
- 1D
- 0.30%
- 1M
- -2.54%
- YTD
- 2.31%
- 6M
- 8.44%
- 1Y
- 20.37%
- 3Y*
- 17.91%
- 5Y*
- 9.25%
- 10Y*
- 7.62%
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JMKIX vs. GMCDX - Expense Ratio Comparison
JMKIX has a 0.87% expense ratio, which is higher than GMCDX's 0.53% expense ratio.
Return for Risk
JMKIX vs. GMCDX — Risk / Return Rank
JMKIX
GMCDX
JMKIX vs. GMCDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Emerging Markets Debt Fund (JMKIX) and GMO Emerging Country Debt Fund (GMCDX). 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 | GMCDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 3.12 | -1.59 |
Sortino ratioReturn per unit of downside risk | 2.12 | 4.54 | -2.42 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.76 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 3.55 | -1.69 |
Martin ratioReturn relative to average drawdown | 7.48 | 17.85 | -10.37 |
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 | GMCDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 3.12 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.83 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.82 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.30 | +0.43 |
Correlation
The correlation between JMKIX and GMCDX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JMKIX vs. GMCDX - Dividend Comparison
JMKIX's dividend yield for the trailing twelve months is around 5.34%, less than GMCDX's 6.13% 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% |
GMCDX GMO Emerging Country Debt Fund | 6.13% | 6.27% | 6.88% | 10.26% | 13.73% | 17.75% | 9.66% | 6.60% | 7.76% | 7.06% | 6.00% | 2.50% |
Drawdowns
JMKIX vs. GMCDX - Drawdown Comparison
The maximum JMKIX drawdown since its inception was -27.36%, smaller than the maximum GMCDX drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for JMKIX and GMCDX.
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Drawdown Indicators
| JMKIX | GMCDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.36% | -68.24% | +40.88% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -5.69% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -27.36% | -26.02% | -1.34% |
Max Drawdown (10Y)Largest decline over 10 years | -27.36% | -26.02% | -1.34% |
Current DrawdownCurrent decline from peak | -3.98% | -3.56% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -17.75% | +12.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 1.14% | -0.03% |
Volatility
JMKIX vs. GMCDX - Volatility Comparison
The current volatility for John Hancock Funds Emerging Markets Debt Fund (JMKIX) is 1.76%, while GMO Emerging Country Debt Fund (GMCDX) has a volatility of 2.27%. This indicates that JMKIX experiences smaller price fluctuations and is considered to be less risky than GMCDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMKIX | GMCDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 2.27% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 3.92% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.18% | 6.72% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.04% | 11.16% | -5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.48% | 9.31% | -2.83% |