JMKIX vs. JVMIX
Compare and contrast key facts about John Hancock Funds Emerging Markets Debt Fund (JMKIX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
JMKIX is managed by John Hancock. It was launched on Dec 30, 2009. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Performance
JMKIX vs. JVMIX - Performance Comparison
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JMKIX vs. JVMIX - 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% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | -0.62% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 15.10% |
Returns By Period
In the year-to-date period, JMKIX achieves a -2.07% return, which is significantly lower than JVMIX's -0.62% return. Over the past 10 years, JMKIX has underperformed JVMIX with an annualized return of 3.80%, while JVMIX has yielded a comparatively higher 9.92% 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%
JVMIX
- 1D
- -0.66%
- 1M
- -8.11%
- YTD
- -0.62%
- 6M
- -1.21%
- 1Y
- 12.47%
- 3Y*
- 12.01%
- 5Y*
- 8.13%
- 10Y*
- 9.92%
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JMKIX vs. JVMIX - Expense Ratio Comparison
Both JMKIX and JVMIX have an expense ratio of 0.87%.
Return for Risk
JMKIX vs. JVMIX — Risk / Return Rank
JMKIX
JVMIX
JMKIX vs. JVMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Emerging Markets Debt Fund (JMKIX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). 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 | JVMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 0.74 | +0.83 |
Sortino ratioReturn per unit of downside risk | 2.16 | 1.16 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.16 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 0.88 | +0.91 |
Martin ratioReturn relative to average drawdown | 7.42 | 3.65 | +3.77 |
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 | JVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 0.74 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.44 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.49 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.29 | +0.44 |
Correlation
The correlation between JMKIX and JVMIX is 0.27, 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.
Dividends
JMKIX vs. JVMIX - Dividend Comparison
JMKIX's dividend yield for the trailing twelve months is around 5.35%, less than JVMIX's 9.30% 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% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 9.30% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Drawdowns
JMKIX vs. JVMIX - Drawdown Comparison
The maximum JMKIX drawdown since its inception was -27.36%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JMKIX and JVMIX.
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Drawdown Indicators
| JMKIX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.36% | -67.04% | +39.68% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -13.22% | +8.73% |
Max Drawdown (5Y)Largest decline over 5 years | -27.36% | -21.13% | -6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -27.36% | -42.64% | +15.28% |
Current DrawdownCurrent decline from peak | -4.22% | -8.57% | +4.35% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -13.43% | +8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 3.20% | -2.11% |
Volatility
JMKIX vs. JVMIX - Volatility Comparison
The current volatility for John Hancock Funds Emerging Markets Debt Fund (JMKIX) is 1.75%, while John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a volatility of 3.86%. This indicates that JMKIX experiences smaller price fluctuations and is considered to be less risky than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMKIX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.75% | 3.86% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 9.61% | -6.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.18% | 18.06% | -12.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.04% | 18.43% | -12.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.48% | 20.31% | -13.83% |