MEIFX vs. USGLX
Compare and contrast key facts about Meridian Enhanced Equity Fund (MEIFX) and John Hancock U.S. Global Leaders Growth Fund (USGLX).
MEIFX is managed by Meridian. It was launched on Jan 31, 2005. USGLX is managed by John Hancock. It was launched on Sep 29, 1995.
Performance
MEIFX vs. USGLX - Performance Comparison
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MEIFX vs. USGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEIFX Meridian Enhanced Equity Fund | -1.60% | 6.51% | 13.19% | 18.96% | -16.43% | 15.15% | 26.18% | 44.95% | -0.51% | 27.94% |
USGLX John Hancock U.S. Global Leaders Growth Fund | -13.88% | 2.94% | 18.17% | 29.14% | -29.76% | 19.18% | 35.40% | 33.07% | 3.35% | 25.38% |
Returns By Period
In the year-to-date period, MEIFX achieves a -1.60% return, which is significantly higher than USGLX's -13.88% return. Over the past 10 years, MEIFX has outperformed USGLX with an annualized return of 13.78%, while USGLX has yielded a comparatively lower 10.60% annualized return.
MEIFX
- 1D
- 0.08%
- 1M
- -3.16%
- YTD
- -1.60%
- 6M
- -1.55%
- 1Y
- 4.96%
- 3Y*
- 9.70%
- 5Y*
- 5.75%
- 10Y*
- 13.78%
USGLX
- 1D
- 0.53%
- 1M
- -7.62%
- YTD
- -13.88%
- 6M
- -13.56%
- 1Y
- -6.98%
- 3Y*
- 7.24%
- 5Y*
- 2.21%
- 10Y*
- 10.60%
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MEIFX vs. USGLX - Expense Ratio Comparison
MEIFX has a 1.20% expense ratio, which is higher than USGLX's 1.13% expense ratio.
Return for Risk
MEIFX vs. USGLX — Risk / Return Rank
MEIFX
USGLX
MEIFX vs. USGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meridian Enhanced Equity Fund (MEIFX) and John Hancock U.S. Global Leaders Growth Fund (USGLX). 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.
| MEIFX | USGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | -0.36 | +0.65 |
Sortino ratioReturn per unit of downside risk | 0.55 | -0.40 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.07 | 0.95 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.55 | +1.04 |
Martin ratioReturn relative to average drawdown | 2.30 | -1.78 | +4.08 |
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
| MEIFX | USGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | -0.36 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.11 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.53 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.48 | +0.03 |
Correlation
The correlation between MEIFX and USGLX is 0.80, 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
MEIFX vs. USGLX - Dividend Comparison
MEIFX's dividend yield for the trailing twelve months is around 7.36%, less than USGLX's 32.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIFX Meridian Enhanced Equity Fund | 7.36% | 7.25% | 14.61% | 0.61% | 9.28% | 25.44% | 13.26% | 40.49% | 11.67% | 1.18% | 0.78% | 4.24% |
USGLX John Hancock U.S. Global Leaders Growth Fund | 32.96% | 28.38% | 15.79% | 0.00% | 0.00% | 8.75% | 11.38% | 6.76% | 13.55% | 7.34% | 5.42% | 6.57% |
Drawdowns
MEIFX vs. USGLX - Drawdown Comparison
The maximum MEIFX drawdown since its inception was -54.37%, which is greater than USGLX's maximum drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for MEIFX and USGLX.
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Drawdown Indicators
| MEIFX | USGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.37% | -46.82% | -7.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -16.11% | +7.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.54% | -36.80% | +13.26% |
Max Drawdown (10Y)Largest decline over 10 years | -28.67% | -36.80% | +8.13% |
Current DrawdownCurrent decline from peak | -7.42% | -23.33% | +15.91% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -7.35% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 4.93% | -2.88% |
Volatility
MEIFX vs. USGLX - Volatility Comparison
The current volatility for Meridian Enhanced Equity Fund (MEIFX) is 3.54%, while John Hancock U.S. Global Leaders Growth Fund (USGLX) has a volatility of 4.66%. This indicates that MEIFX experiences smaller price fluctuations and is considered to be less risky than USGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIFX | USGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 4.66% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | 10.03% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 18.66% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 20.98% | -5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 20.23% | -2.28% |