See what your fund actually adds
John Hancock Funds II Capital Appreciation Value Fund Class NAV JCAVX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JCAVX | Replication |
|---|---|---|
| Annualized growth | 7.9% | 8.3% |
| Annualized volatility | 10.9% | 11.5% |
| Sharpe ratio | 0.75 | 0.75 |
| Maximum drawdown | 17.0% | 22.1% |
| Replication fit (R²) | 0.93 · Tracking error 3.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model JCAVX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 36.6% |
| SPHY | FI · High Yield | 28.8% |
| EMLC | FI · EM Local Currency | 13.9% |
| XLV | Sector · Healthcare | 13.7% |
| USMV | Factor · Min Vol | 7.0% |