JDJIX — Diversified Macro Fund
Data updated: 2026-06-25
JDJIX — Diversified Macro Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Ultra-Short Treasury / Sovereign Bond · $924.48M AUM · 1.36% expense ratio · 7.3% 1-yr return. From SEC regulatory filings.
JDJIX Fund Overview
JDJIX — Diversified Macro Fund is a US mutual fund managed by John Hancock Investment Trust, categorised as Ultra-Short Treasury / Sovereign Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: John Hancock Investment Trust
- Category: Ultra-Short Treasury / Sovereign Bond
- Assets under management: $924.48M
- 1-year return: 7.3%
- Ticker: JDJIX
- SEC CIK: 0000022370
- SEC series ID: S000066059
- Share class ID: C000213580
JDJIX Holdings
Top 10 holdings of Diversified Macro Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Treasury Bills | 22.15% |
| United States Treasury Bills | 16.95% |
| United States Treasury Bills | 14.38% |
| United States Treasury Bills | 12.68% |
| NASDAQ 100 E-Mini 0626 | 0.86% |
| SandP500 EMINI FUT 0626 | 0.74% |
| Gasoline Rbob Fut 0526 | 0.64% |
| Nikkei 225 Ose 0626 | 0.50% |
| Brent Crude Futr 0526 | 0.40% |
| 3 Month Sofr Fut 0927 | 0.39% |
JDJIX Portfolio Allocation
Asset-class allocation of Diversified Macro Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 66.1% |
| Derivatives | 2.9% |
| Real Estate | 0.2% |
JDJIX Performance
Total returns for JDJIX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 8.7% |
| 1 year | 7.3% |
| 3 years (annualised) | 1.3% |
| 5 years (annualised) | 2.8% |
JDJIX Risk Information
Risk metrics for JDJIX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.3%
JDJIX Costs and Fees
JDJIX costs about $136 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.36%
- Gross expense ratio: 1.37%
- Portfolio turnover: 0%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
JDJIX Cashflows
Over the 12 months to 2026-04, Diversified Macro Fund had net outflows of $515.53M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$4.73M |
| 2026-03 | −$11.74M |
| 2026-02 | −$1.95M |
| 2026-01 | −$57.50M |
| 2025-12 | −$56.54M |
| 2025-11 | −$91.39M |
JDJIX Debt Constituents
Largest debt holdings of Diversified Macro Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury Bills | 22.15% |
| United States Treasury Bills | 16.95% |
| United States Treasury Bills | 14.38% |
| United States Treasury Bills | 12.68% |
JDJIX Prospectus and SEC Filings
Official Diversified Macro Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Ultra-Short Treasury / Sovereign Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.