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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in John Hancock Diversified Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
John Hancock Diversified Income Fund (HEQ) has returned 3.33% so far this year and 14.53% over the past 12 months. Over the last ten years, HEQ has returned 6.93% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
John Hancock Diversified Income Fund
- 1D
- 2.65%
- 1M
- -3.32%
- YTD
- 3.33%
- 6M
- 6.72%
- 1Y
- 14.53%
- 3Y*
- 7.61%
- 5Y*
- 7.48%
- 10Y*
- 6.93%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 27, 2011, HEQ's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +14.6%, while the worst month was Mar 2020 at -21.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, HEQ closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 12, 2020 at -16.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.07% | 3.70% | -3.32% | 3.33% | |||||||||
| 2025 | 2.06% | 1.54% | 0.68% | -2.64% | 4.14% | 2.73% | -1.04% | 2.96% | 1.12% | 0.94% | 1.67% | 0.63% | 15.64% |
| 2024 | -0.30% | 2.00% | 5.17% | -4.67% | 4.20% | 2.16% | 3.18% | 2.15% | 2.54% | -2.28% | 3.64% | -5.96% | 11.70% |
| 2023 | 6.09% | -4.02% | 1.89% | -2.49% | -10.23% | 8.88% | 0.65% | -2.30% | -7.50% | -2.30% | 7.49% | 2.55% | -3.14% |
| 2022 | -0.69% | -1.01% | 4.15% | 0.31% | 2.45% | -10.02% | 2.89% | 2.06% | -2.48% | -2.55% | 8.10% | -5.11% | -3.08% |
| 2021 | -2.19% | 4.74% | 5.34% | 2.41% | 4.38% | 5.36% | 0.45% | -0.45% | -3.37% | 3.19% | 1.85% | 0.81% | 24.44% |
Benchmark Metrics
John Hancock Diversified Income Fund has an annualized alpha of -1.10%, beta of 0.65, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since May 31, 2011.
- This fund participated in 88.03% of S&P 500 Index downside but only 66.16% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.65 may look defensive, but with R² of 0.42 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.42 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -1.10%
- Beta
- 0.65
- R²
- 0.42
- Upside Capture
- 66.16%
- Downside Capture
- 88.03%
Expense Ratio
HEQ has an expense ratio of 0.02%, which is considered low.
Return for Risk
Risk / Return Rank
HEQ ranks 63 for risk / return — better than 63% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for John Hancock Diversified Income Fund (HEQ) and compare them to a chosen benchmark (S&P 500 Index).
| HEQ | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.90 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.39 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.40 | +0.12 |
Martin ratioReturn relative to average drawdown | 6.79 | 6.61 | +0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore HEQ risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
John Hancock Diversified Income Fund provided a 9.21% dividend yield over the last twelve months, with an annual payout of $1.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.00 | $1.00 | $1.00 | $1.08 | $1.16 | $1.16 | $1.33 | $1.50 | $1.50 | $1.82 | $1.50 | $1.50 |
Dividend yield | 9.21% | 9.30% | 9.79% | 10.75% | 10.09% | 8.92% | 11.64% | 10.09% | 11.50% | 10.44% | 9.57% | 10.40% |
Monthly Dividends
The table displays the monthly dividend distributions for John Hancock Diversified Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.25 | $0.25 | |||||||||
| 2025 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $1.00 |
| 2024 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $1.00 |
| 2023 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $1.08 |
| 2022 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $1.16 |
| 2021 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $1.16 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the John Hancock Diversified Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the John Hancock Diversified Income Fund was 44.38%, occurring on Mar 23, 2020. Recovery took 319 trading sessions.
The current John Hancock Diversified Income Fund drawdown is 3.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.38% | Jan 16, 2020 | 46 | Mar 23, 2020 | 319 | Jun 28, 2021 | 365 |
| -32.4% | Jul 11, 2011 | 61 | Oct 4, 2011 | 491 | Sep 18, 2013 | 552 |
| -26.15% | May 14, 2018 | 156 | Dec 24, 2018 | 246 | Dec 16, 2019 | 402 |
| -25.37% | May 26, 2022 | 358 | Oct 27, 2023 | 405 | Jun 11, 2025 | 763 |
| -21.73% | Jul 28, 2014 | 374 | Jan 20, 2016 | 142 | Aug 11, 2016 | 516 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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