PortfoliosLab logo
John Hancock ESG Core Bond Fund (JBOIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4780306043

CUSIP

478030604

Inception Date

Dec 14, 2016

Min. Investment

$250,000

Asset Class

Bond

Expense Ratio

JBOIX has an expense ratio of 0.56%, placing it in the medium range.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


John Hancock ESG Core Bond Fund

Performance

Performance Chart


Loading data...

S&P 500

Returns By Period


JBOIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of JBOIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.64%1.38%-0.54%0.00%1.49%
20240.39%-0.92%0.62%-1.34%1.20%0.63%1.95%1.06%1.04%-1.61%0.74%-0.77%2.96%
20232.12%-1.84%2.14%0.58%-0.83%-0.51%0.38%-0.05%-1.06%-0.73%2.78%2.28%5.22%
2022-1.53%-0.86%-2.28%-2.34%0.69%-1.01%1.69%-2.04%-2.72%-0.57%2.36%-0.31%-8.70%
2021-0.30%-0.89%-0.79%0.45%0.26%0.31%0.75%-0.23%-0.62%-0.54%-0.05%-0.85%-2.48%
20201.46%1.24%-0.48%1.62%0.84%0.65%0.75%-0.20%-0.02%-0.30%0.54%-0.49%5.74%
20191.00%-0.02%1.41%-0.01%1.30%0.98%0.00%1.67%-0.40%0.29%-0.10%0.00%6.27%
2018-0.84%-0.55%0.27%-0.54%0.59%-0.13%0.08%0.49%-0.32%-0.32%0.49%1.22%0.43%
20170.25%0.45%0.07%0.56%0.47%-0.23%0.47%0.46%-0.46%-0.04%-0.25%-0.04%1.72%
20160.60%0.60%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, JBOIX is among the top 14% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JBOIX is 8686
Overall Rank
The Sharpe Ratio Rank of JBOIX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of JBOIX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of JBOIX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of JBOIX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of JBOIX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for John Hancock ESG Core Bond Fund (JBOIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for John Hancock ESG Core Bond Fund. This metric is based on the past 12 months of trading data. Please check back later for updated information.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

John Hancock ESG Core Bond Fund provided a 103.42% dividend yield over the last twelve months, with an annual payout of $9.57 per share.


2.00%2.50%3.00%3.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$9.57$0.33$0.28$0.20$0.30$0.30$0.23$0.21$0.20

Dividend yield

103.42%3.58%3.06%2.22%2.93%2.84%2.27%2.14%2.01%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock ESG Core Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.03$0.03$0.03$9.25$9.34
2024$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.03$0.28
2022$0.01$0.01$0.02$0.01$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.20
2021$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.01$0.01$0.02$0.10$0.30
2020$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.09$0.30
2019$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.23
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.21
2017$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.02$0.02$0.03$0.20

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock ESG Core Bond 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 ESG Core Bond Fund was 14.11%, occurring on Oct 20, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.11%Aug 7, 2020556Oct 20, 2022
-5%Mar 10, 20208Mar 19, 202027Apr 28, 202035
-3.11%Sep 11, 2017172May 16, 2018178Jan 31, 2019350
-1.54%Sep 5, 20197Sep 13, 201915Oct 4, 201922
-1.06%Oct 7, 201924Nov 7, 201951Jan 23, 202075
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...