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John Hancock Bond Fund (JHNBX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US4102231010
CUSIP
410223101
Inception Date
Nov 9, 1973
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock Bond 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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S&P 500 Index

Returns By Period

John Hancock Bond Fund (JHNBX) has returned -0.87% so far this year and 3.69% over the past 12 months. Over the last ten years, JHNBX has returned 2.24% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


John Hancock Bond Fund

1D
0.52%
1M
-2.74%
YTD
-0.87%
6M
0.09%
1Y
3.69%
3Y*
3.76%
5Y*
0.04%
10Y*
2.24%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 1980, JHNBX's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, your investment would double in approximately 16.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 1980 with a return of +9.4%, while the worst month was Feb 1980 at -9.5%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JHNBX closed higher 43% of trading days. The best single day was Nov 17, 1981 with a return of +8.9%, while the worst single day was Feb 19, 1980 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.41%1.51%-2.74%-0.87%
20250.65%2.22%-0.24%-0.03%-0.40%1.77%-0.25%1.31%1.16%0.56%0.63%-0.22%7.36%
20240.02%-1.36%1.09%-2.58%1.81%1.02%2.44%1.43%1.34%-2.63%1.31%-1.77%1.97%
20233.77%-2.32%1.81%0.60%-1.09%-0.04%0.11%-0.71%-2.76%-1.99%4.99%4.07%6.24%
2022-2.38%-1.35%-2.58%-4.21%0.12%-3.28%2.81%-2.52%-4.75%-1.14%3.78%-0.53%-15.22%
2021-0.77%-1.22%-1.17%0.96%0.28%1.08%1.14%-0.08%-0.74%-0.20%-0.13%0.21%-0.68%

Benchmark Metrics

John Hancock Bond Fund has an annualized alpha of 4.23%, beta of 0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 03, 1980.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (19.26%) than losses (11.46%) — typical of diversified or defensive assets.
  • Beta of 0.01 may look defensive, but with R² of 0.00 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 0.00 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.23%
Beta
0.01
0.00
Upside Capture
19.26%
Downside Capture
11.46%

Expense Ratio

JHNBX has an expense ratio of 0.76%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JHNBX ranks 46 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JHNBX Risk / Return Rank: 4646
Overall Rank
JHNBX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JHNBX Sortino Ratio Rank: 4444
Sortino Ratio Rank
JHNBX Omega Ratio Rank: 3333
Omega Ratio Rank
JHNBX Calmar Ratio Rank: 6262
Calmar Ratio Rank
JHNBX Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for John Hancock Bond Fund (JHNBX) and compare them to a chosen benchmark (S&P 500 Index).


JHNBXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.90

+0.07

Sortino ratio

Return per unit of downside risk

1.36

1.39

-0.03

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.46

1.40

+0.06

Martin ratio

Return relative to average drawdown

4.56

6.61

-2.05

Explore JHNBX 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 Bond Fund provided a 3.96% dividend yield over the last twelve months, with an annual payout of $0.53 per share. The fund has been increasing its distributions for 3 consecutive years.


3.00%3.50%4.00%4.50%5.00%5.50%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.53$0.58$0.55$0.52$0.39$0.53$0.92$0.60$0.53$0.51$0.50$0.54

Dividend yield

3.96%4.25%4.14%3.80%2.93%3.30%5.50%3.75%3.51%3.23%3.19%3.48%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.05$0.00$0.09
2025$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.07$0.58
2024$0.04$0.05$0.05$0.04$0.05$0.04$0.05$0.04$0.04$0.05$0.05$0.06$0.55
2023$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.05$0.04$0.52
2022$0.04$0.04$0.04$0.04$0.04$0.00$0.00$0.04$0.04$0.04$0.04$0.04$0.39
2021$0.00$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.16$0.53

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 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 Bond Fund was 24.74%, occurring on Sep 17, 1981. Recovery took 1071 trading sessions.

The current John Hancock Bond Fund drawdown is 3.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.74%Jul 18, 1980295Sep 17, 19811071Dec 11, 19851366
-20.13%Sep 15, 2021280Oct 24, 2022
-15.99%Apr 22, 1986377Oct 15, 1987869Mar 25, 19911246
-15.52%Jan 23, 2008214Nov 24, 2008168Jul 28, 2009382
-14.33%Jan 18, 198042Mar 18, 198063Jun 17, 1980105

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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