TAUSX's Sortino Ratio of 1.04 indicates that for each unit of downside volatility, it generates 1.04 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
TAUSX Sortino Ratio Rank
TAUSX ranks above 18.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
TAUSX Sortino Ratio Market Positioning
The chart shows TAUSX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.39 or lower
- Yellow zone (middle 50%): 1.39 to 2.62
- Green zone (top 25%): 2.62 or higher
- Top 1%: 7.99+
- Median: 2.08 — half of all investments score higher
How it compares to other similar mutual funds
The table compares John Hancock Investment Grade Bond Fund's Sortino Ratio with other mutual funds in the Intermediate Core Bond, Investment Grade Bonds category across multiple time periods, showing how TAUSX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PSDSX | Palmer Square Ultra-Short Duration Investment Grade Fund | 4.26 | |||
| IGIEX | Ashmore Emerging Markets Investment Grade Income Fund | 3.98 | |||
| JMSIX | JPMorgan Income Fund Class I | 3.52 | |||
| VTIPX | Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares | 3.39 | |||
| VMLUX | Vanguard Limited-Term Tax-Exempt Fund Admiral Shares | 3.31 | |||
| FSHBX | Fidelity Short-Term Bond Fund | 3.08 | |||
| VSCSX | Vanguard Short-Term Corporate Bond Index Fund Admiral Shares | 3.05 | |||
| VCAIX | Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares | 2.87 | |||
| STWTX | Hartford Schroders Tax-Aware Bond Fund | 2.76 | |||
| SISIX | Virtus Seix Investment Grade Tax-Exempt Bond Fund | 2.50 | |||
| TAUSX | John Hancock Investment Grade Bond Fund | 1.04 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows TAUSX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when TAUSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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