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BFFAX vs. TAUSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BFFAX and TAUSX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BFFAX vs. TAUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Bond Fund of America Class F-3 (BFFAX) and John Hancock Investment Grade Bond Fund (TAUSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BFFAX:

1.01

TAUSX:

0.83

Sortino Ratio

BFFAX:

1.40

TAUSX:

1.15

Omega Ratio

BFFAX:

1.17

TAUSX:

1.14

Calmar Ratio

BFFAX:

0.37

TAUSX:

0.35

Martin Ratio

BFFAX:

2.39

TAUSX:

1.96

Ulcer Index

BFFAX:

2.14%

TAUSX:

2.27%

Daily Std Dev

BFFAX:

5.40%

TAUSX:

5.72%

Max Drawdown

BFFAX:

-19.76%

TAUSX:

-19.54%

Current Drawdown

BFFAX:

-8.62%

TAUSX:

-7.85%

Returns By Period

In the year-to-date period, BFFAX achieves a 1.88% return, which is significantly higher than TAUSX's 1.54% return.


BFFAX

YTD

1.88%

1M

-0.60%

6M

1.30%

1Y

5.39%

3Y*

1.21%

5Y*

-1.05%

10Y*

N/A

TAUSX

YTD

1.54%

1M

-0.46%

6M

0.78%

1Y

4.70%

3Y*

1.12%

5Y*

-0.72%

10Y*

1.36%

*Annualized

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BFFAX vs. TAUSX - Expense Ratio Comparison

BFFAX has a 0.20% expense ratio, which is lower than TAUSX's 0.74% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BFFAX vs. TAUSX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BFFAX
The Risk-Adjusted Performance Rank of BFFAX is 6868
Overall Rank
The Sharpe Ratio Rank of BFFAX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BFFAX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BFFAX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of BFFAX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of BFFAX is 6262
Martin Ratio Rank

TAUSX
The Risk-Adjusted Performance Rank of TAUSX is 5858
Overall Rank
The Sharpe Ratio Rank of TAUSX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of TAUSX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of TAUSX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of TAUSX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of TAUSX is 5050
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.

BFFAX vs. TAUSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America Class F-3 (BFFAX) and John Hancock Investment Grade Bond Fund (TAUSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current BFFAX Sharpe Ratio is 1.01, which is comparable to the TAUSX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of BFFAX and TAUSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BFFAX vs. TAUSX - Dividend Comparison

BFFAX's dividend yield for the trailing twelve months is around 4.67%, more than TAUSX's 4.07% yield.


TTM20242023202220212020201920182017201620152014
BFFAX
American Funds The Bond Fund of America Class F-3
4.67%4.68%3.95%3.22%2.36%5.38%4.01%2.73%2.01%0.00%0.00%0.00%
TAUSX
John Hancock Investment Grade Bond Fund
4.07%4.06%3.59%2.98%2.42%3.37%2.74%2.84%2.66%2.74%2.88%3.26%

Drawdowns

BFFAX vs. TAUSX - Drawdown Comparison

The maximum BFFAX drawdown since its inception was -19.76%, roughly equal to the maximum TAUSX drawdown of -19.54%. Use the drawdown chart below to compare losses from any high point for BFFAX and TAUSX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BFFAX vs. TAUSX - Volatility Comparison

American Funds The Bond Fund of America Class F-3 (BFFAX) and John Hancock Investment Grade Bond Fund (TAUSX) have volatilities of 1.52% and 1.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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