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BILPX vs. JHBIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BILPX vs. JHBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Event Driven Equity Fund (BILPX) and John Hancock Bond Fund Class I (JHBIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BILPX achieves a 2.21% return, which is significantly higher than JHBIX's 0.30% return. Over the past 10 years, BILPX has outperformed JHBIX with an annualized return of 5.10%, while JHBIX has yielded a comparatively lower 2.46% annualized return.


BILPX

1D
0.09%
1M
0.28%
YTD
2.21%
6M
2.21%
1Y
5.95%
3Y*
7.05%
5Y*
3.87%
10Y*
5.10%

JHBIX

1D
-0.30%
1M
0.75%
YTD
0.30%
6M
0.83%
1Y
4.92%
3Y*
4.67%
5Y*
0.18%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILPX vs. JHBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BILPX
BlackRock Event Driven Equity Fund
2.21%8.43%4.37%5.38%0.01%1.95%6.30%7.29%5.47%7.15%
JHBIX
John Hancock Bond Fund Class I
0.30%7.68%2.28%6.57%-14.99%-0.41%10.56%10.48%-0.86%5.26%

Correlation

The correlation between BILPX and JHBIX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2007

-0.05

The correlation between BILPX and JHBIX shifts across timeframes, from -0.05 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BILPX vs. JHBIX — Risk / Return Rank

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

BILPX
BILPX Risk / Return Rank: 7676
Overall Rank
BILPX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BILPX Sortino Ratio Rank: 7474
Sortino Ratio Rank
BILPX Omega Ratio Rank: 6969
Omega Ratio Rank
BILPX Calmar Ratio Rank: 8787
Calmar Ratio Rank
BILPX Martin Ratio Rank: 8787
Martin Ratio Rank

JHBIX
JHBIX Risk / Return Rank: 2424
Overall Rank
JHBIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JHBIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
JHBIX Omega Ratio Rank: 2424
Omega Ratio Rank
JHBIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
JHBIX Martin Ratio Rank: 2020
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.

BILPX vs. JHBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Event Driven Equity Fund (BILPX) and John Hancock Bond Fund Class I (JHBIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BILPXJHBIXDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.42

1.23

+0.19

Calmar ratioReturn relative to maximum drawdown

4.05

1.63

+2.42

Martin ratioReturn relative to average drawdown

15.35

4.70

+10.66

BILPX vs. JHBIX - Sharpe Ratio Comparison

The current BILPX Sharpe Ratio is 2.12, which is higher than the JHBIX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BILPX and JHBIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BILPX vs. JHBIX - Drawdown Comparison

The maximum BILPX drawdown since its inception was -47.50%, which is greater than JHBIX's maximum drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for BILPX and JHBIX.


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Drawdown Indicators


BILPXJHBIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-19.90%

-27.60%

Max Drawdown (1Y)

Largest decline over 1 year

-1.53%

-3.17%

+1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-3.33%

-6.62%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-4.53%

-19.90%

+15.37%

Max Drawdown (10Y)

Largest decline over 10 years

-11.58%

-19.90%

+8.32%

Current Drawdown

Current decline from peak

0.00%

-1.65%

+1.65%

Average Drawdown

Average peak-to-trough decline

-5.51%

-2.73%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

1.10%

-0.70%

Volatility

BILPX vs. JHBIX - Volatility Comparison

The current volatility for BlackRock Event Driven Equity Fund (BILPX) is 0.76%, while John Hancock Bond Fund Class I (JHBIX) has a volatility of 1.17%. This indicates that BILPX experiences smaller price fluctuations and is considered to be less risky than JHBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILPXJHBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

1.17%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

3.03%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

3.96%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.10%

5.92%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

4.96%

-0.32%

BILPX vs. JHBIX - Expense Ratio Comparison

BILPX has a 1.16% expense ratio, which is higher than JHBIX's 0.46% expense ratio.


Dividends

BILPX vs. JHBIX - Dividend Comparison

BILPX's dividend yield for the trailing twelve months is around 4.10%, less than JHBIX's 4.62% yield.


PositionTTM20252024202320222021202020192018201720162015
BILPX
BlackRock Event Driven Equity Fund
4.10%4.19%4.16%1.99%2.58%2.66%2.97%3.41%1.97%5.12%1.11%74.64%
JHBIX
John Hancock Bond Fund Class I
4.62%4.54%4.45%4.11%3.21%3.57%5.78%4.04%3.81%3.54%3.50%3.81%

Frequently Asked Questions


BILPX and JHBIX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JHBIX has higher volatility (1.17%) compared to BILPX (0.76%). In terms of maximum drawdown, BILPX dropped -47.50% vs JHBIX's -19.90%.

BILPX currently has the higher Sharpe Ratio (2.12 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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