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BMCIX vs. JHBIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BMCIX vs. JHBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Equity Income Fund (BMCIX) 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, BMCIX achieves a 9.40% return, which is significantly higher than JHBIX's 0.59% return. Over the past 10 years, BMCIX has outperformed JHBIX with an annualized return of 9.73%, while JHBIX has yielded a comparatively lower 2.49% annualized return.


BMCIX

1D
0.76%
1M
3.30%
YTD
9.40%
6M
10.07%
1Y
23.08%
3Y*
13.20%
5Y*
9.64%
10Y*
9.73%

JHBIX

1D
0.22%
1M
1.05%
YTD
0.59%
6M
1.13%
1Y
5.46%
3Y*
4.77%
5Y*
0.19%
10Y*
2.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMCIX vs. JHBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMCIX
BlackRock High Equity Income Fund
9.40%17.11%7.80%10.05%-2.62%22.41%-1.56%22.00%-6.25%16.31%
JHBIX
John Hancock Bond Fund Class I
0.59%7.68%2.28%6.57%-14.99%-0.41%10.56%10.48%-0.86%5.26%

Correlation

The correlation between BMCIX and JHBIX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.33

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

0.22

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

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2001

-0.08

The correlation between BMCIX and JHBIX shifts across timeframes, from -0.08 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BMCIX vs. JHBIX — Risk / Return Rank

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

BMCIX
BMCIX Risk / Return Rank: 5454
Overall Rank
BMCIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BMCIX Sortino Ratio Rank: 6161
Sortino Ratio Rank
BMCIX Omega Ratio Rank: 5555
Omega Ratio Rank
BMCIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
BMCIX Martin Ratio Rank: 5454
Martin Ratio Rank

JHBIX
JHBIX Risk / Return Rank: 2626
Overall Rank
JHBIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
JHBIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
JHBIX Omega Ratio Rank: 2626
Omega Ratio Rank
JHBIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
JHBIX Martin Ratio Rank: 2121
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.

BMCIX vs. JHBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Equity Income Fund (BMCIX) 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.


BMCIXJHBIXDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.37

1.25

+0.12

Calmar ratioReturn relative to maximum drawdown

2.42

1.73

+0.70

Martin ratioReturn relative to average drawdown

10.33

5.00

+5.33

BMCIX vs. JHBIX - Sharpe Ratio Comparison

The current BMCIX Sharpe Ratio is 2.07, which is higher than the JHBIX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BMCIX 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

BMCIX vs. JHBIX - Drawdown Comparison

The maximum BMCIX drawdown since its inception was -72.64%, which is greater than JHBIX's maximum drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for BMCIX and JHBIX.


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Drawdown Indicators


BMCIXJHBIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.64%

-19.90%

-52.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

-3.17%

-6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-13.69%

-6.62%

-7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-19.90%

+1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-38.24%

-19.90%

-18.34%

Current Drawdown

Current decline from peak

-0.44%

-1.35%

+0.91%

Average Drawdown

Average peak-to-trough decline

-18.80%

-2.73%

-16.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

1.09%

+1.14%

Volatility

BMCIX vs. JHBIX - Volatility Comparison

BlackRock High Equity Income Fund (BMCIX) has a higher volatility of 3.71% compared to John Hancock Bond Fund Class I (JHBIX) at 1.24%. This indicates that BMCIX's price experiences larger fluctuations and is considered to be riskier 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


BMCIXJHBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

1.24%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

3.02%

+5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

3.94%

+7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

5.92%

+7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

4.96%

+10.81%

BMCIX vs. JHBIX - Expense Ratio Comparison

BMCIX has a 0.85% expense ratio, which is higher than JHBIX's 0.46% expense ratio.


Dividends

BMCIX vs. JHBIX - Dividend Comparison

BMCIX's dividend yield for the trailing twelve months is around 7.60%, more than JHBIX's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
BMCIX
BlackRock High Equity Income Fund
7.60%7.86%7.66%6.75%6.60%6.58%4.50%3.95%9.41%50.24%5.51%8.16%
JHBIX
John Hancock Bond Fund Class I
4.61%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


BMCIX and JHBIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BMCIX has higher volatility (3.71%) compared to JHBIX (1.24%). In terms of maximum drawdown, BMCIX dropped -72.64% vs JHBIX's -19.90%.

BMCIX currently has the higher Sharpe Ratio (2.07 vs 1.39), 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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