BTO vs. PRISX
BTO (John Hancock Financial Opportunities Fund) and PRISX (T. Rowe Price Financial Services Fund) are both Financials Equities funds. Over the past 10 years, BTO returned 12.10%/yr vs 15.85%/yr for PRISX. A 0.75 correlation means they provide meaningful diversification when combined. BTO charges 2.01%/yr vs 0.88%/yr for PRISX.
Performance
BTO vs. PRISX - Performance Comparison
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Returns By Period
In the year-to-date period, BTO achieves a 13.64% return, which is significantly higher than PRISX's 2.43% return. Over the past 10 years, BTO has underperformed PRISX with an annualized return of 12.10%, while PRISX has yielded a comparatively higher 15.85% annualized return.
BTO
- 1D
- 1.02%
- 1M
- 6.86%
- YTD
- 13.64%
- 6M
- 11.11%
- 1Y
- 20.96%
- 3Y*
- 24.12%
- 5Y*
- 8.27%
- 10Y*
- 12.10%
PRISX
- 1D
- 0.37%
- 1M
- 4.59%
- YTD
- 2.43%
- 6M
- 0.39%
- 1Y
- 13.24%
- 3Y*
- 24.84%
- 5Y*
- 12.03%
- 10Y*
- 15.85%
BTO vs. PRISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTO John Hancock Financial Opportunities Fund | 13.64% | 5.85% | 28.92% | -1.16% | -23.58% | 61.86% | -8.97% | 38.87% | -25.68% | 13.12% |
PRISX T. Rowe Price Financial Services Fund | 2.43% | 18.75% | 30.87% | 14.95% | -10.99% | 37.83% | 5.65% | 32.84% | -10.12% | 19.17% |
Correlation
The correlation between BTO and PRISX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.75 |
The correlation between BTO and PRISX has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
BTO vs. PRISX — Risk / Return Rank
BTO
PRISX
BTO vs. PRISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Financial Opportunities Fund (BTO) and T. Rowe Price Financial Services Fund (PRISX). 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.
| BTO | PRISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.05 | +0.33 |
| Martin ratioReturn relative to average drawdown | 3.42 | 2.92 | +0.50 |
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Drawdowns
BTO vs. PRISX - Drawdown Comparison
The maximum BTO drawdown since its inception was -72.27%, which is greater than PRISX's maximum drawdown of -67.34%. Use the drawdown chart below to compare losses from any high point for BTO and PRISX.
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Drawdown Indicators
| BTO | PRISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.27% | -67.34% | -4.93% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -13.92% | -1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -25.19% | -18.06% | -7.13% |
Max Drawdown (5Y)Largest decline over 5 years | -51.80% | -26.95% | -24.85% |
Max Drawdown (10Y)Largest decline over 10 years | -65.70% | -42.86% | -22.84% |
Current DrawdownCurrent decline from peak | 0.00% | -0.80% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -18.97% | -11.23% | -7.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.14% | 4.99% | +1.15% |
Volatility
BTO vs. PRISX - Volatility Comparison
John Hancock Financial Opportunities Fund (BTO) has a higher volatility of 5.58% compared to T. Rowe Price Financial Services Fund (PRISX) at 4.35%. This indicates that BTO's price experiences larger fluctuations and is considered to be riskier than PRISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTO | PRISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 4.35% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 12.22% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.65% | 15.91% | +4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.88% | 20.20% | +10.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.11% | 21.77% | +14.34% |
BTO vs. PRISX - Expense Ratio Comparison
BTO has a 2.01% expense ratio, which is higher than PRISX's 0.88% expense ratio.
Dividends
BTO vs. PRISX - Dividend Comparison
BTO's dividend yield for the trailing twelve months is around 6.76%, which matches PRISX's 6.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTO John Hancock Financial Opportunities Fund | 6.76% | 7.41% | 7.28% | 8.64% | 7.51% | 4.72% | 7.25% | 6.06% | 5.94% | 3.76% | 5.10% | 4.75% |
PRISX T. Rowe Price Financial Services Fund | 6.70% | 6.87% | 8.74% | 2.00% | 2.08% | 3.00% | 10.22% | 6.14% | 11.97% | 4.68% | 1.00% | 3.86% |
Frequently Asked Questions
BTO and PRISX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTO has higher volatility (5.58%) compared to PRISX (4.35%). In terms of maximum drawdown, BTO dropped -72.27% vs PRISX's -67.34%.
BTO currently has the higher Sharpe Ratio (1.03 vs 0.92), 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.
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