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FBKWX vs. JHNBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBKWX and JHNBX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

FBKWX vs. JHNBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total Bond Fund Class Z (FBKWX) and John Hancock Bond Fund (JHNBX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.00%
0.59%
FBKWX
JHNBX

Key characteristics

Sharpe Ratio

FBKWX:

0.35

JHNBX:

0.28

Sortino Ratio

FBKWX:

0.53

JHNBX:

0.43

Omega Ratio

FBKWX:

1.06

JHNBX:

1.05

Calmar Ratio

FBKWX:

0.18

JHNBX:

0.11

Martin Ratio

FBKWX:

1.09

JHNBX:

0.82

Ulcer Index

FBKWX:

1.71%

JHNBX:

1.91%

Daily Std Dev

FBKWX:

5.34%

JHNBX:

5.63%

Max Drawdown

FBKWX:

-18.08%

JHNBX:

-20.10%

Current Drawdown

FBKWX:

-6.29%

JHNBX:

-10.03%

Returns By Period

In the year-to-date period, FBKWX achieves a 1.97% return, which is significantly higher than JHNBX's 1.02% return.


FBKWX

YTD

1.97%

1M

-0.95%

6M

1.01%

1Y

2.29%

5Y*

0.31%

10Y*

N/A

JHNBX

YTD

1.02%

1M

-1.04%

6M

0.59%

1Y

1.65%

5Y*

-0.45%

10Y*

1.54%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FBKWX vs. JHNBX - Expense Ratio Comparison

FBKWX has a 0.36% expense ratio, which is lower than JHNBX's 0.76% expense ratio.


JHNBX
John Hancock Bond Fund
Expense ratio chart for JHNBX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for FBKWX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

FBKWX vs. JHNBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total Bond Fund Class Z (FBKWX) and John Hancock Bond Fund (JHNBX). 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.


Sharpe ratio
The chart of Sharpe ratio for FBKWX, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.000.350.22
The chart of Sortino ratio for FBKWX, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.000.530.34
The chart of Omega ratio for FBKWX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.04
The chart of Calmar ratio for FBKWX, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.0014.000.180.09
The chart of Martin ratio for FBKWX, currently valued at 1.09, compared to the broader market0.0020.0040.0060.001.090.63
FBKWX
JHNBX

The current FBKWX Sharpe Ratio is 0.35, which is comparable to the JHNBX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FBKWX and JHNBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.35
0.22
FBKWX
JHNBX

Dividends

FBKWX vs. JHNBX - Dividend Comparison

FBKWX's dividend yield for the trailing twelve months is around 4.09%, more than JHNBX's 3.69% yield.


TTM20232022202120202019201820172016201520142013
FBKWX
Fidelity Advisor Total Bond Fund Class Z
4.09%4.23%3.42%2.29%2.62%3.02%3.31%2.84%3.06%3.81%0.22%0.00%
JHNBX
John Hancock Bond Fund
3.69%3.79%3.58%2.95%3.10%3.14%3.52%3.23%3.20%3.51%4.46%4.27%

Drawdowns

FBKWX vs. JHNBX - Drawdown Comparison

The maximum FBKWX drawdown since its inception was -18.08%, smaller than the maximum JHNBX drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for FBKWX and JHNBX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-6.29%
-10.03%
FBKWX
JHNBX

Volatility

FBKWX vs. JHNBX - Volatility Comparison

Fidelity Advisor Total Bond Fund Class Z (FBKWX) and John Hancock Bond Fund (JHNBX) have volatilities of 1.57% and 1.64%, 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.


1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.57%
1.64%
FBKWX
JHNBX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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