FIDAX vs. FLC
FIDAX (John Hancock Financial Industries Fund) and FLC (Flaherty & Crumrine Total Return Fund Inc) are both Financials Equities funds. Over the past 10 years, FIDAX returned 11.14%/yr vs 4.70%/yr for FLC. Their 0.30 correlation means their historical movements had little consistent relationship. FIDAX charges 1.24%/yr vs 1.64%/yr for FLC.
Performance
FIDAX vs. FLC - Performance Comparison
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Returns By Period
In the year-to-date period, FIDAX achieves a 7.41% return, which is significantly higher than FLC's -0.52% return. Over the past 10 years, FIDAX has outperformed FLC with an annualized return of 11.14%, while FLC has yielded a comparatively lower 4.70% annualized return.
FIDAX
- 1D
- 0.55%
- 1M
- 2.74%
- 6M
- 7.17%
- YTD
- 7.41%
- 1Y
- 17.81%
- 3Y*
- 18.13%
- 5Y*
- 8.78%
- 10Y*
- 11.14%
- ALL TIME*
- 7.70%
FLC
- 1D
- 0.12%
- 1M
- -0.97%
- 6M
- -2.28%
- YTD
- -0.52%
- 1Y
- 5.01%
- 3Y*
- 12.34%
- 5Y*
- -0.10%
- 10Y*
- 4.70%
- ALL TIME*
- 6.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $387.95K | $309.19K | $366.10K |
FIDAX vs. FLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIDAX John Hancock Financial Industries Fund | 7.41% | 12.05% | 30.09% | 5.01% | -14.17% | 28.80% | 1.58% | 31.21% | -15.30% | 11.00% |
FLC Flaherty & Crumrine Total Return Fund Inc | -0.52% | 12.38% | 23.05% | -0.83% | -25.11% | 2.82% | 14.12% | 38.65% | -14.14% | 17.00% |
Correlation
The correlation between FIDAX and FLC is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2003 | 0.30 |
The correlation between FIDAX and FLC shifts across timeframes, from 0.30 (all time) to 0.42 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FIDAX vs. FLC — Risk / Return Rank
FIDAX
FLC
FIDAX vs. FLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Financial Industries Fund (FIDAX) and Flaherty & Crumrine Total Return Fund Inc (FLC). 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.
| FIDAX | FLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.13 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.60 | +0.48 |
| Martin ratioReturn relative to average drawdown | 3.05 | 1.68 | +1.37 |
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Drawdowns
FIDAX vs. FLC - Drawdown Comparison
The maximum FIDAX drawdown since its inception was -70.42%, smaller than the maximum FLC drawdown of -76.79%. Use the drawdown chart below to compare losses from any high point for FIDAX and FLC.
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Drawdown Indicators
| FIDAX | FLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.42% | -76.79% | +6.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -8.34% | -5.48% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -11.81% | -7.54% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | -40.14% | +9.25% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -55.27% | +13.18% |
Current DrawdownCurrent decline from peak | -1.08% | -3.96% | +2.88% |
Average DrawdownAverage peak-to-trough decline | -14.01% | -10.82% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.87% | 2.95% | +1.92% |
Volatility
FIDAX vs. FLC - Volatility Comparison
John Hancock Financial Industries Fund (FIDAX) has a higher volatility of 4.17% compared to Flaherty & Crumrine Total Return Fund Inc (FLC) at 1.89%. This indicates that FIDAX's price experiences larger fluctuations and is considered to be riskier than FLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDAX | FLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 1.89% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.11% | 6.14% | +5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 7.38% | +8.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.52% | 14.07% | +6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.80% | 21.98% | -0.18% |
FIDAX vs. FLC - Expense Ratio Comparison
FIDAX has a 1.24% expense ratio, which is lower than FLC's 1.64% expense ratio.
Dividends
FIDAX vs. FLC - Dividend Comparison
FIDAX's dividend yield for the trailing twelve months is around 44.86%, more than FLC's 7.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDAX John Hancock Financial Industries Fund | 44.86% | 48.19% | 10.24% | 1.91% | 11.22% | 23.08% | 5.41% | 7.56% | 7.72% | 6.10% | 6.01% | 0.93% |
FLC Flaherty & Crumrine Total Return Fund Inc | 7.55% | 6.81% | 6.62% | 7.38% | 8.95% | 6.86% | 6.27% | 6.31% | 8.34% | 7.22% | 8.20% | 8.51% |
Frequently Asked Questions
FIDAX and FLC have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIDAX has higher volatility (4.17%) compared to FLC (1.89%). In terms of maximum drawdown, FIDAX dropped -70.42% vs FLC's -76.79%.
FIDAX currently has the higher Sharpe Ratio (0.92 vs 0.67), 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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