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HEQ vs. CFIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HEQ vs. CFIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Diversified Income Fund (HEQ) and American Funds Capital Income Builder Fund Class F-3 (CFIHX). The values are adjusted to include any dividend payments, if applicable.

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HEQ vs. CFIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HEQ
John Hancock Diversified Income Fund
4.57%15.64%11.70%-3.14%-3.08%24.44%-14.28%26.76%-17.29%19.11%
CFIHX
American Funds Capital Income Builder Fund Class F-3
1.72%20.76%9.78%9.31%-6.86%15.39%3.52%17.60%-6.77%13.12%

Returns By Period

In the year-to-date period, HEQ achieves a 4.57% return, which is significantly higher than CFIHX's 1.72% return.


HEQ

1D
1.20%
1M
-2.08%
YTD
4.57%
6M
7.79%
1Y
15.46%
3Y*
8.04%
5Y*
7.73%
10Y*
7.06%

CFIHX

1D
1.49%
1M
-4.12%
YTD
1.72%
6M
4.41%
1Y
16.56%
3Y*
13.01%
5Y*
8.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HEQ vs. CFIHX - Expense Ratio Comparison

HEQ has a 0.02% expense ratio, which is lower than CFIHX's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

HEQ vs. CFIHX — Risk / Return Rank

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

HEQ
HEQ Risk / Return Rank: 5858
Overall Rank
HEQ Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HEQ Sortino Ratio Rank: 5555
Sortino Ratio Rank
HEQ Omega Ratio Rank: 5959
Omega Ratio Rank
HEQ Calmar Ratio Rank: 5858
Calmar Ratio Rank
HEQ Martin Ratio Rank: 6565
Martin Ratio Rank

CFIHX
CFIHX Risk / Return Rank: 8080
Overall Rank
CFIHX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CFIHX Sortino Ratio Rank: 8181
Sortino Ratio Rank
CFIHX Omega Ratio Rank: 8181
Omega Ratio Rank
CFIHX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CFIHX Martin Ratio Rank: 8383
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.

HEQ vs. CFIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Diversified Income Fund (HEQ) and American Funds Capital Income Builder Fund Class F-3 (CFIHX). 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.


HEQCFIHXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.65

-0.49

Sortino ratio

Return per unit of downside risk

1.68

2.24

-0.57

Omega ratio

Gain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratio

Return relative to maximum drawdown

1.68

2.05

-0.37

Martin ratio

Return relative to average drawdown

7.46

9.40

-1.94

HEQ vs. CFIHX - Sharpe Ratio Comparison

The current HEQ Sharpe Ratio is 1.16, which is comparable to the CFIHX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of HEQ and CFIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HEQCFIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.65

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.85

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.74

-0.42

Correlation

The correlation between HEQ and CFIHX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HEQ vs. CFIHX - Dividend Comparison

HEQ's dividend yield for the trailing twelve months is around 9.10%, more than CFIHX's 7.98% yield.


TTM20252024202320222021202020192018201720162015
HEQ
John Hancock Diversified Income Fund
9.10%9.30%9.79%10.75%10.09%8.92%11.64%10.09%11.50%10.44%9.57%10.40%
CFIHX
American Funds Capital Income Builder Fund Class F-3
7.98%8.03%5.35%3.79%3.77%3.46%3.70%4.41%4.11%4.74%0.00%0.00%

Drawdowns

HEQ vs. CFIHX - Drawdown Comparison

The maximum HEQ drawdown since its inception was -44.38%, which is greater than CFIHX's maximum drawdown of -25.26%. Use the drawdown chart below to compare losses from any high point for HEQ and CFIHX.


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Drawdown Indicators


HEQCFIHXDifference

Max Drawdown

Largest peak-to-trough decline

-44.38%

-25.26%

-19.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.31%

-8.37%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-17.45%

-7.92%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

Current Drawdown

Current decline from peak

-2.76%

-4.83%

+2.07%

Average Drawdown

Average peak-to-trough decline

-8.66%

-3.48%

-5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.82%

+0.31%

Volatility

HEQ vs. CFIHX - Volatility Comparison

John Hancock Diversified Income Fund (HEQ) has a higher volatility of 5.28% compared to American Funds Capital Income Builder Fund Class F-3 (CFIHX) at 3.72%. This indicates that HEQ's price experiences larger fluctuations and is considered to be riskier than CFIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEQCFIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

3.72%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

6.13%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

10.20%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

9.96%

+6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

11.00%

+7.81%