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HEQ vs. CMMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HEQ vs. CMMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Diversified Income Fund (HEQ) and Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX). The values are adjusted to include any dividend payments, if applicable.

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HEQ vs. CMMVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HEQ
John Hancock Diversified Income Fund
4.57%15.64%11.70%-3.14%-3.08%3.97%
CMMVX
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund
-1.73%13.09%12.44%16.24%-15.57%2.78%

Returns By Period

In the year-to-date period, HEQ achieves a 4.57% return, which is significantly higher than CMMVX's -1.73% 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%

CMMVX

1D
1.80%
1M
-3.90%
YTD
-1.73%
6M
-0.37%
1Y
11.97%
3Y*
11.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HEQ vs. CMMVX - Expense Ratio Comparison

HEQ has a 0.02% expense ratio, which is lower than CMMVX's 0.15% 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. CMMVX — 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

CMMVX
CMMVX Risk / Return Rank: 5555
Overall Rank
CMMVX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CMMVX Sortino Ratio Rank: 5454
Sortino Ratio Rank
CMMVX Omega Ratio Rank: 5454
Omega Ratio Rank
CMMVX Calmar Ratio Rank: 5252
Calmar Ratio Rank
CMMVX Martin Ratio Rank: 6363
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. CMMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Diversified Income Fund (HEQ) and Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX). 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.


HEQCMMVXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.12

+0.05

Sortino ratio

Return per unit of downside risk

1.68

1.65

+0.03

Omega ratio

Gain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratio

Return relative to maximum drawdown

1.68

1.55

+0.13

Martin ratio

Return relative to average drawdown

7.46

7.16

+0.30

HEQ vs. CMMVX - Sharpe Ratio Comparison

The current HEQ Sharpe Ratio is 1.16, which is comparable to the CMMVX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of HEQ and CMMVX, 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


HEQCMMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.12

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

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

0.51

-0.20

Correlation

The correlation between HEQ and CMMVX 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. CMMVX - Dividend Comparison

HEQ's dividend yield for the trailing twelve months is around 9.10%, more than CMMVX's 3.75% 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%
CMMVX
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund
3.75%3.68%3.00%2.31%1.76%0.08%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HEQ vs. CMMVX - Drawdown Comparison

The maximum HEQ drawdown since its inception was -44.38%, which is greater than CMMVX's maximum drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for HEQ and CMMVX.


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Drawdown Indicators


HEQCMMVXDifference

Max Drawdown

Largest peak-to-trough decline

-44.38%

-20.58%

-23.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.31%

-8.06%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

Current Drawdown

Current decline from peak

-2.76%

-4.63%

+1.87%

Average Drawdown

Average peak-to-trough decline

-8.66%

-5.66%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.75%

+0.38%

Volatility

HEQ vs. CMMVX - Volatility Comparison

John Hancock Diversified Income Fund (HEQ) has a higher volatility of 5.28% compared to Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) at 3.85%. This indicates that HEQ's price experiences larger fluctuations and is considered to be riskier than CMMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEQCMMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

3.85%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

6.18%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

11.16%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

10.75%

+5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

10.75%

+8.06%