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HEQ vs. CMUVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HEQ vs. CMUVX - 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 75/25 Fund (CMUVX). The values are adjusted to include any dividend payments, if applicable.

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HEQ vs. CMUVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HEQ
John Hancock Diversified Income Fund
3.33%15.64%11.70%-3.14%-3.08%3.97%
CMUVX
Catholic Responsible Investments Magnus 75/25 Fund
-4.31%14.69%13.39%19.07%-17.54%3.47%

Returns By Period

In the year-to-date period, HEQ achieves a 3.33% return, which is significantly higher than CMUVX's -4.31% return.


HEQ

1D
2.65%
1M
-3.32%
YTD
3.33%
6M
6.72%
1Y
14.53%
3Y*
7.61%
5Y*
7.48%
10Y*
6.93%

CMUVX

1D
-0.23%
1M
-7.19%
YTD
-4.31%
6M
-2.59%
1Y
11.93%
3Y*
11.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HEQ vs. CMUVX - Expense Ratio Comparison

HEQ has a 0.02% expense ratio, which is lower than CMUVX'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. CMUVX — Risk / Return Rank

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

HEQ
HEQ Risk / Return Rank: 6363
Overall Rank
HEQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HEQ Sortino Ratio Rank: 5959
Sortino Ratio Rank
HEQ Omega Ratio Rank: 6464
Omega Ratio Rank
HEQ Calmar Ratio Rank: 6464
Calmar Ratio Rank
HEQ Martin Ratio Rank: 7171
Martin Ratio Rank

CMUVX
CMUVX Risk / Return Rank: 4444
Overall Rank
CMUVX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CMUVX Sortino Ratio Rank: 4444
Sortino Ratio Rank
CMUVX Omega Ratio Rank: 4545
Omega Ratio Rank
CMUVX Calmar Ratio Rank: 4141
Calmar Ratio Rank
CMUVX Martin Ratio Rank: 5151
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. CMUVX - 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 75/25 Fund (CMUVX). 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.


HEQCMUVXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.89

+0.20

Sortino ratio

Return per unit of downside risk

1.59

1.35

+0.24

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.52

1.08

+0.44

Martin ratio

Return relative to average drawdown

6.79

5.06

+1.72

HEQ vs. CMUVX - Sharpe Ratio Comparison

The current HEQ Sharpe Ratio is 1.10, which is comparable to the CMUVX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of HEQ and CMUVX, 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


HEQCMUVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.89

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.43

-0.11

Correlation

The correlation between HEQ and CMUVX is 0.57, 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. CMUVX - Dividend Comparison

HEQ's dividend yield for the trailing twelve months is around 9.21%, less than CMUVX's 37.77% yield.


TTM20252024202320222021202020192018201720162015
HEQ
John Hancock Diversified Income Fund
9.21%9.30%9.79%10.75%10.09%8.92%11.64%10.09%11.50%10.44%9.57%10.40%
CMUVX
Catholic Responsible Investments Magnus 75/25 Fund
37.77%36.14%2.54%2.03%2.47%0.06%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HEQ vs. CMUVX - Drawdown Comparison

The maximum HEQ drawdown since its inception was -44.38%, which is greater than CMUVX's maximum drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for HEQ and CMUVX.


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Drawdown Indicators


HEQCMUVXDifference

Max Drawdown

Largest peak-to-trough decline

-44.38%

-23.51%

-20.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-9.68%

+0.20%

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

-3.91%

-7.59%

+3.68%

Average Drawdown

Average peak-to-trough decline

-8.66%

-6.49%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.07%

+0.06%

Volatility

HEQ vs. CMUVX - Volatility Comparison

John Hancock Diversified Income Fund (HEQ) has a higher volatility of 5.24% compared to Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) at 3.83%. This indicates that HEQ's price experiences larger fluctuations and is considered to be riskier than CMUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEQCMUVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

3.83%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

7.27%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.32%

13.59%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

13.20%

+3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

13.20%

+5.61%