HEQ vs. TSAIX
Compare and contrast key facts about John Hancock Diversified Income Fund (HEQ) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX).
HEQ is managed by John Hancock. It was launched on May 26, 2011. TSAIX is managed by TIAA Investments. It was launched on Dec 8, 2011.
Performance
HEQ vs. TSAIX - Performance Comparison
Loading graphics...
HEQ vs. TSAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HEQ John Hancock Diversified Income Fund | 3.33% | 15.64% | 11.70% | -3.14% | -3.08% | 24.44% | -14.28% | 26.76% | -17.29% | 23.20% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | -5.91% | 20.04% | 15.46% | 22.72% | -19.57% | 17.10% | 19.69% | 27.97% | -11.27% | 22.35% |
Returns By Period
In the year-to-date period, HEQ achieves a 3.33% return, which is significantly higher than TSAIX's -5.91% return. Over the past 10 years, HEQ has underperformed TSAIX with an annualized return of 6.93%, while TSAIX has yielded a comparatively higher 10.54% annualized 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%
TSAIX
- 1D
- -0.38%
- 1M
- -9.58%
- YTD
- -5.91%
- 6M
- -3.06%
- 1Y
- 15.39%
- 3Y*
- 14.41%
- 5Y*
- 7.42%
- 10Y*
- 10.54%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HEQ vs. TSAIX - Expense Ratio Comparison
HEQ has a 0.02% expense ratio, which is lower than TSAIX's 0.04% 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. TSAIX — Risk / Return Rank
HEQ
TSAIX
HEQ vs. TSAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Diversified Income Fund (HEQ) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). 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.
| HEQ | TSAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.92 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.37 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.08 | +0.44 |
Martin ratioReturn relative to average drawdown | 6.79 | 4.80 | +1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HEQ | TSAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.92 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.46 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.60 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.65 | -0.34 |
Correlation
The correlation between HEQ and TSAIX is 0.59, 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. TSAIX - Dividend Comparison
HEQ's dividend yield for the trailing twelve months is around 9.21%, more than TSAIX's 7.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 7.84% | 7.38% | 2.94% | 1.81% | 9.27% | 11.82% | 5.59% | 5.71% | 5.71% | 1.13% | 4.12% | 7.19% |
Drawdowns
HEQ vs. TSAIX - Drawdown Comparison
The maximum HEQ drawdown since its inception was -44.38%, which is greater than TSAIX's maximum drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for HEQ and TSAIX.
Loading graphics...
Drawdown Indicators
| HEQ | TSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.38% | -34.58% | -9.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -11.72% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -28.28% | +2.91% |
Max Drawdown (10Y)Largest decline over 10 years | -44.38% | -34.58% | -9.80% |
Current DrawdownCurrent decline from peak | -3.91% | -10.28% | +6.37% |
Average DrawdownAverage peak-to-trough decline | -8.66% | -4.96% | -3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.77% | -0.64% |
Volatility
HEQ vs. TSAIX - Volatility Comparison
John Hancock Diversified Income Fund (HEQ) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) have volatilities of 5.24% and 5.29%, 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.
Loading graphics...
Volatility by Period
| HEQ | TSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 5.29% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | 9.81% | -2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.32% | 17.09% | -3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 16.15% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 17.59% | +1.22% |