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JEEIX vs. SVBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEEIX vs. SVBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JHancock Infrastructure Fund (JEEIX) and John Hancock Balanced Fund (SVBAX). The values are adjusted to include any dividend payments, if applicable.

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JEEIX vs. SVBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JEEIX
JHancock Infrastructure Fund
11.67%25.51%13.24%4.74%-8.48%13.97%2.53%23.46%-1.43%17.09%
SVBAX
John Hancock Balanced Fund
-2.58%15.69%13.31%18.22%-15.79%14.49%15.97%21.28%-5.02%13.40%

Returns By Period

In the year-to-date period, JEEIX achieves a 11.67% return, which is significantly higher than SVBAX's -2.58% return. Over the past 10 years, JEEIX has outperformed SVBAX with an annualized return of 9.62%, while SVBAX has yielded a comparatively lower 8.91% annualized return.


JEEIX

1D
0.66%
1M
-3.68%
YTD
11.67%
6M
15.45%
1Y
27.03%
3Y*
18.11%
5Y*
10.71%
10Y*
9.62%

SVBAX

1D
-0.24%
1M
-5.47%
YTD
-2.58%
6M
1.01%
1Y
14.91%
3Y*
12.95%
5Y*
7.35%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEEIX vs. SVBAX - Expense Ratio Comparison

JEEIX has a 0.95% expense ratio, which is lower than SVBAX's 1.03% expense ratio.


Return for Risk

JEEIX vs. SVBAX — Risk / Return Rank

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

JEEIX
JEEIX Risk / Return Rank: 9595
Overall Rank
JEEIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JEEIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
JEEIX Omega Ratio Rank: 9393
Omega Ratio Rank
JEEIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
JEEIX Martin Ratio Rank: 9797
Martin Ratio Rank

SVBAX
SVBAX Risk / Return Rank: 7979
Overall Rank
SVBAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SVBAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
SVBAX Omega Ratio Rank: 7777
Omega Ratio Rank
SVBAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
SVBAX Martin Ratio Rank: 8686
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.

JEEIX vs. SVBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JHancock Infrastructure Fund (JEEIX) and John Hancock Balanced Fund (SVBAX). 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.


JEEIXSVBAXDifference

Sharpe ratio

Return per unit of total volatility

2.33

1.38

+0.95

Sortino ratio

Return per unit of downside risk

3.01

1.99

+1.02

Omega ratio

Gain probability vs. loss probability

1.46

1.29

+0.17

Calmar ratio

Return relative to maximum drawdown

3.62

1.80

+1.81

Martin ratio

Return relative to average drawdown

16.58

8.90

+7.67

JEEIX vs. SVBAX - Sharpe Ratio Comparison

The current JEEIX Sharpe Ratio is 2.33, which is higher than the SVBAX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of JEEIX and SVBAX, 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


JEEIXSVBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

1.38

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.69

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.83

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.67

-0.03

Correlation

The correlation between JEEIX and SVBAX is 0.65, 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

JEEIX vs. SVBAX - Dividend Comparison

JEEIX's dividend yield for the trailing twelve months is around 2.14%, less than SVBAX's 12.82% yield.


TTM20252024202320222021202020192018201720162015
JEEIX
JHancock Infrastructure Fund
2.14%2.37%2.48%2.25%1.93%6.70%2.24%4.69%4.25%2.29%2.27%1.42%
SVBAX
John Hancock Balanced Fund
12.82%12.45%3.72%1.48%1.60%2.73%1.60%2.19%8.06%3.51%1.70%4.57%

Drawdowns

JEEIX vs. SVBAX - Drawdown Comparison

The maximum JEEIX drawdown since its inception was -30.39%, smaller than the maximum SVBAX drawdown of -40.81%. Use the drawdown chart below to compare losses from any high point for JEEIX and SVBAX.


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Drawdown Indicators


JEEIXSVBAXDifference

Max Drawdown

Largest peak-to-trough decline

-30.39%

-40.81%

+10.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-7.73%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.02%

-20.53%

-1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-30.39%

-21.00%

-9.39%

Current Drawdown

Current decline from peak

-3.68%

-5.57%

+1.89%

Average Drawdown

Average peak-to-trough decline

-4.47%

-5.26%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.56%

+0.13%

Volatility

JEEIX vs. SVBAX - Volatility Comparison

JHancock Infrastructure Fund (JEEIX) has a higher volatility of 3.59% compared to John Hancock Balanced Fund (SVBAX) at 3.23%. This indicates that JEEIX's price experiences larger fluctuations and is considered to be riskier than SVBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEEIXSVBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

3.23%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

6.93%

6.04%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

11.07%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.79%

10.70%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

10.74%

+3.43%