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JFCIX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JFCIX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Fundamental All Cap Core Fund (JFCIX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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JFCIX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JFCIX
John Hancock Funds Fundamental All Cap Core Fund
-11.14%4.83%23.65%34.78%-23.41%30.12%27.76%36.36%-14.37%27.39%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, JFCIX achieves a -11.14% return, which is significantly lower than FSKAX's -6.77% return. Both investments have delivered pretty close results over the past 10 years, with JFCIX having a 12.83% annualized return and FSKAX not far ahead at 13.23%.


JFCIX

1D
0.03%
1M
-8.20%
YTD
-11.14%
6M
-10.65%
1Y
2.96%
3Y*
10.93%
5Y*
7.27%
10Y*
12.83%

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JFCIX vs. FSKAX - Expense Ratio Comparison

JFCIX has a 0.83% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

JFCIX vs. FSKAX — Risk / Return Rank

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

JFCIX
JFCIX Risk / Return Rank: 88
Overall Rank
JFCIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JFCIX Sortino Ratio Rank: 99
Sortino Ratio Rank
JFCIX Omega Ratio Rank: 99
Omega Ratio Rank
JFCIX Calmar Ratio Rank: 77
Calmar Ratio Rank
JFCIX Martin Ratio Rank: 77
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
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.

JFCIX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Fundamental All Cap Core Fund (JFCIX) and Fidelity Total Market Index Fund (FSKAX). 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.


JFCIXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.83

-0.67

Sortino ratio

Return per unit of downside risk

0.36

1.29

-0.92

Omega ratio

Gain probability vs. loss probability

1.05

1.19

-0.14

Calmar ratio

Return relative to maximum drawdown

0.03

1.04

-1.01

Martin ratio

Return relative to average drawdown

0.11

5.05

-4.93

JFCIX vs. FSKAX - Sharpe Ratio Comparison

The current JFCIX Sharpe Ratio is 0.15, which is lower than the FSKAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of JFCIX and FSKAX, 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


JFCIXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.83

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.59

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.72

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.78

-0.16

Correlation

The correlation between JFCIX and FSKAX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JFCIX vs. FSKAX - Dividend Comparison

JFCIX's dividend yield for the trailing twelve months is around 12.04%, more than FSKAX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
JFCIX
John Hancock Funds Fundamental All Cap Core Fund
12.04%10.70%0.30%0.36%5.05%3.35%2.95%0.16%9.75%5.97%0.41%5.36%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

JFCIX vs. FSKAX - Drawdown Comparison

The maximum JFCIX drawdown since its inception was -37.06%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for JFCIX and FSKAX.


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Drawdown Indicators


JFCIXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-35.01%

-2.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-12.42%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-28.39%

-25.39%

-3.00%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

-35.01%

-2.05%

Current Drawdown

Current decline from peak

-14.08%

-8.92%

-5.16%

Average Drawdown

Average peak-to-trough decline

-5.60%

-4.05%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

2.57%

+1.73%

Volatility

JFCIX vs. FSKAX - Volatility Comparison

John Hancock Funds Fundamental All Cap Core Fund (JFCIX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.44% and 4.42%, 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.


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Volatility by Period


JFCIXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

4.42%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

9.40%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

19.82%

18.50%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

17.38%

+2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

18.42%

+2.22%