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JFCIX vs. HTD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JFCIX vs. HTD - 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 John Hancock Tax-Advantaged Dividend Income Fund (HTD). The values are adjusted to include any dividend payments, if applicable.

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JFCIX vs. HTD - 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%
HTD
John Hancock Tax-Advantaged Dividend Income Fund
6.73%15.87%25.68%-9.92%-6.24%32.36%-16.54%42.77%-9.13%16.47%

Returns By Period

In the year-to-date period, JFCIX achieves a -11.14% return, which is significantly lower than HTD's 6.73% return. Over the past 10 years, JFCIX has outperformed HTD with an annualized return of 12.83%, while HTD has yielded a comparatively lower 8.93% annualized return.


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%

HTD

1D
0.24%
1M
-3.65%
YTD
6.73%
6M
3.81%
1Y
11.75%
3Y*
13.83%
5Y*
8.97%
10Y*
8.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JFCIX vs. HTD - Expense Ratio Comparison

JFCIX has a 0.83% expense ratio, which is higher than HTD's 0.01% expense ratio.


Return for Risk

JFCIX vs. HTD — 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

HTD
HTD Risk / Return Rank: 3232
Overall Rank
HTD Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
HTD Sortino Ratio Rank: 2828
Sortino Ratio Rank
HTD Omega Ratio Rank: 3030
Omega Ratio Rank
HTD Calmar Ratio Rank: 3434
Calmar Ratio Rank
HTD Martin Ratio Rank: 3434
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. HTD - 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 John Hancock Tax-Advantaged Dividend Income Fund (HTD). 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.


JFCIXHTDDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.74

-0.58

Sortino ratio

Return per unit of downside risk

0.36

1.03

-0.66

Omega ratio

Gain probability vs. loss probability

1.05

1.15

-0.10

Calmar ratio

Return relative to maximum drawdown

0.03

0.94

-0.91

Martin ratio

Return relative to average drawdown

0.11

3.63

-3.52

JFCIX vs. HTD - Sharpe Ratio Comparison

The current JFCIX Sharpe Ratio is 0.15, which is lower than the HTD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of JFCIX and HTD, 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


JFCIXHTDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.74

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.51

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.39

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.42

+0.20

Correlation

The correlation between JFCIX and HTD is 0.46, 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

JFCIX vs. HTD - Dividend Comparison

JFCIX's dividend yield for the trailing twelve months is around 12.04%, more than HTD's 7.41% 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%
HTD
John Hancock Tax-Advantaged Dividend Income Fund
7.41%7.51%7.52%8.73%7.36%5.80%7.97%6.06%10.09%8.85%7.30%7.06%

Drawdowns

JFCIX vs. HTD - Drawdown Comparison

The maximum JFCIX drawdown since its inception was -37.06%, smaller than the maximum HTD drawdown of -69.79%. Use the drawdown chart below to compare losses from any high point for JFCIX and HTD.


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Drawdown Indicators


JFCIXHTDDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-69.79%

+32.73%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-13.27%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-28.39%

-31.58%

+3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

-56.57%

+19.51%

Current Drawdown

Current decline from peak

-14.08%

-3.65%

-10.43%

Average Drawdown

Average peak-to-trough decline

-5.60%

-8.86%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

3.44%

+0.86%

Volatility

JFCIX vs. HTD - Volatility Comparison

John Hancock Funds Fundamental All Cap Core Fund (JFCIX) and John Hancock Tax-Advantaged Dividend Income Fund (HTD) have volatilities of 4.44% and 4.59%, 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


JFCIXHTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

4.59%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

9.56%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

19.82%

16.06%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

17.71%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

22.71%

-2.07%