JFCIX vs. IVV
JFCIX (John Hancock Funds Fundamental All Cap Core Fund) and IVV (iShares Core S&P 500 ETF) are both funds - JFCIX is a Large Cap Blend Equities fund managed by John Hancock, while IVV is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, JFCIX returned 13.93%/yr vs 15.75%/yr for IVV. Their correlation of 0.92 suggests significant overlap in exposure. JFCIX charges 0.83%/yr vs 0.03%/yr for IVV.
Performance
JFCIX vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, JFCIX achieves a -1.16% return, which is significantly lower than IVV's 9.76% return. Over the past 10 years, JFCIX has underperformed IVV with an annualized return of 13.93%, while IVV has yielded a comparatively higher 15.75% annualized return.
JFCIX
- 1D
- 1.48%
- 1M
- -1.00%
- YTD
- -1.16%
- 6M
- -1.32%
- 1Y
- 8.26%
- 3Y*
- 12.55%
- 5Y*
- 8.23%
- 10Y*
- 13.93%
IVV
- 1D
- -0.31%
- 1M
- 0.09%
- YTD
- 9.76%
- 6M
- 9.30%
- 1Y
- 26.83%
- 3Y*
- 21.37%
- 5Y*
- 13.58%
- 10Y*
- 15.75%
JFCIX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFCIX John Hancock Funds Fundamental All Cap Core Fund | -1.16% | 4.83% | 23.65% | 34.78% | -23.41% | 30.12% | 27.76% | 36.36% | -14.37% | 27.39% |
IVV iShares Core S&P 500 ETF | 9.76% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between JFCIX and IVV is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2011 | 0.92 |
The correlation between JFCIX and IVV has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.
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Return for Risk
JFCIX vs. IVV — Risk / Return Rank
JFCIX
IVV
JFCIX vs. IVV - 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 iShares Core S&P 500 ETF (IVV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JFCIX | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 3.03 | -2.45 |
| Martin ratioReturn relative to average drawdown | 1.86 | 13.61 | -11.75 |
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Drawdowns
JFCIX vs. IVV - Drawdown Comparison
The maximum JFCIX drawdown since its inception was -37.06%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for JFCIX and IVV.
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Drawdown Indicators
| JFCIX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.06% | -55.25% | +18.19% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -8.89% | -5.22% |
Max Drawdown (3Y)Largest decline over 3 years | -23.81% | -18.75% | -5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -28.39% | -24.53% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | -33.90% | -3.16% |
Current DrawdownCurrent decline from peak | -4.44% | -1.74% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -10.76% | +5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 1.98% | +2.43% |
Volatility
JFCIX vs. IVV - Volatility Comparison
John Hancock Funds Fundamental All Cap Core Fund (JFCIX) has a higher volatility of 5.06% compared to iShares Core S&P 500 ETF (IVV) at 4.67%. This indicates that JFCIX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFCIX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 4.67% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 9.75% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 12.41% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.01% | 16.97% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.67% | 18.10% | +2.57% |
JFCIX vs. IVV - Expense Ratio Comparison
JFCIX has a 0.83% expense ratio, which is higher than IVV's 0.03% expense ratio.
Dividends
JFCIX vs. IVV - Dividend Comparison
JFCIX's dividend yield for the trailing twelve months is around 10.83%, more than IVV's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
JFCIX John Hancock Funds Fundamental All Cap Core Fund | 10.83% | 10.70% | 0.30% | 0.36% | 5.05% | 3.35% | 2.95% | 0.16% | 9.75% | 5.97% | 0.41% | 5.36% |
Frequently Asked Questions
JFCIX and IVV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JFCIX has higher volatility (5.06%) compared to IVV (4.67%). In terms of maximum drawdown, JFCIX dropped -37.06% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.18 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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