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JFCIX vs. JHNBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JFCIX vs. JHNBX - 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 Bond Fund (JHNBX). The values are adjusted to include any dividend payments, if applicable.

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JFCIX vs. JHNBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JFCIX
John Hancock Funds Fundamental All Cap Core Fund
-8.68%4.83%23.65%34.78%-23.41%30.12%27.76%36.36%-14.37%27.39%
JHNBX
John Hancock Bond Fund
-0.65%7.36%1.97%6.24%-15.22%-0.68%10.31%10.09%-1.15%4.94%

Returns By Period

In the year-to-date period, JFCIX achieves a -8.68% return, which is significantly lower than JHNBX's -0.65% return. Over the past 10 years, JFCIX has outperformed JHNBX with an annualized return of 13.14%, while JHNBX has yielded a comparatively lower 2.26% annualized return.


JFCIX

1D
2.77%
1M
-5.36%
YTD
-8.68%
6M
-8.66%
1Y
5.50%
3Y*
11.95%
5Y*
7.53%
10Y*
13.14%

JHNBX

1D
0.22%
1M
-2.03%
YTD
-0.65%
6M
0.09%
1Y
3.62%
3Y*
3.84%
5Y*
0.03%
10Y*
2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JFCIX vs. JHNBX - Expense Ratio Comparison

JFCIX has a 0.83% expense ratio, which is higher than JHNBX's 0.76% expense ratio.


Return for Risk

JFCIX vs. JHNBX — Risk / Return Rank

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

JFCIX
JFCIX Risk / Return Rank: 1111
Overall Rank
JFCIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JFCIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
JFCIX Omega Ratio Rank: 1111
Omega Ratio Rank
JFCIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
JFCIX Martin Ratio Rank: 1212
Martin Ratio Rank

JHNBX
JHNBX Risk / Return Rank: 3939
Overall Rank
JHNBX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JHNBX Sortino Ratio Rank: 3636
Sortino Ratio Rank
JHNBX Omega Ratio Rank: 2727
Omega Ratio Rank
JHNBX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JHNBX Martin Ratio Rank: 3939
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. JHNBX - 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 Bond Fund (JHNBX). 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.


JFCIXJHNBXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.89

-0.59

Sortino ratio

Return per unit of downside risk

0.56

1.25

-0.69

Omega ratio

Gain probability vs. loss probability

1.08

1.16

-0.08

Calmar ratio

Return relative to maximum drawdown

0.42

1.39

-0.97

Martin ratio

Return relative to average drawdown

1.35

4.28

-2.93

JFCIX vs. JHNBX - Sharpe Ratio Comparison

The current JFCIX Sharpe Ratio is 0.29, which is lower than the JHNBX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of JFCIX and JHNBX, 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


JFCIXJHNBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.89

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.00

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.46

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.75

-0.12

Correlation

The correlation between JFCIX and JHNBX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

JFCIX vs. JHNBX - Dividend Comparison

JFCIX's dividend yield for the trailing twelve months is around 11.72%, more than JHNBX's 3.96% yield.


TTM20252024202320222021202020192018201720162015
JFCIX
John Hancock Funds Fundamental All Cap Core Fund
11.72%10.70%0.30%0.36%5.05%3.35%2.95%0.16%9.75%5.97%0.41%5.36%
JHNBX
John Hancock Bond Fund
3.96%4.25%4.14%3.80%2.93%3.30%5.50%3.75%3.51%3.23%3.19%3.48%

Drawdowns

JFCIX vs. JHNBX - Drawdown Comparison

The maximum JFCIX drawdown since its inception was -37.06%, which is greater than JHNBX's maximum drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for JFCIX and JHNBX.


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Drawdown Indicators


JFCIXJHNBXDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-24.74%

-12.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-3.25%

-10.86%

Max Drawdown (5Y)

Largest decline over 5 years

-28.39%

-20.13%

-8.26%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

-20.13%

-16.93%

Current Drawdown

Current decline from peak

-11.70%

-3.17%

-8.53%

Average Drawdown

Average peak-to-trough decline

-5.60%

-4.15%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

1.05%

+3.31%

Volatility

JFCIX vs. JHNBX - Volatility Comparison

John Hancock Funds Fundamental All Cap Core Fund (JFCIX) has a higher volatility of 5.44% compared to John Hancock Bond Fund (JHNBX) at 1.64%. This indicates that JFCIX's price experiences larger fluctuations and is considered to be riskier than JHNBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JFCIXJHNBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

1.64%

+3.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

2.65%

+7.70%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

4.48%

+15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.96%

5.84%

+14.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.65%

4.89%

+15.76%