JFCIX vs. VOO
Compare and contrast key facts about John Hancock Funds Fundamental All Cap Core Fund (JFCIX) and Vanguard S&P 500 ETF (VOO).
JFCIX is managed by John Hancock. It was launched on Jun 1, 2011. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
JFCIX vs. VOO - Performance Comparison
Loading graphics...
JFCIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, JFCIX achieves a -11.14% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, JFCIX has underperformed VOO with an annualized return of 12.83%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JFCIX vs. VOO - Expense Ratio Comparison
JFCIX has a 0.83% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
JFCIX vs. VOO — Risk / Return Rank
JFCIX
VOO
JFCIX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.
| JFCIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 0.98 | -0.83 |
Sortino ratioReturn per unit of downside risk | 0.36 | 1.50 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.23 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.53 | -1.50 |
Martin ratioReturn relative to average drawdown | 0.11 | 7.29 | -7.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JFCIX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.98 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.70 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.78 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.83 | -0.21 |
Correlation
The correlation between JFCIX and VOO is 0.92, 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. VOO - Dividend Comparison
JFCIX's dividend yield for the trailing twelve months is around 12.04%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
JFCIX vs. VOO - Drawdown Comparison
The maximum JFCIX drawdown since its inception was -37.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JFCIX and VOO.
Loading graphics...
Drawdown Indicators
| JFCIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.06% | -33.99% | -3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -11.98% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -28.39% | -24.52% | -3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | -33.99% | -3.07% |
Current DrawdownCurrent decline from peak | -14.08% | -6.29% | -7.79% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -3.72% | -1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 2.52% | +1.78% |
Volatility
JFCIX vs. VOO - Volatility Comparison
The current volatility for John Hancock Funds Fundamental All Cap Core Fund (JFCIX) is 4.44%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that JFCIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JFCIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 5.29% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 9.44% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 18.10% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.92% | 16.82% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.64% | 17.99% | +2.65% |