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JFIIX vs. LFRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JFIIX vs. LFRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Floating Rate Income Fund (JFIIX) and Lord Abbett Floating Rate Fund (LFRIX). The values are adjusted to include any dividend payments, if applicable.

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JFIIX vs. LFRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JFIIX
John Hancock Funds Floating Rate Income Fund
-1.53%4.78%7.19%11.06%-3.83%4.50%2.91%9.34%-0.88%3.02%
LFRIX
Lord Abbett Floating Rate Fund
-1.05%6.30%8.28%12.22%-2.99%5.48%-1.47%7.59%-0.01%3.97%

Returns By Period

In the year-to-date period, JFIIX achieves a -1.53% return, which is significantly lower than LFRIX's -1.05% return. Both investments have delivered pretty close results over the past 10 years, with JFIIX having a 4.63% annualized return and LFRIX not far behind at 4.54%.


JFIIX

1D
0.00%
1M
-0.41%
YTD
-1.53%
6M
-1.00%
1Y
2.69%
3Y*
5.78%
5Y*
3.98%
10Y*
4.63%

LFRIX

1D
-0.13%
1M
-0.13%
YTD
-1.05%
6M
0.69%
1Y
4.82%
3Y*
7.45%
5Y*
5.12%
10Y*
4.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JFIIX vs. LFRIX - Expense Ratio Comparison

JFIIX has a 0.78% expense ratio, which is higher than LFRIX's 0.60% expense ratio.


Return for Risk

JFIIX vs. LFRIX — Risk / Return Rank

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

JFIIX
JFIIX Risk / Return Rank: 6262
Overall Rank
JFIIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JFIIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
JFIIX Omega Ratio Rank: 8383
Omega Ratio Rank
JFIIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
JFIIX Martin Ratio Rank: 4444
Martin Ratio Rank

LFRIX
LFRIX Risk / Return Rank: 9090
Overall Rank
LFRIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LFRIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
LFRIX Omega Ratio Rank: 9797
Omega Ratio Rank
LFRIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
LFRIX Martin Ratio Rank: 8888
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.

JFIIX vs. LFRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Floating Rate Income Fund (JFIIX) and Lord Abbett Floating Rate Fund (LFRIX). 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.


JFIIXLFRIXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.71

-0.62

Sortino ratio

Return per unit of downside risk

1.68

2.47

-0.79

Omega ratio

Gain probability vs. loss probability

1.34

1.62

-0.28

Calmar ratio

Return relative to maximum drawdown

1.35

2.41

-1.06

Martin ratio

Return relative to average drawdown

4.53

9.41

-4.88

JFIIX vs. LFRIX - Sharpe Ratio Comparison

The current JFIIX Sharpe Ratio is 1.08, which is lower than the LFRIX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of JFIIX and LFRIX, 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


JFIIXLFRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.71

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

1.83

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

1.17

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

1.08

-0.05

Correlation

The correlation between JFIIX and LFRIX is 0.70, 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

JFIIX vs. LFRIX - Dividend Comparison

JFIIX's dividend yield for the trailing twelve months is around 6.32%, less than LFRIX's 6.56% yield.


TTM20252024202320222021202020192018201720162015
JFIIX
John Hancock Funds Floating Rate Income Fund
6.32%6.96%6.92%6.51%7.33%3.44%4.36%5.72%4.65%4.52%5.42%5.33%
LFRIX
Lord Abbett Floating Rate Fund
6.56%7.20%7.68%7.63%3.95%4.01%4.64%5.71%5.60%4.65%4.64%4.72%

Drawdowns

JFIIX vs. LFRIX - Drawdown Comparison

The maximum JFIIX drawdown since its inception was -29.82%, which is greater than LFRIX's maximum drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for JFIIX and LFRIX.


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Drawdown Indicators


JFIIXLFRIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.82%

-27.90%

-1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.12%

-2.11%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-7.64%

-6.23%

-1.41%

Max Drawdown (10Y)

Largest decline over 10 years

-20.88%

-21.75%

+0.87%

Current Drawdown

Current decline from peak

-1.53%

-1.30%

-0.23%

Average Drawdown

Average peak-to-trough decline

-1.93%

-1.96%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.54%

+0.13%

Volatility

JFIIX vs. LFRIX - Volatility Comparison

John Hancock Funds Floating Rate Income Fund (JFIIX) has a higher volatility of 0.75% compared to Lord Abbett Floating Rate Fund (LFRIX) at 0.70%. This indicates that JFIIX's price experiences larger fluctuations and is considered to be riskier than LFRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JFIIXLFRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.70%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

1.80%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

3.08%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.82%

2.82%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.85%

3.90%

-0.05%