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JFIIX vs. RCRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JFIIX vs. RCRIX - Performance Comparison

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

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JFIIX vs. RCRIX - 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%2.09%
RCRIX
RiverPark Floating Rate CMBS Fund
0.88%5.56%10.01%9.85%-0.72%2.81%-8.51%4.46%59.17%3.09%

Returns By Period

In the year-to-date period, JFIIX achieves a -1.53% return, which is significantly lower than RCRIX's 0.88% return.


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%

RCRIX

1D
0.11%
1M
0.11%
YTD
0.88%
6M
2.04%
1Y
5.49%
3Y*
8.16%
5Y*
5.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JFIIX vs. RCRIX - Expense Ratio Comparison

JFIIX has a 0.78% expense ratio, which is lower than RCRIX's 0.85% expense ratio.


Return for Risk

JFIIX vs. RCRIX — 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

RCRIX
RCRIX Risk / Return Rank: 9898
Overall Rank
RCRIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RCRIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RCRIX Omega Ratio Rank: 9999
Omega Ratio Rank
RCRIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
RCRIX Martin Ratio Rank: 9898
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. RCRIX - Risk-Adjusted Trends Comparison

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


JFIIXRCRIXDifference

Sharpe ratio

Return per unit of total volatility

1.08

3.51

-2.43

Sortino ratio

Return per unit of downside risk

1.68

5.49

-3.81

Omega ratio

Gain probability vs. loss probability

1.34

3.02

-1.68

Calmar ratio

Return relative to maximum drawdown

1.35

2.84

-1.49

Martin ratio

Return relative to average drawdown

4.53

23.96

-19.43

JFIIX vs. RCRIX - Sharpe Ratio Comparison

The current JFIIX Sharpe Ratio is 1.08, which is lower than the RCRIX Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of JFIIX and RCRIX, 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


JFIIXRCRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

3.51

-2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

3.27

-1.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

1.08

-0.05

Correlation

The correlation between JFIIX and RCRIX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JFIIX vs. RCRIX - Dividend Comparison

JFIIX's dividend yield for the trailing twelve months is around 6.32%, more than RCRIX's 4.67% 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%
RCRIX
RiverPark Floating Rate CMBS Fund
4.67%5.30%6.85%7.90%3.80%2.34%3.16%3.36%49.16%3.64%0.00%0.00%

Drawdowns

JFIIX vs. RCRIX - Drawdown Comparison

The maximum JFIIX drawdown since its inception was -29.82%, roughly equal to the maximum RCRIX drawdown of -30.00%. Use the drawdown chart below to compare losses from any high point for JFIIX and RCRIX.


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Drawdown Indicators


JFIIXRCRIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.82%

-30.00%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.12%

-1.82%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-7.64%

-3.75%

-3.89%

Max Drawdown (10Y)

Largest decline over 10 years

-20.88%

Current Drawdown

Current decline from peak

-1.53%

0.00%

-1.53%

Average Drawdown

Average peak-to-trough decline

-1.93%

-3.07%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.23%

+0.44%

Volatility

JFIIX vs. RCRIX - Volatility Comparison

John Hancock Funds Floating Rate Income Fund (JFIIX) has a higher volatility of 0.75% compared to RiverPark Floating Rate CMBS Fund (RCRIX) at 0.30%. This indicates that JFIIX's price experiences larger fluctuations and is considered to be riskier than RCRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JFIIXRCRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.30%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

0.58%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

1.54%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.82%

1.60%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.85%

8.01%

-4.16%