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JHAIX vs. JIBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHAIX vs. JIBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JHancock Multi-Asset Absolute Return Fund (JHAIX) and John Hancock Funds II Blue Chip Growth Fund (JIBCX). The values are adjusted to include any dividend payments, if applicable.

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JHAIX vs. JIBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JHAIX
JHancock Multi-Asset Absolute Return Fund
-3.35%4.47%3.85%4.88%-5.30%11.80%2.10%9.39%-5.13%3.75%
JIBCX
John Hancock Funds II Blue Chip Growth Fund
-11.51%8.28%35.89%49.47%-38.12%16.88%34.25%29.71%1.72%36.25%

Returns By Period

In the year-to-date period, JHAIX achieves a -3.35% return, which is significantly higher than JIBCX's -11.51% return. Over the past 10 years, JHAIX has underperformed JIBCX with an annualized return of 2.59%, while JIBCX has yielded a comparatively higher 13.64% annualized return.


JHAIX

1D
1.27%
1M
-5.11%
YTD
-3.35%
6M
-3.88%
1Y
-0.57%
3Y*
2.24%
5Y*
2.42%
10Y*
2.59%

JIBCX

1D
3.96%
1M
-5.57%
YTD
-11.51%
6M
-18.02%
1Y
4.57%
3Y*
18.67%
5Y*
6.56%
10Y*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHAIX vs. JIBCX - Expense Ratio Comparison

JHAIX has a 1.26% expense ratio, which is higher than JIBCX's 0.81% expense ratio.


Return for Risk

JHAIX vs. JIBCX — Risk / Return Rank

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

JHAIX
JHAIX Risk / Return Rank: 44
Overall Rank
JHAIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
JHAIX Sortino Ratio Rank: 33
Sortino Ratio Rank
JHAIX Omega Ratio Rank: 33
Omega Ratio Rank
JHAIX Calmar Ratio Rank: 55
Calmar Ratio Rank
JHAIX Martin Ratio Rank: 55
Martin Ratio Rank

JIBCX
JIBCX Risk / Return Rank: 77
Overall Rank
JIBCX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JIBCX Sortino Ratio Rank: 1010
Sortino Ratio Rank
JIBCX Omega Ratio Rank: 1010
Omega Ratio Rank
JIBCX Calmar Ratio Rank: 33
Calmar Ratio Rank
JIBCX Martin Ratio Rank: 33
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.

JHAIX vs. JIBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JHancock Multi-Asset Absolute Return Fund (JHAIX) and John Hancock Funds II Blue Chip Growth Fund (JIBCX). 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.


JHAIXJIBCXDifference

Sharpe ratio

Return per unit of total volatility

-0.04

0.24

-0.28

Sortino ratio

Return per unit of downside risk

-0.00

0.54

-0.54

Omega ratio

Gain probability vs. loss probability

1.00

1.07

-0.07

Calmar ratio

Return relative to maximum drawdown

0.03

-0.30

+0.33

Martin ratio

Return relative to average drawdown

0.09

-0.71

+0.80

JHAIX vs. JIBCX - Sharpe Ratio Comparison

The current JHAIX Sharpe Ratio is -0.04, which is lower than the JIBCX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of JHAIX and JIBCX, 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


JHAIXJIBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

0.24

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.28

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.60

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.49

0.00

Correlation

The correlation between JHAIX and JIBCX is 0.52, 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

JHAIX vs. JIBCX - Dividend Comparison

Neither JHAIX nor JIBCX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JHAIX
JHancock Multi-Asset Absolute Return Fund
0.00%0.00%1.84%0.00%3.45%0.00%0.80%17.08%0.00%0.00%0.00%6.92%
JIBCX
John Hancock Funds II Blue Chip Growth Fund
0.00%0.00%6.97%3.23%5.57%16.46%4.72%1.46%7.73%16.16%6.35%13.20%

Drawdowns

JHAIX vs. JIBCX - Drawdown Comparison

The maximum JHAIX drawdown since its inception was -10.61%, smaller than the maximum JIBCX drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for JHAIX and JIBCX.


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Drawdown Indicators


JHAIXJIBCXDifference

Max Drawdown

Largest peak-to-trough decline

-10.61%

-54.15%

+43.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

-24.47%

+17.23%

Max Drawdown (5Y)

Largest decline over 5 years

-10.61%

-42.74%

+32.13%

Max Drawdown (10Y)

Largest decline over 10 years

-10.61%

-42.74%

+32.13%

Current Drawdown

Current decline from peak

-5.88%

-21.48%

+15.60%

Average Drawdown

Average peak-to-trough decline

-2.69%

-9.26%

+6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

10.51%

-8.38%

Volatility

JHAIX vs. JIBCX - Volatility Comparison

The current volatility for JHancock Multi-Asset Absolute Return Fund (JHAIX) is 3.60%, while John Hancock Funds II Blue Chip Growth Fund (JIBCX) has a volatility of 7.11%. This indicates that JHAIX experiences smaller price fluctuations and is considered to be less risky than JIBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHAIXJIBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

7.11%

-3.51%

Volatility (6M)

Calculated over the trailing 6-month period

6.13%

15.08%

-8.95%

Volatility (1Y)

Calculated over the trailing 1-year period

8.64%

26.49%

-17.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.04%

24.53%

-17.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.41%

22.98%

-16.57%