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JHAIX vs. VTRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JHAIX and VTRIX is 0.47, 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.


-0.50.00.51.00.5

Performance

JHAIX vs. VTRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JHancock Multi-Asset Absolute Return Fund (JHAIX) and Vanguard International Value Fund (VTRIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
2.70%
-5.34%
JHAIX
VTRIX

Key characteristics

Sharpe Ratio

JHAIX:

0.96

VTRIX:

0.13

Sortino Ratio

JHAIX:

1.37

VTRIX:

0.26

Omega Ratio

JHAIX:

1.17

VTRIX:

1.04

Calmar Ratio

JHAIX:

1.10

VTRIX:

0.12

Martin Ratio

JHAIX:

2.66

VTRIX:

0.30

Ulcer Index

JHAIX:

2.15%

VTRIX:

6.33%

Daily Std Dev

JHAIX:

5.95%

VTRIX:

14.54%

Max Drawdown

JHAIX:

-10.61%

VTRIX:

-61.63%

Current Drawdown

JHAIX:

-0.52%

VTRIX:

-8.73%

Returns By Period

In the year-to-date period, JHAIX achieves a 2.82% return, which is significantly lower than VTRIX's 6.92% return. Over the past 10 years, JHAIX has underperformed VTRIX with an annualized return of 2.27%, while VTRIX has yielded a comparatively higher 3.63% annualized return.


JHAIX

YTD

2.82%

1M

2.42%

6M

2.70%

1Y

5.41%

5Y*

3.66%

10Y*

2.27%

VTRIX

YTD

6.92%

1M

4.26%

6M

-5.34%

1Y

0.65%

5Y*

4.37%

10Y*

3.63%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JHAIX vs. VTRIX - Expense Ratio Comparison

JHAIX has a 1.26% expense ratio, which is higher than VTRIX's 0.36% expense ratio.


JHAIX
JHancock Multi-Asset Absolute Return Fund
Expense ratio chart for JHAIX: current value at 1.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.26%
Expense ratio chart for VTRIX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

JHAIX vs. VTRIX — Risk-Adjusted Performance Rank

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

JHAIX
The Risk-Adjusted Performance Rank of JHAIX is 5151
Overall Rank
The Sharpe Ratio Rank of JHAIX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JHAIX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of JHAIX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of JHAIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of JHAIX is 4141
Martin Ratio Rank

VTRIX
The Risk-Adjusted Performance Rank of VTRIX is 1111
Overall Rank
The Sharpe Ratio Rank of VTRIX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VTRIX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of VTRIX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of VTRIX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of VTRIX is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JHAIX vs. VTRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JHancock Multi-Asset Absolute Return Fund (JHAIX) and Vanguard International Value Fund (VTRIX). 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.


Sharpe ratio
The chart of Sharpe ratio for JHAIX, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.000.960.13
The chart of Sortino ratio for JHAIX, currently valued at 1.37, compared to the broader market0.002.004.006.008.0010.0012.001.370.26
The chart of Omega ratio for JHAIX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.04
The chart of Calmar ratio for JHAIX, currently valued at 1.10, compared to the broader market0.005.0010.0015.0020.001.100.12
The chart of Martin ratio for JHAIX, currently valued at 2.66, compared to the broader market0.0020.0040.0060.0080.002.660.30
JHAIX
VTRIX

The current JHAIX Sharpe Ratio is 0.96, which is higher than the VTRIX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of JHAIX and VTRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.96
0.13
JHAIX
VTRIX

Dividends

JHAIX vs. VTRIX - Dividend Comparison

JHAIX's dividend yield for the trailing twelve months is around 1.78%, less than VTRIX's 2.67% yield.


TTM20242023202220212020201920182017201620152014
JHAIX
JHancock Multi-Asset Absolute Return Fund
1.78%1.83%0.00%3.45%0.00%0.80%17.08%0.00%0.00%0.00%6.92%5.30%
VTRIX
Vanguard International Value Fund
2.67%2.86%2.78%2.75%2.61%1.58%2.96%2.94%1.86%2.29%2.13%2.79%

Drawdowns

JHAIX vs. VTRIX - Drawdown Comparison

The maximum JHAIX drawdown since its inception was -10.61%, smaller than the maximum VTRIX drawdown of -61.63%. Use the drawdown chart below to compare losses from any high point for JHAIX and VTRIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.52%
-8.73%
JHAIX
VTRIX

Volatility

JHAIX vs. VTRIX - Volatility Comparison

The current volatility for JHancock Multi-Asset Absolute Return Fund (JHAIX) is 1.78%, while Vanguard International Value Fund (VTRIX) has a volatility of 3.26%. This indicates that JHAIX experiences smaller price fluctuations and is considered to be less risky than VTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
1.78%
3.26%
JHAIX
VTRIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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