JHBIX vs. ARSVX
JHBIX (John Hancock Bond Fund Class I) and ARSVX (AMG River Road Small Cap Value Fund) are both mutual funds - JHBIX is a Intermediate Core-Plus Bond fund actively managed by John Hancock, while ARSVX is a Small Cap Value Equities fund managed by AMG. Over the past 10 years, JHBIX returned 2.47%/yr vs 9.46%/yr for ARSVX. At a correlation of -0.08, they often move in opposite directions. JHBIX charges 0.46%/yr vs 1.35%/yr for ARSVX.
Performance
JHBIX vs. ARSVX - Performance Comparison
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Returns By Period
In the year-to-date period, JHBIX achieves a 0.37% return, which is significantly lower than ARSVX's 3.63% return. Over the past 10 years, JHBIX has underperformed ARSVX with an annualized return of 2.47%, while ARSVX has yielded a comparatively higher 9.46% annualized return.
JHBIX
- 1D
- 0.07%
- 1M
- 0.82%
- YTD
- 0.37%
- 6M
- 0.68%
- 1Y
- 4.61%
- 3Y*
- 4.69%
- 5Y*
- 0.18%
- 10Y*
- 2.47%
ARSVX
- 1D
- 0.54%
- 1M
- 3.55%
- YTD
- 3.63%
- 6M
- 2.06%
- 1Y
- -2.94%
- 3Y*
- 7.20%
- 5Y*
- 4.06%
- 10Y*
- 9.46%
JHBIX vs. ARSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHBIX John Hancock Bond Fund Class I | 0.37% | 7.68% | 2.28% | 6.57% | -14.99% | -0.41% | 10.56% | 10.48% | -0.86% | 5.26% |
ARSVX AMG River Road Small Cap Value Fund | 3.63% | -7.36% | 14.05% | 14.86% | -6.49% | 21.14% | 1.84% | 38.29% | -6.96% | 11.73% |
Correlation
The correlation between JHBIX and ARSVX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2005 | -0.08 |
The correlation between JHBIX and ARSVX shifts across timeframes, from -0.08 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JHBIX vs. ARSVX — Risk / Return Rank
JHBIX
ARSVX
JHBIX vs. ARSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund Class I (JHBIX) and AMG River Road Small Cap Value Fund (ARSVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JHBIX | ARSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.99 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | -0.14 | +1.72 |
| Martin ratioReturn relative to average drawdown | 4.53 | -0.28 | +4.81 |
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Drawdowns
JHBIX vs. ARSVX - Drawdown Comparison
The maximum JHBIX drawdown since its inception was -19.90%, smaller than the maximum ARSVX drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for JHBIX and ARSVX.
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Drawdown Indicators
| JHBIX | ARSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.90% | -54.85% | +34.95% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -16.62% | +13.45% |
Max Drawdown (3Y)Largest decline over 3 years | -6.62% | -19.21% | +12.59% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -19.21% | -0.69% |
Max Drawdown (10Y)Largest decline over 10 years | -19.90% | -40.52% | +20.62% |
Current DrawdownCurrent decline from peak | -1.57% | -9.80% | +8.23% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -8.68% | +5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 8.40% | -7.30% |
Volatility
JHBIX vs. ARSVX - Volatility Comparison
The current volatility for John Hancock Bond Fund Class I (JHBIX) is 1.17%, while AMG River Road Small Cap Value Fund (ARSVX) has a volatility of 3.22%. This indicates that JHBIX experiences smaller price fluctuations and is considered to be less risky than ARSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHBIX | ARSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 3.22% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 9.16% | -6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.95% | 17.11% | -13.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.92% | 17.85% | -11.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 19.34% | -14.38% |
JHBIX vs. ARSVX - Expense Ratio Comparison
JHBIX has a 0.46% expense ratio, which is lower than ARSVX's 1.35% expense ratio.
Dividends
JHBIX vs. ARSVX - Dividend Comparison
JHBIX's dividend yield for the trailing twelve months is around 4.62%, while ARSVX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSVX AMG River Road Small Cap Value Fund | 0.00% | 0.00% | 8.50% | 4.78% | 3.87% | 7.75% | 0.00% | 12.10% | 13.01% | 14.96% | 4.96% | 6.51% |
JHBIX John Hancock Bond Fund Class I | 4.62% | 4.54% | 4.45% | 4.11% | 3.21% | 3.57% | 5.78% | 4.04% | 3.81% | 3.54% | 3.50% | 3.81% |
Frequently Asked Questions
JHBIX and ARSVX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARSVX has higher volatility (3.22%) compared to JHBIX (1.17%). In terms of maximum drawdown, JHBIX dropped -19.90% vs ARSVX's -54.85%.
JHBIX currently has the higher Sharpe Ratio (1.27 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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