JHBIX vs. EPS
JHBIX (John Hancock Bond Fund Class I) and EPS (WisdomTree U.S. LargeCap Fund) are both funds - JHBIX is a Intermediate Core-Plus Bond fund actively managed by John Hancock, while EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index. JHBIX is actively managed, while EPS is passively managed. Over the past 10 years, JHBIX returned 2.47%/yr vs 14.94%/yr for EPS. At a correlation of -0.06, they often move in opposite directions. JHBIX charges 0.46%/yr vs 0.08%/yr for EPS.
Performance
JHBIX vs. EPS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JHBIX achieves a 0.37% return, which is significantly lower than EPS's 8.75% return. Over the past 10 years, JHBIX has underperformed EPS with an annualized return of 2.47%, while EPS has yielded a comparatively higher 14.94% 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%
EPS
- 1D
- -0.17%
- 1M
- -1.33%
- YTD
- 8.75%
- 6M
- 7.52%
- 1Y
- 23.46%
- 3Y*
- 20.60%
- 5Y*
- 12.55%
- 10Y*
- 14.94%
JHBIX vs. EPS - 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% |
EPS WisdomTree U.S. LargeCap Fund | 8.75% | 17.40% | 23.97% | 22.81% | -15.82% | 27.47% | 12.02% | 32.54% | -7.52% | 22.73% |
Correlation
The correlation between JHBIX and EPS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2007 | -0.06 |
The correlation between JHBIX and EPS shifts across timeframes, from -0.06 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JHBIX vs. EPS — Risk / Return Rank
JHBIX
EPS
JHBIX vs. EPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund Class I (JHBIX) and WisdomTree U.S. LargeCap Fund (EPS). 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 | EPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.81 | -1.23 |
| Martin ratioReturn relative to average drawdown | 4.53 | 12.53 | -7.99 |
Loading charts...
Drawdowns
JHBIX vs. EPS - Drawdown Comparison
The maximum JHBIX drawdown since its inception was -19.90%, smaller than the maximum EPS drawdown of -54.43%. Use the drawdown chart below to compare losses from any high point for JHBIX and EPS.
Loading charts...
Drawdown Indicators
| JHBIX | EPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.90% | -54.43% | +34.53% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -8.39% | +5.22% |
Max Drawdown (3Y)Largest decline over 3 years | -6.62% | -17.65% | +11.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -23.55% | +3.65% |
Max Drawdown (10Y)Largest decline over 10 years | -19.90% | -35.79% | +15.89% |
Current DrawdownCurrent decline from peak | -1.57% | -3.18% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -7.64% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 1.88% | -0.78% |
Volatility
JHBIX vs. EPS - Volatility Comparison
The current volatility for John Hancock Bond Fund Class I (JHBIX) is 1.17%, while WisdomTree U.S. LargeCap Fund (EPS) has a volatility of 4.66%. This indicates that JHBIX experiences smaller price fluctuations and is considered to be less risky than EPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JHBIX | EPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 4.66% | -3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 9.62% | -6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.95% | 11.96% | -8.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.92% | 16.11% | -10.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 17.66% | -12.70% |
JHBIX vs. EPS - Expense Ratio Comparison
JHBIX has a 0.46% expense ratio, which is higher than EPS's 0.08% expense ratio.
Dividends
JHBIX vs. EPS - Dividend Comparison
JHBIX's dividend yield for the trailing twelve months is around 4.62%, more than EPS's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 1.17% | 1.26% | 1.47% | 1.73% | 1.95% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% |
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 EPS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPS has higher volatility (4.66%) compared to JHBIX (1.17%). In terms of maximum drawdown, JHBIX dropped -19.90% vs EPS's -54.43%.
EPS currently has the higher Sharpe Ratio (1.98 vs 1.27), 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.
Find the right allocation for JHBIX and EPS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer