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JHBIX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

JHBIX vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Bond Fund Class I (JHBIX) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHBIX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

JHBIX vs. USD=X — Risk / Return Rank

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

JHBIX
JHBIX Risk / Return Rank: 2626
Overall Rank
JHBIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JHBIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JHBIX Omega Ratio Rank: 2727
Omega Ratio Rank
JHBIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
JHBIX Martin Ratio Rank: 2222
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

JHBIX vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund Class I (JHBIX) and USD Cash (USD=X). 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.


JHBIXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.58

Martin ratioReturn relative to average drawdown

4.53

JHBIX vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

JHBIX vs. USD=X - Drawdown Comparison

The maximum JHBIX drawdown since its inception was -19.90%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JHBIX and USD=X.


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Drawdown Indicators


JHBIXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

0.00%

-19.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

0.00%

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-6.62%

0.00%

-6.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

0.00%

-19.90%

Max Drawdown (10Y)

Largest decline over 10 years

-19.90%

0.00%

-19.90%

Current Drawdown

Current decline from peak

-1.57%

0.00%

-1.57%

Average Drawdown

Average peak-to-trough decline

-2.73%

0.00%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.00%

+1.10%

Volatility

JHBIX vs. USD=X - Volatility Comparison

John Hancock Bond Fund Class I (JHBIX) has a higher volatility of 1.17% compared to USD Cash (USD=X) at 0.00%. This indicates that JHBIX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHBIXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

0.00%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

0.00%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

0.00%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

0.00%

+5.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

0.00%

+4.96%

Frequently Asked Questions


JHBIX has higher volatility (1.17%) compared to USD=X (0.00%). In terms of maximum drawdown, JHBIX dropped -19.90% vs USD=X's 0.00%.

Portfolio Optimizer

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