PortfoliosLab logoPortfoliosLab logo
JHBSX vs. SVBAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHBSX vs. SVBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Bond Fund Class R6 (JHBSX) and John Hancock Balanced Fund (SVBAX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JHBSX achieves a 0.57% return, which is significantly lower than SVBAX's 10.51% return. Over the past 10 years, JHBSX has underperformed SVBAX with an annualized return of 2.42%, while SVBAX has yielded a comparatively higher 10.14% annualized return.


JHBSX

1D
0.22%
1M
0.98%
YTD
0.57%
6M
1.11%
1Y
5.57%
3Y*
4.33%
5Y*
-0.09%
10Y*
2.42%

SVBAX

1D
0.90%
1M
2.21%
YTD
10.51%
6M
10.51%
1Y
23.58%
3Y*
16.02%
5Y*
9.17%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHBSX vs. SVBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JHBSX
John Hancock Bond Fund Class R6
0.57%7.79%2.10%5.10%-14.95%-0.31%10.74%10.52%-0.73%5.38%
SVBAX
John Hancock Balanced Fund
10.51%15.69%13.31%18.22%-15.79%14.49%15.97%21.28%-5.02%13.40%

Correlation

The correlation between JHBSX and SVBAX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2011

0.12

Over the past year, JHBSX and SVBAX have become more correlated (0.47) than their long-term average of 0.12, meaning their price movements have been converging.

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

JHBSX vs. SVBAX — Risk / Return Rank

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

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

SVBAX
SVBAX Risk / Return Rank: 8888
Overall Rank
SVBAX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SVBAX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SVBAX Omega Ratio Rank: 8282
Omega Ratio Rank
SVBAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SVBAX Martin Ratio Rank: 9595
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.

JHBSX vs. SVBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund Class R6 (JHBSX) and John Hancock Balanced Fund (SVBAX). 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.


JHBSXSVBAXDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.77

Omega ratioGain probability vs. loss probability

1.25

1.50

-0.25

Calmar ratioReturn relative to maximum drawdown

1.73

4.19

-2.46

Martin ratioReturn relative to average drawdown

5.03

20.06

-15.03

JHBSX vs. SVBAX - Sharpe Ratio Comparison

The current JHBSX Sharpe Ratio is 1.38, which is lower than the SVBAX Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of JHBSX and SVBAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JHBSX vs. SVBAX - Drawdown Comparison

The maximum JHBSX drawdown since its inception was -19.78%, smaller than the maximum SVBAX drawdown of -40.81%. Use the drawdown chart below to compare losses from any high point for JHBSX and SVBAX.


Loading charts...

Drawdown Indicators


JHBSXSVBAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.78%

-40.81%

+21.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-5.57%

+2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-7.35%

-12.06%

+4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

-20.53%

+0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-19.78%

-21.00%

+1.22%

Current Drawdown

Current decline from peak

-2.07%

-0.06%

-2.01%

Average Drawdown

Average peak-to-trough decline

-3.67%

-5.23%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.16%

-0.05%

Volatility

JHBSX vs. SVBAX - Volatility Comparison

The current volatility for John Hancock Bond Fund Class R6 (JHBSX) is 1.27%, while John Hancock Balanced Fund (SVBAX) has a volatility of 3.50%. This indicates that JHBSX experiences smaller price fluctuations and is considered to be less risky than SVBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JHBSXSVBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

3.50%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

7.05%

-3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

8.69%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

10.86%

-4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

10.83%

-5.86%

JHBSX vs. SVBAX - Expense Ratio Comparison

JHBSX has a 0.35% expense ratio, which is lower than SVBAX's 1.03% expense ratio.


Dividends

JHBSX vs. SVBAX - Dividend Comparison

JHBSX's dividend yield for the trailing twelve months is around 4.72%, less than SVBAX's 11.30% yield.


PositionTTM20252024202320222021202020192018201720162015
JHBSX
John Hancock Bond Fund Class R6
4.72%4.65%4.20%2.78%3.31%3.67%5.89%4.15%3.93%3.65%3.62%3.92%
SVBAX
John Hancock Balanced Fund
11.30%12.45%3.72%1.48%1.60%2.73%1.60%2.19%8.06%3.51%1.70%4.57%

Frequently Asked Questions


JHBSX and SVBAX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SVBAX has higher volatility (3.50%) compared to JHBSX (1.27%). In terms of maximum drawdown, JHBSX dropped -19.78% vs SVBAX's -40.81%.

SVBAX currently has the higher Sharpe Ratio (2.68 vs 1.38), 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.

Portfolio Optimizer

Find the right allocation for JHBSX and SVBAX

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