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JHFIX vs. DBSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHFIX vs. DBSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Income Fund (JHFIX) and Doubleline Selective Credit Fund (DBSCX). The values are adjusted to include any dividend payments, if applicable.

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JHFIX vs. DBSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JHFIX
John Hancock Income Fund
-0.66%6.83%2.11%6.14%-10.83%-0.45%7.25%10.34%-2.99%4.01%
DBSCX
Doubleline Selective Credit Fund
0.30%8.46%7.78%8.55%-8.10%4.13%1.83%5.68%3.03%8.75%

Returns By Period

In the year-to-date period, JHFIX achieves a -0.66% return, which is significantly lower than DBSCX's 0.30% return. Over the past 10 years, JHFIX has underperformed DBSCX with an annualized return of 2.09%, while DBSCX has yielded a comparatively higher 4.58% annualized return.


JHFIX

1D
0.34%
1M
-2.16%
YTD
-0.66%
6M
-0.10%
1Y
4.66%
3Y*
3.71%
5Y*
0.69%
10Y*
2.09%

DBSCX

1D
-0.53%
1M
-1.19%
YTD
0.30%
6M
1.84%
1Y
5.91%
3Y*
7.51%
5Y*
3.74%
10Y*
4.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHFIX vs. DBSCX - Expense Ratio Comparison

JHFIX has a 0.80% expense ratio, which is higher than DBSCX's 0.05% expense ratio.


Return for Risk

JHFIX vs. DBSCX — Risk / Return Rank

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

JHFIX
JHFIX Risk / Return Rank: 7272
Overall Rank
JHFIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JHFIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
JHFIX Omega Ratio Rank: 7676
Omega Ratio Rank
JHFIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
JHFIX Martin Ratio Rank: 6565
Martin Ratio Rank

DBSCX
DBSCX Risk / Return Rank: 9797
Overall Rank
DBSCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DBSCX Sortino Ratio Rank: 9797
Sortino Ratio Rank
DBSCX Omega Ratio Rank: 9696
Omega Ratio Rank
DBSCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DBSCX Martin Ratio Rank: 9696
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.

JHFIX vs. DBSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Income Fund (JHFIX) and Doubleline Selective Credit Fund (DBSCX). 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.


JHFIXDBSCXDifference

Sharpe ratio

Return per unit of total volatility

1.48

2.65

-1.17

Sortino ratio

Return per unit of downside risk

2.11

3.83

-1.72

Omega ratio

Gain probability vs. loss probability

1.31

1.60

-0.29

Calmar ratio

Return relative to maximum drawdown

1.67

3.78

-2.11

Martin ratio

Return relative to average drawdown

6.92

14.70

-7.78

JHFIX vs. DBSCX - Sharpe Ratio Comparison

The current JHFIX Sharpe Ratio is 1.48, which is lower than the DBSCX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of JHFIX and DBSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JHFIXDBSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

2.65

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

1.39

-1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

1.59

-1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

1.57

-0.38

Correlation

The correlation between JHFIX and DBSCX is 0.46, 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.


Dividends

JHFIX vs. DBSCX - Dividend Comparison

JHFIX's dividend yield for the trailing twelve months is around 3.91%, less than DBSCX's 5.92% yield.


TTM20252024202320222021202020192018201720162015
JHFIX
John Hancock Income Fund
3.91%4.19%3.29%2.46%2.86%3.03%2.37%2.76%3.29%3.00%2.89%3.46%
DBSCX
Doubleline Selective Credit Fund
5.92%6.50%7.09%6.77%6.67%4.68%4.64%6.04%7.43%9.01%9.73%9.53%

Drawdowns

JHFIX vs. DBSCX - Drawdown Comparison

The maximum JHFIX drawdown since its inception was -29.41%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for JHFIX and DBSCX.


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Drawdown Indicators


JHFIXDBSCXDifference

Max Drawdown

Largest peak-to-trough decline

-29.41%

-14.12%

-15.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-1.60%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-15.46%

-9.52%

-5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-15.46%

-14.12%

-1.34%

Current Drawdown

Current decline from peak

-2.64%

-1.45%

-1.19%

Average Drawdown

Average peak-to-trough decline

-3.18%

-1.25%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.41%

+0.35%

Volatility

JHFIX vs. DBSCX - Volatility Comparison

John Hancock Income Fund (JHFIX) has a higher volatility of 1.24% compared to Doubleline Selective Credit Fund (DBSCX) at 1.00%. This indicates that JHFIX's price experiences larger fluctuations and is considered to be riskier than DBSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHFIXDBSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.00%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

1.93%

1.53%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.20%

2.29%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.34%

2.70%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.03%

2.90%

+1.13%