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JHFIX vs. PIMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JHFIXPIMIX
YTD Return4.40%6.23%
1Y Return9.59%11.26%
3Y Return (Ann)-0.15%2.48%
5Y Return (Ann)1.84%3.76%
10Y Return (Ann)2.20%4.42%
Sharpe Ratio2.042.26
Daily Std Dev4.70%4.97%
Max Drawdown-20.12%-13.39%
Current Drawdown-0.75%0.00%

Correlation

-0.50.00.51.00.6

The correlation between JHFIX and PIMIX is 0.57, 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.

Performance

JHFIX vs. PIMIX - Performance Comparison

In the year-to-date period, JHFIX achieves a 4.40% return, which is significantly lower than PIMIX's 6.23% return. Over the past 10 years, JHFIX has underperformed PIMIX with an annualized return of 2.20%, while PIMIX has yielded a comparatively higher 4.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%120.00%140.00%160.00%180.00%200.00%220.00%AprilMayJuneJulyAugustSeptember
104.50%
220.76%
JHFIX
PIMIX

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JHFIX vs. PIMIX - Expense Ratio Comparison

JHFIX has a 0.80% expense ratio, which is higher than PIMIX's 0.62% expense ratio.


JHFIX
John Hancock Income Fund
Expense ratio chart for JHFIX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for PIMIX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

JHFIX vs. PIMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Income Fund (JHFIX) and PIMCO Income Fund Institutional Class (PIMIX). 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.


JHFIX
Sharpe ratio
The chart of Sharpe ratio for JHFIX, currently valued at 2.04, compared to the broader market-1.000.001.002.003.004.005.002.04
Sortino ratio
The chart of Sortino ratio for JHFIX, currently valued at 3.08, compared to the broader market0.005.0010.003.08
Omega ratio
The chart of Omega ratio for JHFIX, currently valued at 1.40, compared to the broader market1.002.003.004.001.40
Calmar ratio
The chart of Calmar ratio for JHFIX, currently valued at 0.78, compared to the broader market0.005.0010.0015.0020.000.78
Martin ratio
The chart of Martin ratio for JHFIX, currently valued at 8.07, compared to the broader market0.0020.0040.0060.0080.00100.008.07
PIMIX
Sharpe ratio
The chart of Sharpe ratio for PIMIX, currently valued at 2.26, compared to the broader market-1.000.001.002.003.004.005.002.26
Sortino ratio
The chart of Sortino ratio for PIMIX, currently valued at 3.40, compared to the broader market0.005.0010.003.40
Omega ratio
The chart of Omega ratio for PIMIX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for PIMIX, currently valued at 1.76, compared to the broader market0.005.0010.0015.0020.001.76
Martin ratio
The chart of Martin ratio for PIMIX, currently valued at 10.88, compared to the broader market0.0020.0040.0060.0080.00100.0010.88

JHFIX vs. PIMIX - Sharpe Ratio Comparison

The current JHFIX Sharpe Ratio is 2.04, which roughly equals the PIMIX Sharpe Ratio of 2.26. The chart below compares the 12-month rolling Sharpe Ratio of JHFIX and PIMIX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
2.04
2.26
JHFIX
PIMIX

Dividends

JHFIX vs. PIMIX - Dividend Comparison

JHFIX's dividend yield for the trailing twelve months is around 3.70%, less than PIMIX's 6.10% yield.


TTM20232022202120202019201820172016201520142013
JHFIX
John Hancock Income Fund
3.70%3.30%3.40%3.40%2.38%2.76%3.28%3.02%2.91%3.46%4.02%4.60%
PIMIX
PIMCO Income Fund Institutional Class
6.10%6.73%6.39%4.02%4.84%5.80%5.62%5.39%5.57%7.92%6.51%5.60%

Drawdowns

JHFIX vs. PIMIX - Drawdown Comparison

The maximum JHFIX drawdown since its inception was -20.12%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for JHFIX and PIMIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.75%
0
JHFIX
PIMIX

Volatility

JHFIX vs. PIMIX - Volatility Comparison

John Hancock Income Fund (JHFIX) and PIMCO Income Fund Institutional Class (PIMIX) have volatilities of 0.75% and 0.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%AprilMayJuneJulyAugustSeptember
0.75%
0.77%
JHFIX
PIMIX