JHI vs. BOND
JHI (John Hancock Investors Trust) is a stock, while BOND (PIMCO Active Bond ETF) is Intermediate Core-Plus Bond fund actively managed by PIMCO. Over the past 10 years, JHI returned 5.28%/yr vs 1.96%/yr for BOND. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
JHI vs. BOND - Performance Comparison
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Returns By Period
In the year-to-date period, JHI achieves a 0.88% return, which is significantly higher than BOND's -0.31% return. Over the past 10 years, JHI has outperformed BOND with an annualized return of 5.28%, while BOND has yielded a comparatively lower 1.96% annualized return.
JHI
- 1D
- 1.15%
- 1M
- -0.97%
- 6M
- 0.51%
- YTD
- 0.88%
- 1Y
- 3.35%
- 3Y*
- 9.18%
- 5Y*
- 0.92%
- 10Y*
- 5.28%
- ALL TIME*
- 4.54%
BOND
- 1D
- -0.33%
- 1M
- -1.43%
- 6M
- -0.84%
- YTD
- -0.31%
- 1Y
- 3.01%
- 3Y*
- 4.85%
- 5Y*
- 0.00%
- 10Y*
- 1.96%
- ALL TIME*
- 2.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $46.87M | $49.77M | $50.25M | |
| $244.37K | $177.04K | $227.55K |
JHI vs. BOND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHI John Hancock Investors Trust | 0.88% | 9.07% | 14.43% | 10.60% | -29.55% | 21.25% | 5.74% | 35.24% | -13.00% | 13.64% |
BOND PIMCO Active Bond ETF | -0.31% | 8.39% | 2.77% | 6.48% | -14.57% | -0.77% | 7.80% | 8.54% | 0.08% | 4.76% |
Correlation
The correlation between JHI and BOND is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2012 | 0.15 |
The correlation between JHI and BOND shifts across timeframes, from 0.15 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JHI vs. BOND — Risk / Return Rank
JHI
BOND
JHI vs. BOND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Investors Trust (JHI) and PIMCO Active Bond ETF (BOND). 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.
| JHI | BOND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.17 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.28 | -0.91 |
| Martin ratioReturn relative to average drawdown | 1.04 | 3.47 | -2.43 |
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Drawdowns
JHI vs. BOND - Drawdown Comparison
The maximum JHI drawdown since its inception was -43.01%, which is greater than BOND's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for JHI and BOND.
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Drawdown Indicators
| JHI | BOND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.01% | -19.71% | -23.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.27% | -3.01% | -5.26% |
Max Drawdown (3Y)Largest decline over 3 years | -11.21% | -5.21% | -6.00% |
Max Drawdown (5Y)Largest decline over 5 years | -34.71% | -19.71% | -15.00% |
Max Drawdown (10Y)Largest decline over 10 years | -43.01% | -19.71% | -23.30% |
Current DrawdownCurrent decline from peak | -1.91% | -2.34% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -3.48% | -8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 1.11% | +1.83% |
Volatility
JHI vs. BOND - Volatility Comparison
John Hancock Investors Trust (JHI) has a higher volatility of 1.96% compared to PIMCO Active Bond ETF (BOND) at 1.15%. This indicates that JHI's price experiences larger fluctuations and is considered to be riskier than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHI | BOND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 1.15% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 7.39% | 3.22% | +4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.98% | 4.01% | +4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.83% | 5.80% | +6.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 5.10% | +9.64% |
Dividends
JHI vs. BOND - Dividend Comparison
JHI's dividend yield for the trailing twelve months is around 9.39%, more than BOND's 5.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOND PIMCO Active Bond ETF | 4.81% | 5.11% | 5.02% | 4.06% | 3.44% | 2.58% | 2.66% | 3.38% | 3.18% | 2.87% | 2.85% | 4.14% |
JHI John Hancock Investors Trust | 9.39% | 8.89% | 7.91% | 6.81% | 9.45% | 7.57% | 7.95% | 6.81% | 8.52% | 7.59% | 8.12% | 10.08% |
Frequently Asked Questions
JHI and BOND have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JHI has higher volatility (1.96%) compared to BOND (1.15%). In terms of maximum drawdown, JHI dropped -43.01% vs BOND's -19.71%.
BOND currently has the higher Sharpe Ratio (0.96 vs 0.34), 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.
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