JHI vs. MCI
JHI (John Hancock Investors Trust) and MCI (Barings Corporate Investors) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, JHI returned 6.50%/yr vs 7.88%/yr for MCI. At a 0.07 correlation, their price movements are largely independent.
Performance
JHI vs. MCI - Performance Comparison
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Returns By Period
In the year-to-date period, JHI achieves a -0.11% return, which is significantly higher than MCI's -2.30% return. Over the past 10 years, JHI has underperformed MCI with an annualized return of 6.50%, while MCI has yielded a comparatively higher 7.88% annualized return.
JHI
- 1D
- 0.22%
- 1M
- 0.41%
- YTD
- -0.11%
- 6M
- -1.08%
- 1Y
- 7.80%
- 3Y*
- 10.21%
- 5Y*
- 1.24%
- 10Y*
- 6.50%
MCI
- 1D
- -0.40%
- 1M
- 1.68%
- YTD
- -2.30%
- 6M
- -12.89%
- 1Y
- -3.86%
- 3Y*
- 16.87%
- 5Y*
- 11.31%
- 10Y*
- 7.88%
JHI vs. MCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHI John Hancock Investors Trust | -0.11% | 9.07% | 14.43% | 10.60% | -29.55% | 21.25% | 5.74% | 35.24% | -13.00% | 13.64% |
MCI Barings Corporate Investors | -2.30% | -3.74% | 20.83% | 44.49% | -5.91% | 29.03% | -15.77% | 23.40% | 4.35% | 6.48% |
Correlation
The correlation between JHI and MCI is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 1985 | 0.07 |
The correlation between JHI and MCI shifts across timeframes, from 0.07 (all time) to 0.17 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JHI:
$28.77M
MCI:
$41.06M
JHI:
$35.62M
MCI:
$41.06M
JHI:
$0.00
MCI:
$0.00
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Return for Risk
JHI vs. MCI — Risk / Return Rank
JHI
MCI
JHI vs. MCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Investors Trust (JHI) and Barings Corporate Investors (MCI). 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.
| JHI | MCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.99 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | -0.16 | +1.11 |
| Martin ratioReturn relative to average drawdown | 2.76 | -0.34 | +3.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JHI | MCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | -0.17 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.52 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.32 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.52 | -0.25 |
Drawdowns
JHI vs. MCI - Drawdown Comparison
The maximum JHI drawdown since its inception was -43.01%, smaller than the maximum MCI drawdown of -57.08%. Use the drawdown chart below to compare losses from any high point for JHI and MCI.
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Drawdown Indicators
| JHI | MCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.01% | -57.08% | +14.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.27% | -23.76% | +15.49% |
Max Drawdown (3Y)Largest decline over 3 years | -11.21% | -27.58% | +16.37% |
Max Drawdown (5Y)Largest decline over 5 years | -34.71% | -27.58% | -7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -43.01% | -44.64% | +1.63% |
Current DrawdownCurrent decline from peak | -2.86% | -23.33% | +20.47% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -9.63% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 11.40% | -8.57% |
Volatility
JHI vs. MCI - Volatility Comparison
The current volatility for John Hancock Investors Trust (JHI) is 2.08%, while Barings Corporate Investors (MCI) has a volatility of 5.81%. This indicates that JHI experiences smaller price fluctuations and is considered to be less risky than MCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHI | MCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.08% | 5.81% | -3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 6.92% | 14.91% | -7.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.63% | 22.60% | -13.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.80% | 21.80% | -10.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 24.65% | -9.87% |
Dividends
JHI vs. MCI - Dividend Comparison
JHI's dividend yield for the trailing twelve months is around 9.28%, which matches MCI's 9.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHI John Hancock Investors Trust | 9.28% | 8.89% | 7.91% | 6.81% | 9.45% | 7.57% | 7.95% | 6.81% | 8.52% | 7.59% | 8.12% | 10.08% |
MCI Barings Corporate Investors | 9.23% | 8.82% | 8.29% | 7.70% | 7.31% | 6.01% | 7.28% | 7.12% | 8.16% | 7.86% | 7.75% | 6.96% |
Financials
JHI vs. MCI - Financials Comparison
This section allows you to compare key financial metrics between John Hancock Investors Trust and Barings Corporate Investors. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
JHI and MCI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCI has higher volatility (5.81%) compared to JHI (2.08%). In terms of maximum drawdown, JHI dropped -43.01% vs MCI's -57.08%.
JHI currently has the higher Sharpe Ratio (0.91 vs -0.17), 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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