JHI vs. PYLD
JHI (John Hancock Investors Trust) is a stock, while PYLD (PIMCO Multisector Bond Active Exchange-Traded Fund) is Multisector Bonds fund actively managed by PIMCO. Over the past 3 years, JHI returned 9.18%/yr vs 7.74%/yr for PYLD. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
JHI vs. PYLD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JHI achieves a 0.88% return, which is significantly higher than PYLD's 0.83% 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%
PYLD
- 1D
- -0.19%
- 1M
- -0.91%
- 6M
- 0.19%
- YTD
- 0.83%
- 1Y
- 4.78%
- 3Y*
- 7.74%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $244.37K | $177.04K | $227.55K | |
| $85.99M | $101.13M | $105.82M |
JHI vs. PYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JHI John Hancock Investors Trust | 0.88% | 9.07% | 14.43% | 6.67% |
PYLD PIMCO Multisector Bond Active Exchange-Traded Fund | 0.83% | 9.57% | 7.69% | 5.46% |
Correlation
The correlation between JHI and PYLD is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2023 | 0.35 |
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
JHI vs. PYLD — Risk / Return Rank
JHI
PYLD
JHI vs. PYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Investors Trust (JHI) and PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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 | PYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.32 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.65 | -1.28 |
| Martin ratioReturn relative to average drawdown | 1.04 | 7.13 | -6.08 |
Loading charts...
Drawdowns
JHI vs. PYLD - Drawdown Comparison
The maximum JHI drawdown since its inception was -43.01%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for JHI and PYLD.
Loading charts...
Drawdown Indicators
| JHI | PYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.01% | -4.52% | -38.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.27% | -3.25% | -5.02% |
Max Drawdown (3Y)Largest decline over 3 years | -11.21% | -3.88% | -7.33% |
Max Drawdown (5Y)Largest decline over 5 years | -34.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.01% | — | — |
Current DrawdownCurrent decline from peak | -1.91% | -1.13% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -0.64% | -10.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 0.75% | +2.19% |
Volatility
JHI vs. PYLD - Volatility Comparison
John Hancock Investors Trust (JHI) has a higher volatility of 1.96% compared to PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) at 0.88%. This indicates that JHI's price experiences larger fluctuations and is considered to be riskier than PYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JHI | PYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 0.88% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.39% | 2.73% | +4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.98% | 3.11% | +5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.83% | 3.96% | +7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 3.96% | +10.78% |
Dividends
JHI vs. PYLD - Dividend Comparison
JHI's dividend yield for the trailing twelve months is around 9.39%, more than PYLD's 6.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PYLD PIMCO Multisector Bond Active Exchange-Traded Fund | 5.88% | 6.21% | 6.40% | 2.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JHI and PYLD have a correlation of 0.42, 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 PYLD (0.88%). In terms of maximum drawdown, JHI dropped -43.01% vs PYLD's -4.52%.
PYLD currently has the higher Sharpe Ratio (1.72 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.
Find the right allocation for JHI and PYLD
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