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JHNBX vs. BTO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHNBX vs. BTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Bond Fund (JHNBX) and John Hancock Financial Opportunities Fund (BTO). The values are adjusted to include any dividend payments, if applicable.

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JHNBX vs. BTO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JHNBX
John Hancock Bond Fund
-0.65%7.36%1.97%6.24%-15.22%-0.68%10.31%10.09%-1.15%4.94%
BTO
John Hancock Financial Opportunities Fund
3.32%5.85%28.92%-1.16%-23.58%61.86%-8.97%38.87%-25.68%13.12%

Returns By Period

In the year-to-date period, JHNBX achieves a -0.65% return, which is significantly lower than BTO's 3.32% return. Over the past 10 years, JHNBX has underperformed BTO with an annualized return of 2.26%, while BTO has yielded a comparatively higher 10.78% annualized return.


JHNBX

1D
0.22%
1M
-2.03%
YTD
-0.65%
6M
0.09%
1Y
3.62%
3Y*
3.84%
5Y*
0.03%
10Y*
2.26%

BTO

1D
-0.84%
1M
0.68%
YTD
3.32%
6M
3.66%
1Y
12.77%
3Y*
14.20%
5Y*
5.97%
10Y*
10.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHNBX vs. BTO - Expense Ratio Comparison

JHNBX has a 0.76% expense ratio, which is lower than BTO's 2.01% expense ratio.


Return for Risk

JHNBX vs. BTO — Risk / Return Rank

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

JHNBX
JHNBX Risk / Return Rank: 3939
Overall Rank
JHNBX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JHNBX Sortino Ratio Rank: 3636
Sortino Ratio Rank
JHNBX Omega Ratio Rank: 2727
Omega Ratio Rank
JHNBX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JHNBX Martin Ratio Rank: 3939
Martin Ratio Rank

BTO
BTO Risk / Return Rank: 1616
Overall Rank
BTO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTO Sortino Ratio Rank: 1616
Sortino Ratio Rank
BTO Omega Ratio Rank: 1616
Omega Ratio Rank
BTO Calmar Ratio Rank: 1919
Calmar Ratio Rank
BTO Martin Ratio Rank: 1515
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.

JHNBX vs. BTO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund (JHNBX) and John Hancock Financial Opportunities Fund (BTO). 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.


JHNBXBTODifference

Sharpe ratio

Return per unit of total volatility

0.89

0.52

+0.37

Sortino ratio

Return per unit of downside risk

1.25

0.86

+0.39

Omega ratio

Gain probability vs. loss probability

1.16

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

1.39

0.72

+0.67

Martin ratio

Return relative to average drawdown

4.28

1.88

+2.40

JHNBX vs. BTO - Sharpe Ratio Comparison

The current JHNBX Sharpe Ratio is 0.89, which is higher than the BTO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of JHNBX and BTO, 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


JHNBXBTODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.52

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.19

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.30

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.30

+0.46

Correlation

The correlation between JHNBX and BTO is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

JHNBX vs. BTO - Dividend Comparison

JHNBX's dividend yield for the trailing twelve months is around 3.96%, less than BTO's 7.31% yield.


TTM20252024202320222021202020192018201720162015
JHNBX
John Hancock Bond Fund
3.96%4.25%4.14%3.80%2.93%3.30%5.50%3.75%3.51%3.23%3.19%3.48%
BTO
John Hancock Financial Opportunities Fund
7.31%7.41%7.28%8.64%7.51%4.72%7.25%6.06%5.94%3.76%5.10%4.75%

Drawdowns

JHNBX vs. BTO - Drawdown Comparison

The maximum JHNBX drawdown since its inception was -24.74%, smaller than the maximum BTO drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for JHNBX and BTO.


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Drawdown Indicators


JHNBXBTODifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-72.27%

+47.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-16.79%

+13.54%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-51.80%

+31.67%

Max Drawdown (10Y)

Largest decline over 10 years

-20.13%

-65.70%

+45.57%

Current Drawdown

Current decline from peak

-3.17%

-8.77%

+5.60%

Average Drawdown

Average peak-to-trough decline

-4.15%

-19.08%

+14.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

6.47%

-5.42%

Volatility

JHNBX vs. BTO - Volatility Comparison

The current volatility for John Hancock Bond Fund (JHNBX) is 1.64%, while John Hancock Financial Opportunities Fund (BTO) has a volatility of 7.33%. This indicates that JHNBX experiences smaller price fluctuations and is considered to be less risky than BTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHNBXBTODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

7.33%

-5.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

16.40%

-13.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

24.69%

-20.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

31.48%

-25.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

36.20%

-31.31%