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JHNBX vs. HTD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHNBX vs. HTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Bond Fund (JHNBX) and John Hancock Tax-Advantaged Dividend Income Fund (HTD). The values are adjusted to include any dividend payments, if applicable.

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JHNBX vs. HTD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JHNBX
John Hancock Bond Fund
-0.50%7.36%1.97%6.24%-15.22%-0.68%10.31%10.09%-1.15%4.94%
HTD
John Hancock Tax-Advantaged Dividend Income Fund
7.33%15.87%25.68%-9.92%-6.24%32.36%-16.54%42.77%-9.13%16.47%

Returns By Period

In the year-to-date period, JHNBX achieves a -0.50% return, which is significantly lower than HTD's 7.33% return. Over the past 10 years, JHNBX has underperformed HTD with an annualized return of 2.28%, while HTD has yielded a comparatively higher 9.04% annualized return.


JHNBX

1D
0.15%
1M
-1.74%
YTD
-0.50%
6M
0.09%
1Y
3.85%
3Y*
3.89%
5Y*
0.06%
10Y*
2.28%

HTD

1D
0.16%
1M
-2.38%
YTD
7.33%
6M
4.73%
1Y
11.86%
3Y*
13.43%
5Y*
9.09%
10Y*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHNBX vs. HTD - Expense Ratio Comparison

JHNBX has a 0.76% expense ratio, which is higher than HTD's 0.01% expense ratio.


Return for Risk

JHNBX vs. HTD — Risk / Return Rank

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

JHNBX
JHNBX Risk / Return Rank: 2828
Overall Rank
JHNBX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JHNBX Sortino Ratio Rank: 2727
Sortino Ratio Rank
JHNBX Omega Ratio Rank: 2121
Omega Ratio Rank
JHNBX Calmar Ratio Rank: 3535
Calmar Ratio Rank
JHNBX Martin Ratio Rank: 2727
Martin Ratio Rank

HTD
HTD Risk / Return Rank: 2222
Overall Rank
HTD Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HTD Sortino Ratio Rank: 2020
Sortino Ratio Rank
HTD Omega Ratio Rank: 2222
Omega Ratio Rank
HTD Calmar Ratio Rank: 2121
Calmar Ratio Rank
HTD Martin Ratio Rank: 2424
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. HTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund (JHNBX) and John Hancock Tax-Advantaged Dividend Income Fund (HTD). 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.


JHNBXHTDDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.74

+0.11

Sortino ratio

Return per unit of downside risk

1.20

1.04

+0.17

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

1.26

0.90

+0.36

Martin ratio

Return relative to average drawdown

3.83

3.46

+0.37

JHNBX vs. HTD - Sharpe Ratio Comparison

The current JHNBX Sharpe Ratio is 0.85, which is comparable to the HTD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of JHNBX and HTD, 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


JHNBXHTDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.74

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.52

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.40

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.42

+0.33

Correlation

The correlation between JHNBX and HTD is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JHNBX vs. HTD - Dividend Comparison

JHNBX's dividend yield for the trailing twelve months is around 3.95%, less than HTD's 7.37% yield.


TTM20252024202320222021202020192018201720162015
JHNBX
John Hancock Bond Fund
3.95%4.25%4.14%3.80%2.93%3.30%5.50%3.75%3.51%3.23%3.19%3.48%
HTD
John Hancock Tax-Advantaged Dividend Income Fund
7.37%7.51%7.52%8.73%7.36%5.80%7.97%6.06%10.09%8.85%7.30%7.06%

Drawdowns

JHNBX vs. HTD - Drawdown Comparison

The maximum JHNBX drawdown since its inception was -24.74%, smaller than the maximum HTD drawdown of -69.79%. Use the drawdown chart below to compare losses from any high point for JHNBX and HTD.


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Drawdown Indicators


JHNBXHTDDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-69.79%

+45.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-11.80%

+8.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-31.58%

+11.45%

Max Drawdown (10Y)

Largest decline over 10 years

-20.13%

-56.57%

+36.44%

Current Drawdown

Current decline from peak

-3.03%

-3.10%

+0.07%

Average Drawdown

Average peak-to-trough decline

-4.15%

-8.86%

+4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

3.45%

-2.39%

Volatility

JHNBX vs. HTD - Volatility Comparison

The current volatility for John Hancock Bond Fund (JHNBX) is 1.65%, while John Hancock Tax-Advantaged Dividend Income Fund (HTD) has a volatility of 4.58%. This indicates that JHNBX experiences smaller price fluctuations and is considered to be less risky than HTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHNBXHTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

4.58%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

9.55%

-6.91%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

16.05%

-11.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

17.70%

-11.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

22.70%

-17.81%