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JHNBX vs. JHFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHNBX vs. JHFIX - Performance Comparison

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

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JHNBX vs. JHFIX - 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%
JHFIX
John Hancock Income Fund
-0.49%6.83%2.11%6.14%-10.83%-0.45%7.25%10.34%-2.99%4.01%

Returns By Period

The year-to-date returns for both investments are quite close, with JHNBX having a -0.50% return and JHFIX slightly higher at -0.49%. Over the past 10 years, JHNBX has outperformed JHFIX with an annualized return of 2.28%, while JHFIX has yielded a comparatively lower 2.11% 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%

JHFIX

1D
0.17%
1M
-1.67%
YTD
-0.49%
6M
0.07%
1Y
4.84%
3Y*
3.77%
5Y*
0.72%
10Y*
2.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHNBX vs. JHFIX - Expense Ratio Comparison

JHNBX has a 0.76% expense ratio, which is lower than JHFIX's 0.80% expense ratio.


Return for Risk

JHNBX vs. JHFIX — 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

JHFIX
JHFIX Risk / Return Rank: 6666
Overall Rank
JHFIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JHFIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
JHFIX Omega Ratio Rank: 7676
Omega Ratio Rank
JHFIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
JHFIX Martin Ratio Rank: 5050
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. JHFIX - Risk-Adjusted Trends Comparison

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


JHNBXJHFIXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.54

-0.68

Sortino ratio

Return per unit of downside risk

1.20

2.18

-0.98

Omega ratio

Gain probability vs. loss probability

1.15

1.32

-0.17

Calmar ratio

Return relative to maximum drawdown

1.26

1.54

-0.29

Martin ratio

Return relative to average drawdown

3.83

6.26

-2.43

JHNBX vs. JHFIX - Sharpe Ratio Comparison

The current JHNBX Sharpe Ratio is 0.85, which is lower than the JHFIX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of JHNBX and JHFIX, 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


JHNBXJHFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.54

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.17

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.52

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.19

-0.44

Correlation

The correlation between JHNBX and JHFIX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JHNBX vs. JHFIX - Dividend Comparison

JHNBX's dividend yield for the trailing twelve months is around 3.95%, more than JHFIX's 3.91% 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%
JHFIX
John Hancock Income Fund
3.91%4.19%3.29%2.46%2.86%3.03%2.37%2.76%3.29%3.00%2.89%3.46%

Drawdowns

JHNBX vs. JHFIX - Drawdown Comparison

The maximum JHNBX drawdown since its inception was -24.74%, smaller than the maximum JHFIX drawdown of -29.41%. Use the drawdown chart below to compare losses from any high point for JHNBX and JHFIX.


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Drawdown Indicators


JHNBXJHFIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-29.41%

+4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-3.14%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-15.46%

-4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-20.13%

-15.46%

-4.67%

Current Drawdown

Current decline from peak

-3.03%

-2.48%

-0.55%

Average Drawdown

Average peak-to-trough decline

-4.15%

-3.18%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.77%

+0.29%

Volatility

JHNBX vs. JHFIX - Volatility Comparison

John Hancock Bond Fund (JHNBX) has a higher volatility of 1.65% compared to John Hancock Income Fund (JHFIX) at 1.24%. This indicates that JHNBX's price experiences larger fluctuations and is considered to be riskier than JHFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHNBXJHFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

1.24%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

1.91%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

3.16%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

4.34%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

4.03%

+0.86%