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JHNBX vs. JIEHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHNBX vs. JIEHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Bond Fund (JHNBX) and John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX). The values are adjusted to include any dividend payments, if applicable.

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JHNBX vs. JIEHX - 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%4.81%
JIEHX
John Hancock Funds Multi-Index 2060 Lifetime Portfolio
-0.43%20.12%15.37%18.47%-18.03%18.48%16.08%25.00%-8.22%16.82%

Returns By Period

In the year-to-date period, JHNBX achieves a -0.50% return, which is significantly lower than JIEHX's -0.43% 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%

JIEHX

1D
0.99%
1M
-2.91%
YTD
-0.43%
6M
1.81%
1Y
19.97%
3Y*
15.64%
5Y*
8.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHNBX vs. JIEHX - Expense Ratio Comparison

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


Return for Risk

JHNBX vs. JIEHX — 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

JIEHX
JIEHX Risk / Return Rank: 6363
Overall Rank
JIEHX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
JIEHX Sortino Ratio Rank: 6161
Sortino Ratio Rank
JIEHX Omega Ratio Rank: 6161
Omega Ratio Rank
JIEHX Calmar Ratio Rank: 6262
Calmar Ratio Rank
JIEHX Martin Ratio Rank: 7272
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. JIEHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund (JHNBX) and John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX). 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.


JHNBXJIEHXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.26

-0.41

Sortino ratio

Return per unit of downside risk

1.20

1.84

-0.63

Omega ratio

Gain probability vs. loss probability

1.15

1.27

-0.12

Calmar ratio

Return relative to maximum drawdown

1.26

1.83

-0.57

Martin ratio

Return relative to average drawdown

3.83

8.43

-4.60

JHNBX vs. JIEHX - Sharpe Ratio Comparison

The current JHNBX Sharpe Ratio is 0.85, which is lower than the JIEHX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of JHNBX and JIEHX, 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


JHNBXJIEHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.26

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.55

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.62

+0.13

Correlation

The correlation between JHNBX and JIEHX is 0.11, 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. JIEHX - Dividend Comparison

JHNBX's dividend yield for the trailing twelve months is around 3.95%, more than JIEHX's 3.56% 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%
JIEHX
John Hancock Funds Multi-Index 2060 Lifetime Portfolio
3.56%3.55%1.76%2.17%6.57%5.15%3.18%6.88%6.99%1.76%0.00%0.00%

Drawdowns

JHNBX vs. JIEHX - Drawdown Comparison

The maximum JHNBX drawdown since its inception was -24.74%, smaller than the maximum JIEHX drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for JHNBX and JIEHX.


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Drawdown Indicators


JHNBXJIEHXDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-32.55%

+7.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-9.18%

+5.93%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-25.70%

+5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-20.13%

Current Drawdown

Current decline from peak

-3.03%

-5.74%

+2.71%

Average Drawdown

Average peak-to-trough decline

-4.15%

-5.06%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

2.51%

-1.45%

Volatility

JHNBX vs. JIEHX - Volatility Comparison

The current volatility for John Hancock Bond Fund (JHNBX) is 1.65%, while John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX) has a volatility of 5.81%. This indicates that JHNBX experiences smaller price fluctuations and is considered to be less risky than JIEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHNBXJIEHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

5.81%

-4.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

9.56%

-6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

16.47%

-12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

15.18%

-9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

16.50%

-11.61%