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JHNBX vs. SVBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHNBX vs. SVBAX - Performance Comparison

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

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JHNBX vs. SVBAX - 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%
SVBAX
John Hancock Balanced Fund
0.02%15.69%13.31%18.22%-15.79%14.49%15.97%21.28%-5.02%13.40%

Returns By Period

In the year-to-date period, JHNBX achieves a -0.50% return, which is significantly lower than SVBAX's 0.02% return. Over the past 10 years, JHNBX has underperformed SVBAX with an annualized return of 2.28%, while SVBAX has yielded a comparatively higher 9.20% 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%

SVBAX

1D
0.65%
1M
-1.72%
YTD
0.02%
6M
3.08%
1Y
16.84%
3Y*
13.95%
5Y*
7.72%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHNBX vs. SVBAX - Expense Ratio Comparison

JHNBX has a 0.76% expense ratio, which is lower than SVBAX's 1.03% expense ratio.


Return for Risk

JHNBX vs. SVBAX — 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

SVBAX
SVBAX Risk / Return Rank: 8282
Overall Rank
SVBAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SVBAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
SVBAX Omega Ratio Rank: 7878
Omega Ratio Rank
SVBAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
SVBAX Martin Ratio Rank: 9090
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. SVBAX - Risk-Adjusted Trends Comparison

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


JHNBXSVBAXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.56

-0.70

Sortino ratio

Return per unit of downside risk

1.20

2.25

-1.05

Omega ratio

Gain probability vs. loss probability

1.15

1.33

-0.18

Calmar ratio

Return relative to maximum drawdown

1.26

2.33

-1.07

Martin ratio

Return relative to average drawdown

3.83

11.28

-7.45

JHNBX vs. SVBAX - Sharpe Ratio Comparison

The current JHNBX Sharpe Ratio is 0.85, which is lower than the SVBAX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of JHNBX and SVBAX, 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


JHNBXSVBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.56

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.72

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.86

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.68

+0.08

Correlation

The correlation between JHNBX and SVBAX is 0.12, 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. SVBAX - Dividend Comparison

JHNBX's dividend yield for the trailing twelve months is around 3.95%, less than SVBAX's 12.49% 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%
SVBAX
John Hancock Balanced Fund
12.49%12.45%3.72%1.48%1.60%2.73%1.60%2.19%8.06%3.51%1.70%4.57%

Drawdowns

JHNBX vs. SVBAX - Drawdown Comparison

The maximum JHNBX drawdown since its inception was -24.74%, smaller than the maximum SVBAX drawdown of -40.81%. Use the drawdown chart below to compare losses from any high point for JHNBX and SVBAX.


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Drawdown Indicators


JHNBXSVBAXDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-40.81%

+16.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-5.57%

+2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-20.53%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-20.13%

-21.00%

+0.87%

Current Drawdown

Current decline from peak

-3.03%

-3.05%

+0.02%

Average Drawdown

Average peak-to-trough decline

-4.15%

-5.26%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.59%

-0.53%

Volatility

JHNBX vs. SVBAX - Volatility Comparison

The current volatility for John Hancock Bond Fund (JHNBX) is 1.65%, while John Hancock Balanced Fund (SVBAX) has a volatility of 3.94%. This indicates that JHNBX experiences smaller price fluctuations and is considered to be less risky than SVBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHNBXSVBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

3.94%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

6.37%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

11.24%

-6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

10.73%

-4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

10.76%

-5.87%