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JHNBX vs. TILUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHNBX vs. TILUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Bond Fund (JHNBX) and Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX). The values are adjusted to include any dividend payments, if applicable.

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JHNBX vs. TILUX - 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%
TILUX
Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund
-0.12%6.41%1.86%3.34%-12.14%5.42%12.70%8.11%-2.05%3.15%

Returns By Period

In the year-to-date period, JHNBX achieves a -0.65% return, which is significantly lower than TILUX's -0.12% return. Over the past 10 years, JHNBX has underperformed TILUX with an annualized return of 2.26%, while TILUX has yielded a comparatively higher 2.53% 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%

TILUX

1D
0.24%
1M
-1.31%
YTD
-0.12%
6M
-0.68%
1Y
1.39%
3Y*
2.88%
5Y*
0.97%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHNBX vs. TILUX - Expense Ratio Comparison

JHNBX has a 0.76% expense ratio, which is lower than TILUX's 0.86% expense ratio.


Return for Risk

JHNBX vs. TILUX — 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

TILUX
TILUX Risk / Return Rank: 1919
Overall Rank
TILUX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TILUX Sortino Ratio Rank: 99
Sortino Ratio Rank
TILUX Omega Ratio Rank: 88
Omega Ratio Rank
TILUX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TILUX Martin Ratio Rank: 2828
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. TILUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund (JHNBX) and Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX). 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.


JHNBXTILUXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.37

+0.52

Sortino ratio

Return per unit of downside risk

1.25

0.54

+0.71

Omega ratio

Gain probability vs. loss probability

1.16

1.07

+0.09

Calmar ratio

Return relative to maximum drawdown

1.39

1.36

+0.03

Martin ratio

Return relative to average drawdown

4.28

3.85

+0.44

JHNBX vs. TILUX - Sharpe Ratio Comparison

The current JHNBX Sharpe Ratio is 0.89, which is higher than the TILUX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of JHNBX and TILUX, 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


JHNBXTILUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.37

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.17

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.47

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.52

+0.23

Correlation

The correlation between JHNBX and TILUX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JHNBX vs. TILUX - Dividend Comparison

JHNBX's dividend yield for the trailing twelve months is around 3.96%, more than TILUX's 2.47% 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%
TILUX
Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund
2.47%2.92%3.72%1.77%16.54%9.24%2.28%2.27%3.45%3.01%2.97%0.00%

Drawdowns

JHNBX vs. TILUX - Drawdown Comparison

The maximum JHNBX drawdown since its inception was -24.74%, which is greater than TILUX's maximum drawdown of -14.72%. Use the drawdown chart below to compare losses from any high point for JHNBX and TILUX.


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Drawdown Indicators


JHNBXTILUXDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-14.72%

-10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-3.55%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-14.72%

-5.41%

Max Drawdown (10Y)

Largest decline over 10 years

-20.13%

-14.72%

-5.41%

Current Drawdown

Current decline from peak

-3.17%

-2.01%

-1.16%

Average Drawdown

Average peak-to-trough decline

-4.15%

-3.65%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.26%

-0.21%

Volatility

JHNBX vs. TILUX - Volatility Comparison

John Hancock Bond Fund (JHNBX) and Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX) have volatilities of 1.64% and 1.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHNBXTILUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.61%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

2.79%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

5.19%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

6.02%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

5.42%

-0.53%