PortfoliosLab logo
JHNBX vs. TILUX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JHNBX and TILUX is 0.02, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

JHNBX:

0.83

TILUX:

1.10

Sortino Ratio

JHNBX:

1.23

TILUX:

1.67

Omega Ratio

JHNBX:

1.14

TILUX:

1.21

Calmar Ratio

JHNBX:

0.35

TILUX:

0.35

Martin Ratio

JHNBX:

2.09

TILUX:

3.56

Ulcer Index

JHNBX:

2.17%

TILUX:

1.64%

Daily Std Dev

JHNBX:

5.47%

TILUX:

5.10%

Max Drawdown

JHNBX:

-20.10%

TILUX:

-20.28%

Current Drawdown

JHNBX:

-8.23%

TILUX:

-11.88%

Returns By Period

In the year-to-date period, JHNBX achieves a 1.04% return, which is significantly lower than TILUX's 3.00% return.


JHNBX

YTD

1.04%

1M

0.99%

6M

0.34%

1Y

4.52%

5Y*

-0.35%

10Y*

1.52%

TILUX

YTD

3.00%

1M

1.65%

6M

1.82%

1Y

5.58%

5Y*

0.12%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JHNBX vs. TILUX - Expense Ratio Comparison

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


Risk-Adjusted Performance

JHNBX vs. TILUX — Risk-Adjusted Performance Rank

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

JHNBX
The Risk-Adjusted Performance Rank of JHNBX is 6868
Overall Rank
The Sharpe Ratio Rank of JHNBX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of JHNBX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of JHNBX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of JHNBX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of JHNBX is 6464
Martin Ratio Rank

TILUX
The Risk-Adjusted Performance Rank of TILUX is 7676
Overall Rank
The Sharpe Ratio Rank of TILUX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of TILUX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of TILUX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of TILUX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of TILUX is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JHNBX vs. TILUX - Risk-Adjusted Performance 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.


The current JHNBX Sharpe Ratio is 0.83, which is comparable to the TILUX Sharpe Ratio of 1.10. 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.


Loading data...

Dividends

JHNBX vs. TILUX - Dividend Comparison

JHNBX's dividend yield for the trailing twelve months is around 3.93%, while TILUX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
JHNBX
John Hancock Bond Fund
3.93%4.23%3.80%3.59%3.51%3.88%3.75%3.52%3.23%3.20%3.51%4.46%
TILUX
Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JHNBX vs. TILUX - Drawdown Comparison

The maximum JHNBX drawdown since its inception was -20.10%, roughly equal to the maximum TILUX drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for JHNBX and TILUX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

JHNBX vs. TILUX - Volatility Comparison

The current volatility for John Hancock Bond Fund (JHNBX) is 1.55%, while Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX) has a volatility of 2.07%. This indicates that JHNBX experiences smaller price fluctuations and is considered to be less risky than TILUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...