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JHNBX vs. USGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHNBX vs. USGLX - Performance Comparison

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

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JHNBX vs. USGLX - 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%
USGLX
John Hancock U.S. Global Leaders Growth Fund
-11.39%2.94%18.17%29.14%-29.76%19.18%35.40%33.07%3.35%25.38%

Returns By Period

In the year-to-date period, JHNBX achieves a -0.65% return, which is significantly higher than USGLX's -11.39% return. Over the past 10 years, JHNBX has underperformed USGLX with an annualized return of 2.26%, while USGLX has yielded a comparatively higher 10.92% 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%

USGLX

1D
2.89%
1M
-5.15%
YTD
-11.39%
6M
-11.26%
1Y
-4.62%
3Y*
8.27%
5Y*
2.48%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHNBX vs. USGLX - Expense Ratio Comparison

JHNBX has a 0.76% expense ratio, which is lower than USGLX's 1.13% expense ratio.


Return for Risk

JHNBX vs. USGLX — 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

USGLX
USGLX Risk / Return Rank: 33
Overall Rank
USGLX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
USGLX Sortino Ratio Rank: 22
Sortino Ratio Rank
USGLX Omega Ratio Rank: 22
Omega Ratio Rank
USGLX Calmar Ratio Rank: 33
Calmar Ratio Rank
USGLX Martin Ratio Rank: 22
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. USGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund (JHNBX) and John Hancock U.S. Global Leaders Growth Fund (USGLX). 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.


JHNBXUSGLXDifference

Sharpe ratio

Return per unit of total volatility

0.89

-0.23

+1.11

Sortino ratio

Return per unit of downside risk

1.25

-0.20

+1.45

Omega ratio

Gain probability vs. loss probability

1.16

0.97

+0.18

Calmar ratio

Return relative to maximum drawdown

1.39

-0.24

+1.63

Martin ratio

Return relative to average drawdown

4.28

-0.78

+5.07

JHNBX vs. USGLX - Sharpe Ratio Comparison

The current JHNBX Sharpe Ratio is 0.89, which is higher than the USGLX Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of JHNBX and USGLX, 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


JHNBXUSGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

-0.23

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.12

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.54

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.49

+0.26

Correlation

The correlation between JHNBX and USGLX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

JHNBX vs. USGLX - Dividend Comparison

JHNBX's dividend yield for the trailing twelve months is around 3.96%, less than USGLX's 32.03% 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%
USGLX
John Hancock U.S. Global Leaders Growth Fund
32.03%28.38%15.79%0.00%0.00%8.75%11.38%6.76%13.55%7.34%5.42%6.57%

Drawdowns

JHNBX vs. USGLX - Drawdown Comparison

The maximum JHNBX drawdown since its inception was -24.74%, smaller than the maximum USGLX drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for JHNBX and USGLX.


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Drawdown Indicators


JHNBXUSGLXDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-46.82%

+22.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-16.11%

+12.86%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-36.80%

+16.67%

Max Drawdown (10Y)

Largest decline over 10 years

-20.13%

-36.80%

+16.67%

Current Drawdown

Current decline from peak

-3.17%

-21.11%

+17.94%

Average Drawdown

Average peak-to-trough decline

-4.15%

-7.35%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

5.00%

-3.95%

Volatility

JHNBX vs. USGLX - Volatility Comparison

The current volatility for John Hancock Bond Fund (JHNBX) is 1.64%, while John Hancock U.S. Global Leaders Growth Fund (USGLX) has a volatility of 5.65%. This indicates that JHNBX experiences smaller price fluctuations and is considered to be less risky than USGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHNBXUSGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

5.65%

-4.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

10.46%

-7.81%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

18.85%

-14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

21.02%

-15.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

20.24%

-15.35%