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JIBCX vs. ARKK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JIBCX and ARKK is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

JIBCX vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Blue Chip Growth Fund (JIBCX) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
57.82%
179.20%
JIBCX
ARKK

Key characteristics

Sharpe Ratio

JIBCX:

0.20

ARKK:

0.37

Sortino Ratio

JIBCX:

0.46

ARKK:

0.71

Omega Ratio

JIBCX:

1.07

ARKK:

1.09

Calmar Ratio

JIBCX:

0.19

ARKK:

0.17

Martin Ratio

JIBCX:

0.56

ARKK:

0.94

Ulcer Index

JIBCX:

9.52%

ARKK:

13.61%

Daily Std Dev

JIBCX:

25.91%

ARKK:

44.13%

Max Drawdown

JIBCX:

-54.74%

ARKK:

-80.91%

Current Drawdown

JIBCX:

-16.09%

ARKK:

-66.66%

Returns By Period

In the year-to-date period, JIBCX achieves a -4.94% return, which is significantly higher than ARKK's -9.55% return. Over the past 10 years, JIBCX has underperformed ARKK with an annualized return of 5.00%, while ARKK has yielded a comparatively higher 10.60% annualized return.


JIBCX

YTD

-4.94%

1M

4.66%

6M

-11.31%

1Y

5.06%

5Y*

5.23%

10Y*

5.00%

ARKK

YTD

-9.55%

1M

8.68%

6M

-5.03%

1Y

16.28%

5Y*

-1.88%

10Y*

10.60%

*Annualized

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JIBCX vs. ARKK - Expense Ratio Comparison

JIBCX has a 0.81% expense ratio, which is higher than ARKK's 0.75% expense ratio.


Risk-Adjusted Performance

JIBCX vs. ARKK — Risk-Adjusted Performance Rank

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

JIBCX
The Risk-Adjusted Performance Rank of JIBCX is 3737
Overall Rank
The Sharpe Ratio Rank of JIBCX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of JIBCX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of JIBCX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of JIBCX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of JIBCX is 3434
Martin Ratio Rank

ARKK
The Risk-Adjusted Performance Rank of ARKK is 4343
Overall Rank
The Sharpe Ratio Rank of ARKK is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 4040
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.

JIBCX vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Blue Chip Growth Fund (JIBCX) and ARK Innovation ETF (ARKK). 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 JIBCX Sharpe Ratio is 0.20, which is lower than the ARKK Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of JIBCX and ARKK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.20
0.37
JIBCX
ARKK

Dividends

JIBCX vs. ARKK - Dividend Comparison

Neither JIBCX nor ARKK has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
JIBCX
John Hancock Funds II Blue Chip Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.02%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%

Drawdowns

JIBCX vs. ARKK - Drawdown Comparison

The maximum JIBCX drawdown since its inception was -54.74%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for JIBCX and ARKK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-16.09%
-66.66%
JIBCX
ARKK

Volatility

JIBCX vs. ARKK - Volatility Comparison

The current volatility for John Hancock Funds II Blue Chip Growth Fund (JIBCX) is 8.55%, while ARK Innovation ETF (ARKK) has a volatility of 12.51%. This indicates that JIBCX experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
8.55%
12.51%
JIBCX
ARKK