PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JIBCX vs. ARKK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JIBCX and ARKK 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.


-0.50.00.51.00.7

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
5.95%
44.59%
JIBCX
ARKK

Key characteristics

Sharpe Ratio

JIBCX:

1.09

ARKK:

0.78

Sortino Ratio

JIBCX:

1.50

ARKK:

1.26

Omega Ratio

JIBCX:

1.21

ARKK:

1.15

Calmar Ratio

JIBCX:

0.82

ARKK:

0.36

Martin Ratio

JIBCX:

4.44

ARKK:

2.61

Ulcer Index

JIBCX:

4.63%

ARKK:

10.40%

Daily Std Dev

JIBCX:

18.94%

ARKK:

34.79%

Max Drawdown

JIBCX:

-54.74%

ARKK:

-80.91%

Current Drawdown

JIBCX:

-8.25%

ARKK:

-58.46%

Returns By Period

In the year-to-date period, JIBCX achieves a 3.94% return, which is significantly lower than ARKK's 12.70% return. Over the past 10 years, JIBCX has underperformed ARKK with an annualized return of 5.96%, while ARKK has yielded a comparatively higher 12.76% annualized return.


JIBCX

YTD

3.94%

1M

1.14%

6M

5.95%

1Y

22.15%

5Y*

6.10%

10Y*

5.96%

ARKK

YTD

12.70%

1M

4.03%

6M

44.59%

1Y

35.24%

5Y*

2.44%

10Y*

12.76%

*Annualized

Compare stocks, funds, or ETFs

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


JIBCX vs. ARKK - Expense Ratio Comparison

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


JIBCX
John Hancock Funds II Blue Chip Growth Fund
Expense ratio chart for JIBCX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%
Expense ratio chart for ARKK: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

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 5757
Overall Rank
The Sharpe Ratio Rank of JIBCX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of JIBCX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of JIBCX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of JIBCX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JIBCX is 5959
Martin Ratio Rank

ARKK
The Risk-Adjusted Performance Rank of ARKK is 2828
Overall Rank
The Sharpe Ratio Rank of ARKK is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 3232
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 2929
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.


Sharpe ratio
The chart of Sharpe ratio for JIBCX, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.001.090.78
The chart of Sortino ratio for JIBCX, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.001.501.26
The chart of Omega ratio for JIBCX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.15
The chart of Calmar ratio for JIBCX, currently valued at 0.82, compared to the broader market0.005.0010.0015.0020.000.820.36
The chart of Martin ratio for JIBCX, currently valued at 4.44, compared to the broader market0.0020.0040.0060.0080.004.442.61
JIBCX
ARKK

The current JIBCX Sharpe Ratio is 1.09, which is higher than the ARKK Sharpe Ratio of 0.78. 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-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.09
0.78
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%SeptemberOctoberNovemberDecember2025February
-8.25%
-58.46%
JIBCX
ARKK

Volatility

JIBCX vs. ARKK - Volatility Comparison

The current volatility for John Hancock Funds II Blue Chip Growth Fund (JIBCX) is 5.16%, while ARK Innovation ETF (ARKK) has a volatility of 8.77%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
5.16%
8.77%
JIBCX
ARKK
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab