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JIBCX vs. SWLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIBCX vs. SWLGX - 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 Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

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JIBCX vs. SWLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JIBCX
John Hancock Funds II Blue Chip Growth Fund
-14.89%8.28%35.89%49.47%-38.12%16.88%34.25%29.71%1.72%-0.82%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
-13.06%18.55%33.30%42.67%-29.17%27.55%38.43%36.30%-1.59%-0.60%

Returns By Period

In the year-to-date period, JIBCX achieves a -14.89% return, which is significantly lower than SWLGX's -13.06% return.


JIBCX

1D
-0.36%
1M
-9.00%
YTD
-14.89%
6M
-20.62%
1Y
1.49%
3Y*
17.14%
5Y*
6.15%
10Y*
13.20%

SWLGX

1D
-0.46%
1M
-8.63%
YTD
-13.06%
6M
-12.07%
1Y
14.45%
3Y*
19.67%
5Y*
11.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIBCX vs. SWLGX - Expense Ratio Comparison

JIBCX has a 0.81% expense ratio, which is higher than SWLGX's 0.04% expense ratio.


Return for Risk

JIBCX vs. SWLGX — Risk / Return Rank

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

JIBCX
JIBCX Risk / Return Rank: 44
Overall Rank
JIBCX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
JIBCX Sortino Ratio Rank: 66
Sortino Ratio Rank
JIBCX Omega Ratio Rank: 66
Omega Ratio Rank
JIBCX Calmar Ratio Rank: 22
Calmar Ratio Rank
JIBCX Martin Ratio Rank: 22
Martin Ratio Rank

SWLGX
SWLGX Risk / Return Rank: 2828
Overall Rank
SWLGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SWLGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SWLGX Omega Ratio Rank: 3131
Omega Ratio Rank
SWLGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SWLGX Martin Ratio Rank: 2323
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.

JIBCX vs. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Blue Chip Growth Fund (JIBCX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.


JIBCXSWLGXDifference

Sharpe ratio

Return per unit of total volatility

-0.02

0.66

-0.68

Sortino ratio

Return per unit of downside risk

0.16

1.10

-0.94

Omega ratio

Gain probability vs. loss probability

1.02

1.15

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.45

0.72

-1.17

Martin ratio

Return relative to average drawdown

-1.07

2.51

-3.58

JIBCX vs. SWLGX - Sharpe Ratio Comparison

The current JIBCX Sharpe Ratio is -0.02, which is lower than the SWLGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of JIBCX and SWLGX, 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


JIBCXSWLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.66

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.56

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.68

-0.20

Correlation

The correlation between JIBCX and SWLGX is 0.94, 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

JIBCX vs. SWLGX - Dividend Comparison

JIBCX has not paid dividends to shareholders, while SWLGX's dividend yield for the trailing twelve months is around 0.52%.


TTM20252024202320222021202020192018201720162015
JIBCX
John Hancock Funds II Blue Chip Growth Fund
0.00%0.00%6.97%3.23%5.57%16.46%4.72%1.46%7.73%16.16%6.35%13.20%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.52%0.46%0.52%0.67%0.93%1.76%0.67%0.96%1.03%0.00%0.00%0.00%

Drawdowns

JIBCX vs. SWLGX - Drawdown Comparison

The maximum JIBCX drawdown since its inception was -54.15%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JIBCX and SWLGX.


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Drawdown Indicators


JIBCXSWLGXDifference

Max Drawdown

Largest peak-to-trough decline

-54.15%

-32.69%

-21.46%

Max Drawdown (1Y)

Largest decline over 1 year

-24.47%

-16.16%

-8.31%

Max Drawdown (5Y)

Largest decline over 5 years

-42.74%

-32.69%

-10.05%

Max Drawdown (10Y)

Largest decline over 10 years

-42.74%

Current Drawdown

Current decline from peak

-24.47%

-16.16%

-8.31%

Average Drawdown

Average peak-to-trough decline

-9.26%

-7.13%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.42%

4.62%

+5.80%

Volatility

JIBCX vs. SWLGX - Volatility Comparison

John Hancock Funds II Blue Chip Growth Fund (JIBCX) has a higher volatility of 5.66% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.38%. This indicates that JIBCX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIBCXSWLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

5.38%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

11.82%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

26.21%

22.31%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.47%

21.47%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.95%

22.78%

+0.17%