PortfoliosLab logo
JIBCX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JIBCX and VOO is 0.90, 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.


Performance

JIBCX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
242.21%
573.36%
JIBCX
VOO

Key characteristics

Sharpe Ratio

JIBCX:

0.20

VOO:

0.52

Sortino Ratio

JIBCX:

0.46

VOO:

0.89

Omega Ratio

JIBCX:

1.07

VOO:

1.13

Calmar Ratio

JIBCX:

0.19

VOO:

0.57

Martin Ratio

JIBCX:

0.56

VOO:

2.18

Ulcer Index

JIBCX:

9.52%

VOO:

4.85%

Daily Std Dev

JIBCX:

25.91%

VOO:

19.11%

Max Drawdown

JIBCX:

-54.74%

VOO:

-33.99%

Current Drawdown

JIBCX:

-16.09%

VOO:

-7.67%

Returns By Period

In the year-to-date period, JIBCX achieves a -4.94% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, JIBCX has underperformed VOO with an annualized return of 5.00%, while VOO has yielded a comparatively higher 12.42% annualized return.


JIBCX

YTD

-4.94%

1M

4.66%

6M

-11.31%

1Y

5.06%

5Y*

5.23%

10Y*

5.00%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*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. VOO - Expense Ratio Comparison

JIBCX has a 0.81% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

JIBCX vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of JIBCX and VOO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.20
0.52
JIBCX
VOO

Dividends

JIBCX vs. VOO - Dividend Comparison

JIBCX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
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%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JIBCX vs. VOO - Drawdown Comparison

The maximum JIBCX drawdown since its inception was -54.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JIBCX and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.09%
-7.67%
JIBCX
VOO

Volatility

JIBCX vs. VOO - Volatility Comparison

John Hancock Funds II Blue Chip Growth Fund (JIBCX) has a higher volatility of 8.55% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that JIBCX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
8.55%
6.83%
JIBCX
VOO