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JICDX vs. SVBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JICDX vs. SVBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Core Bond Fund (JICDX) and John Hancock Balanced Fund (SVBAX). The values are adjusted to include any dividend payments, if applicable.

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JICDX vs. SVBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JICDX
John Hancock Funds II Core Bond Fund
-0.25%5.57%1.42%5.77%-13.68%-2.01%8.40%8.21%-0.54%3.24%
SVBAX
John Hancock Balanced Fund
-0.63%15.69%13.31%18.22%-15.79%14.49%15.97%21.28%-5.02%13.40%

Returns By Period

In the year-to-date period, JICDX achieves a -0.25% return, which is significantly higher than SVBAX's -0.63% return. Over the past 10 years, JICDX has underperformed SVBAX with an annualized return of 1.32%, while SVBAX has yielded a comparatively higher 9.13% annualized return.


JICDX

1D
0.55%
1M
-1.59%
YTD
-0.25%
6M
-0.97%
1Y
2.24%
3Y*
3.06%
5Y*
-0.23%
10Y*
1.32%

SVBAX

1D
2.00%
1M
-3.14%
YTD
-0.63%
6M
2.60%
1Y
16.62%
3Y*
13.70%
5Y*
7.58%
10Y*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JICDX vs. SVBAX - Expense Ratio Comparison

JICDX has a 0.66% expense ratio, which is lower than SVBAX's 1.03% expense ratio.


Return for Risk

JICDX vs. SVBAX — Risk / Return Rank

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

JICDX
JICDX Risk / Return Rank: 3838
Overall Rank
JICDX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JICDX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JICDX Omega Ratio Rank: 2424
Omega Ratio Rank
JICDX Calmar Ratio Rank: 6767
Calmar Ratio Rank
JICDX Martin Ratio Rank: 3939
Martin Ratio Rank

SVBAX
SVBAX Risk / Return Rank: 8585
Overall Rank
SVBAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SVBAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SVBAX Omega Ratio Rank: 8181
Omega Ratio Rank
SVBAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SVBAX Martin Ratio Rank: 9292
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.

JICDX vs. SVBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Core Bond Fund (JICDX) and John Hancock Balanced Fund (SVBAX). 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.


JICDXSVBAXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.54

-0.78

Sortino ratio

Return per unit of downside risk

1.09

2.23

-1.15

Omega ratio

Gain probability vs. loss probability

1.14

1.33

-0.18

Calmar ratio

Return relative to maximum drawdown

1.57

2.26

-0.69

Martin ratio

Return relative to average drawdown

4.10

11.04

-6.94

JICDX vs. SVBAX - Sharpe Ratio Comparison

The current JICDX Sharpe Ratio is 0.76, which is lower than the SVBAX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of JICDX and SVBAX, 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


JICDXSVBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.54

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.71

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.85

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.68

+0.03

Correlation

The correlation between JICDX and SVBAX is -0.03. 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

JICDX vs. SVBAX - Dividend Comparison

JICDX's dividend yield for the trailing twelve months is around 2.79%, less than SVBAX's 12.57% yield.


TTM20252024202320222021202020192018201720162015
JICDX
John Hancock Funds II Core Bond Fund
2.79%2.85%4.25%3.66%2.34%1.74%6.47%3.38%2.69%2.03%2.44%1.72%
SVBAX
John Hancock Balanced Fund
12.57%12.45%3.72%1.48%1.60%2.73%1.60%2.19%8.06%3.51%1.70%4.57%

Drawdowns

JICDX vs. SVBAX - Drawdown Comparison

The maximum JICDX drawdown since its inception was -18.94%, smaller than the maximum SVBAX drawdown of -40.81%. Use the drawdown chart below to compare losses from any high point for JICDX and SVBAX.


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Drawdown Indicators


JICDXSVBAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-40.81%

+21.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-7.73%

+4.84%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-20.53%

+1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

-21.00%

+2.06%

Current Drawdown

Current decline from peak

-4.45%

-3.68%

-0.77%

Average Drawdown

Average peak-to-trough decline

-2.92%

-5.26%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.58%

-0.47%

Volatility

JICDX vs. SVBAX - Volatility Comparison

The current volatility for John Hancock Funds II Core Bond Fund (JICDX) is 1.66%, while John Hancock Balanced Fund (SVBAX) has a volatility of 3.92%. This indicates that JICDX experiences smaller price fluctuations and is considered to be less risky than SVBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JICDXSVBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

3.92%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

6.35%

-3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.06%

11.22%

-6.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.11%

10.73%

-4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

10.76%

-5.78%