JIEMX vs. FBLEX
JIEMX (John Hancock Funds II Equity Income Fund) and FBLEX (Fidelity Series Stock Selector Large Cap Value Fund) are both mutual funds - JIEMX is a Dividend fund managed by John Hancock, while FBLEX is a Large Cap Value Equities fund managed by Fidelity. Over the past 10 years, JIEMX returned 5.25%/yr vs 12.31%/yr for FBLEX. Their correlation of 0.94 means they have usually moved in the same direction. JIEMX charges 0.76%/yr vs 0.01%/yr for FBLEX.
Performance
JIEMX vs. FBLEX - Performance Comparison
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Returns By Period
In the year-to-date period, JIEMX achieves a 17.10% return, which is significantly higher than FBLEX's 14.47% return. Over the past 10 years, JIEMX has underperformed FBLEX with an annualized return of 5.25%, while FBLEX has yielded a comparatively higher 12.31% annualized return.
JIEMX
- 1D
- 0.64%
- 1M
- 1.22%
- 6M
- 12.93%
- YTD
- 17.10%
- 1Y
- -17.92%
- 3Y*
- -0.49%
- 5Y*
- -0.24%
- 10Y*
- 5.25%
- ALL TIME*
- 5.39%
FBLEX
- 1D
- 0.44%
- 1M
- 2.42%
- 6M
- 10.88%
- YTD
- 14.47%
- 1Y
- 27.48%
- 3Y*
- 18.37%
- 5Y*
- 12.98%
- 10Y*
- 12.31%
- ALL TIME*
- 12.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JIEMX vs. FBLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIEMX John Hancock Funds II Equity Income Fund | 17.10% | -26.66% | 11.75% | 9.49% | -11.75% | 25.29% | 1.07% | 26.44% | -9.78% | 15.46% |
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | 14.47% | 17.06% | 18.04% | 15.60% | -4.82% | 26.83% | 4.34% | 25.57% | -9.04% | 12.38% |
Correlation
The correlation between JIEMX and FBLEX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2012 | 0.94 |
The correlation between JIEMX and FBLEX shifts across timeframes, from 0.81 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JIEMX vs. FBLEX — Risk / Return Rank
JIEMX
FBLEX
JIEMX vs. FBLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Equity Income Fund (JIEMX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JIEMX | FBLEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.64 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.41 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 3.62 | -4.19 |
| Martin ratioReturn relative to average drawdown | -0.82 | 15.00 | -15.81 |
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Drawdowns
JIEMX vs. FBLEX - Drawdown Comparison
The maximum JIEMX drawdown since its inception was -62.26%, which is greater than FBLEX's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for JIEMX and FBLEX.
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Drawdown Indicators
| JIEMX | FBLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -39.73% | -22.53% |
Max Drawdown (1Y)Largest decline over 1 year | -36.28% | -6.89% | -29.39% |
Max Drawdown (3Y)Largest decline over 3 years | -36.28% | -14.71% | -21.57% |
Max Drawdown (5Y)Largest decline over 5 years | -36.28% | -19.00% | -17.28% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -39.73% | -0.03% |
Current DrawdownCurrent decline from peak | -24.43% | -0.74% | -23.69% |
Average DrawdownAverage peak-to-trough decline | -11.01% | -3.79% | -7.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.94% | 1.67% | +22.27% |
Volatility
JIEMX vs. FBLEX - Volatility Comparison
John Hancock Funds II Equity Income Fund (JIEMX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) have volatilities of 2.99% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIEMX | FBLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.10% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 8.23% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.24% | 10.91% | +27.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 14.74% | +8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 17.34% | +4.18% |
JIEMX vs. FBLEX - Expense Ratio Comparison
JIEMX has a 0.76% expense ratio, which is higher than FBLEX's 0.01% expense ratio.
Dividends
JIEMX vs. FBLEX - Dividend Comparison
JIEMX's dividend yield for the trailing twelve months is around 0.52%, less than FBLEX's 9.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | 9.70% | 9.95% | 12.63% | 5.05% | 12.66% | 14.51% | 3.85% | 5.65% | 10.97% | 7.09% | 2.47% | 13.81% |
JIEMX John Hancock Funds II Equity Income Fund | 0.52% | 1.75% | 11.35% | 7.98% | 2.09% | 9.34% | 2.59% | 8.25% | 13.73% | 8.43% | 3.73% | 11.26% |
Frequently Asked Questions
JIEMX and FBLEX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FBLEX has higher volatility (3.10%) compared to JIEMX (2.99%). In terms of maximum drawdown, JIEMX dropped -62.26% vs FBLEX's -39.73%.
FBLEX currently has the higher Sharpe Ratio (2.29 vs -0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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