JIEMX vs. TAGRX
JIEMX (John Hancock Funds II Equity Income Fund) and TAGRX (John Hancock Fundamental Large Cap Core Fund) are both mutual funds - JIEMX is a Dividend fund managed by John Hancock, while TAGRX is a Large Cap Blend Equities fund managed by John Hancock. Over the past 10 years, JIEMX returned 5.25%/yr vs 12.00%/yr for TAGRX. Their correlation of 0.81 means they have usually moved in the same direction. JIEMX charges 0.76%/yr vs 1.01%/yr for TAGRX.
Performance
JIEMX vs. TAGRX - 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 TAGRX's 1.91% return. Over the past 10 years, JIEMX has underperformed TAGRX with an annualized return of 5.25%, while TAGRX has yielded a comparatively higher 12.00% 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%
TAGRX
- 1D
- 0.59%
- 1M
- -0.19%
- 6M
- 1.77%
- YTD
- 1.91%
- 1Y
- 11.73%
- 3Y*
- 13.14%
- 5Y*
- 7.31%
- 10Y*
- 12.00%
- ALL TIME*
- 8.71%
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. TAGRX - 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% |
TAGRX John Hancock Fundamental Large Cap Core Fund | 1.91% | 9.98% | 21.14% | 32.23% | -24.86% | 29.16% | 20.55% | 35.06% | -14.09% | 19.63% |
Correlation
The correlation between JIEMX and TAGRX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2005 | 0.81 |
Over the past year, the correlation between JIEMX and TAGRX has dropped to 0.60 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
JIEMX vs. TAGRX — Risk / Return Rank
JIEMX
TAGRX
JIEMX vs. TAGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Equity Income Fund (JIEMX) and John Hancock Fundamental Large Cap Core Fund (TAGRX). 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 | TAGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.12 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 0.61 | -1.18 |
| Martin ratioReturn relative to average drawdown | -0.82 | 2.06 | -2.87 |
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Drawdowns
JIEMX vs. TAGRX - Drawdown Comparison
The maximum JIEMX drawdown since its inception was -62.26%, which is greater than TAGRX's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for JIEMX and TAGRX.
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Drawdown Indicators
| JIEMX | TAGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -58.45% | -3.81% |
Max Drawdown (1Y)Largest decline over 1 year | -36.28% | -14.04% | -22.24% |
Max Drawdown (3Y)Largest decline over 3 years | -36.28% | -26.11% | -10.17% |
Max Drawdown (5Y)Largest decline over 5 years | -36.28% | -29.10% | -7.18% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -36.96% | -2.80% |
Current DrawdownCurrent decline from peak | -24.43% | -2.14% | -22.29% |
Average DrawdownAverage peak-to-trough decline | -11.01% | -11.51% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.94% | 4.17% | +19.77% |
Volatility
JIEMX vs. TAGRX - Volatility Comparison
The current volatility for John Hancock Funds II Equity Income Fund (JIEMX) is 2.99%, while John Hancock Fundamental Large Cap Core Fund (TAGRX) has a volatility of 3.54%. This indicates that JIEMX experiences smaller price fluctuations and is considered to be less risky than TAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIEMX | TAGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.54% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 10.39% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.24% | 13.47% | +24.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 20.26% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 20.46% | +1.06% |
JIEMX vs. TAGRX - Expense Ratio Comparison
JIEMX has a 0.76% expense ratio, which is lower than TAGRX's 1.01% expense ratio.
Dividends
JIEMX vs. TAGRX - Dividend Comparison
JIEMX's dividend yield for the trailing twelve months is around 0.52%, less than TAGRX's 11.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TAGRX John Hancock Fundamental Large Cap Core Fund | 11.87% | 12.09% | 13.00% | 6.67% | 6.76% | 7.82% | 0.30% | 0.53% | 14.05% | 8.22% | 2.96% | 1.22% |
Frequently Asked Questions
JIEMX and TAGRX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TAGRX has higher volatility (3.54%) compared to JIEMX (2.99%). In terms of maximum drawdown, JIEMX dropped -62.26% vs TAGRX's -58.45%.
TAGRX currently has the higher Sharpe Ratio (0.64 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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