JIEMX vs. THPGX
JIEMX (John Hancock Funds II Equity Income Fund) and THPGX (Thompson LargeCap Fund) are both mutual funds - JIEMX is a Dividend fund managed by John Hancock, while THPGX is a Large Cap Value Equities fund managed by Thompson IM. Over the past 10 years, JIEMX returned 5.25%/yr vs 14.28%/yr for THPGX. Their correlation of 0.91 means they have usually moved in the same direction. JIEMX charges 0.76%/yr vs 0.99%/yr for THPGX.
Performance
JIEMX vs. THPGX - 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 THPGX's 12.42% return. Over the past 10 years, JIEMX has underperformed THPGX with an annualized return of 5.25%, while THPGX has yielded a comparatively higher 14.28% 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%
THPGX
- 1D
- -0.11%
- 1M
- 0.60%
- 6M
- 10.60%
- YTD
- 12.42%
- 1Y
- 33.89%
- 3Y*
- 19.48%
- 5Y*
- 12.66%
- 10Y*
- 14.28%
- ALL TIME*
- 9.76%
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. THPGX - 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% |
THPGX Thompson LargeCap Fund | 12.42% | 27.10% | 17.14% | 22.06% | -15.78% | 28.09% | 15.49% | 33.59% | -12.31% | 18.24% |
Correlation
The correlation between JIEMX and THPGX is 0.69, 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. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2005 | 0.91 |
Over the past year, the correlation between JIEMX and THPGX has dropped to 0.69 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
JIEMX vs. THPGX — Risk / Return Rank
JIEMX
THPGX
JIEMX vs. THPGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Equity Income Fund (JIEMX) and Thompson LargeCap Fund (THPGX). 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 | THPGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.98 | ||
| Sortino ratioReturn per unit of downside risk | -3.79 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.43 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 3.83 | -4.39 |
| Martin ratioReturn relative to average drawdown | -0.82 | 15.42 | -16.24 |
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Drawdowns
JIEMX vs. THPGX - Drawdown Comparison
The maximum JIEMX drawdown since its inception was -62.26%, roughly equal to the maximum THPGX drawdown of -65.52%. Use the drawdown chart below to compare losses from any high point for JIEMX and THPGX.
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Drawdown Indicators
| JIEMX | THPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -65.52% | +3.26% |
Max Drawdown (1Y)Largest decline over 1 year | -36.28% | -8.16% | -28.12% |
Max Drawdown (3Y)Largest decline over 3 years | -36.28% | -18.75% | -17.53% |
Max Drawdown (5Y)Largest decline over 5 years | -36.28% | -26.49% | -9.79% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -40.68% | +0.92% |
Current DrawdownCurrent decline from peak | -24.43% | -0.96% | -23.47% |
Average DrawdownAverage peak-to-trough decline | -11.01% | -9.54% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.94% | 2.03% | +21.91% |
Volatility
JIEMX vs. THPGX - Volatility Comparison
The current volatility for John Hancock Funds II Equity Income Fund (JIEMX) is 2.99%, while Thompson LargeCap Fund (THPGX) has a volatility of 3.72%. This indicates that JIEMX experiences smaller price fluctuations and is considered to be less risky than THPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIEMX | THPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.72% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 9.54% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.24% | 12.79% | +25.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 17.71% | +5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 19.83% | +1.69% |
JIEMX vs. THPGX - Expense Ratio Comparison
JIEMX has a 0.76% expense ratio, which is lower than THPGX's 0.99% expense ratio.
Dividends
JIEMX vs. THPGX - Dividend Comparison
JIEMX's dividend yield for the trailing twelve months is around 0.52%, less than THPGX's 4.98% 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% |
THPGX Thompson LargeCap Fund | 4.98% | 5.60% | 11.97% | 8.38% | 5.06% | 4.95% | 0.90% | 2.73% | 0.89% | 0.82% | 0.80% | 0.72% |
Frequently Asked Questions
JIEMX and THPGX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THPGX has higher volatility (3.72%) compared to JIEMX (2.99%). In terms of maximum drawdown, JIEMX dropped -62.26% vs THPGX's -65.52%.
THPGX currently has the higher Sharpe Ratio (2.45 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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