JIEMX vs. TRDIX
JIEMX (John Hancock Funds II Equity Income Fund) and TRDIX (Transamerica Sustainable Equity Income Fund) are both Dividend funds. Over the past 10 years, JIEMX returned 5.25%/yr vs 8.52%/yr for TRDIX. Their correlation of 0.90 means they have usually moved in the same direction. JIEMX charges 0.76%/yr vs 0.74%/yr for TRDIX.
Performance
JIEMX vs. TRDIX - Performance Comparison
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Returns By Period
In the year-to-date period, JIEMX achieves a 17.10% return, which is significantly lower than TRDIX's 21.19% return. Over the past 10 years, JIEMX has underperformed TRDIX with an annualized return of 5.25%, while TRDIX has yielded a comparatively higher 8.52% 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%
TRDIX
- 1D
- 1.55%
- 1M
- 1.46%
- 6M
- 15.22%
- YTD
- 21.19%
- 1Y
- 29.02%
- 3Y*
- 17.41%
- 5Y*
- 9.21%
- 10Y*
- 8.52%
- ALL TIME*
- 7.65%
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. TRDIX - 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% |
TRDIX Transamerica Sustainable Equity Income Fund | 21.19% | 11.15% | 16.62% | 6.17% | -11.25% | 22.44% | -7.53% | 23.47% | -12.21% | 16.22% |
Correlation
The correlation between JIEMX and TRDIX is 0.73, 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. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.90 |
The correlation between JIEMX and TRDIX shifts across timeframes, from 0.73 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JIEMX vs. TRDIX — Risk / Return Rank
JIEMX
TRDIX
JIEMX vs. TRDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Equity Income Fund (JIEMX) and Transamerica Sustainable Equity Income Fund (TRDIX). 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 | TRDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.37 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 2.56 | -3.12 |
| Martin ratioReturn relative to average drawdown | -0.82 | 10.73 | -11.55 |
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Drawdowns
JIEMX vs. TRDIX - Drawdown Comparison
The maximum JIEMX drawdown since its inception was -62.26%, which is greater than TRDIX's maximum drawdown of -47.02%. Use the drawdown chart below to compare losses from any high point for JIEMX and TRDIX.
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Drawdown Indicators
| JIEMX | TRDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -47.02% | -15.24% |
Max Drawdown (1Y)Largest decline over 1 year | -36.28% | -10.50% | -25.78% |
Max Drawdown (3Y)Largest decline over 3 years | -36.28% | -15.15% | -21.13% |
Max Drawdown (5Y)Largest decline over 5 years | -36.28% | -31.35% | -4.93% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -47.02% | +7.26% |
Current DrawdownCurrent decline from peak | -24.43% | 0.00% | -24.43% |
Average DrawdownAverage peak-to-trough decline | -11.01% | -8.86% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.94% | 2.50% | +21.44% |
Volatility
JIEMX vs. TRDIX - Volatility Comparison
The current volatility for John Hancock Funds II Equity Income Fund (JIEMX) is 2.99%, while Transamerica Sustainable Equity Income Fund (TRDIX) has a volatility of 3.19%. This indicates that JIEMX experiences smaller price fluctuations and is considered to be less risky than TRDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIEMX | TRDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.19% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 10.33% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.24% | 12.76% | +25.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 17.94% | +4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 19.76% | +1.76% |
JIEMX vs. TRDIX - Expense Ratio Comparison
JIEMX has a 0.76% expense ratio, which is higher than TRDIX's 0.74% expense ratio.
Dividends
JIEMX vs. TRDIX - Dividend Comparison
JIEMX's dividend yield for the trailing twelve months is around 0.52%, less than TRDIX's 1.17% 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% |
TRDIX Transamerica Sustainable Equity Income Fund | 1.17% | 1.47% | 8.93% | 1.89% | 2.13% | 17.89% | 2.19% | 15.03% | 20.64% | 8.73% | 16.84% | 19.55% |
Frequently Asked Questions
JIEMX and TRDIX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRDIX has higher volatility (3.19%) compared to JIEMX (2.99%). In terms of maximum drawdown, JIEMX dropped -62.26% vs TRDIX's -47.02%.
TRDIX currently has the higher Sharpe Ratio (2.11 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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