PortfoliosLab logoPortfoliosLab logo
JIPIX vs. MOFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIPIX vs. MOFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Strategic Income Opportunities Fund (JIPIX) and Mercer Opportunistic Fixed Income Fund (MOFIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JIPIX vs. MOFIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JIPIX
John Hancock Funds Strategic Income Opportunities Fund
-0.93%7.50%2.23%6.45%-10.43%0.80%8.46%5.61%
MOFIX
Mercer Opportunistic Fixed Income Fund
-2.95%8.60%2.23%12.22%-11.57%-1.15%5.31%3.18%

Returns By Period

In the year-to-date period, JIPIX achieves a -0.93% return, which is significantly higher than MOFIX's -2.95% return.


JIPIX

1D
0.10%
1M
-2.77%
YTD
-0.93%
6M
0.01%
1Y
5.22%
3Y*
3.94%
5Y*
0.98%
10Y*
2.65%

MOFIX

1D
0.12%
1M
-2.83%
YTD
-2.95%
6M
-2.34%
1Y
3.22%
3Y*
5.07%
5Y*
1.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JIPIX vs. MOFIX - Expense Ratio Comparison

JIPIX has a 0.76% expense ratio, which is higher than MOFIX's 0.44% expense ratio.


Return for Risk

JIPIX vs. MOFIX — Risk / Return Rank

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

JIPIX
JIPIX Risk / Return Rank: 8686
Overall Rank
JIPIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
JIPIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
JIPIX Omega Ratio Rank: 8888
Omega Ratio Rank
JIPIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
JIPIX Martin Ratio Rank: 8383
Martin Ratio Rank

MOFIX
MOFIX Risk / Return Rank: 4545
Overall Rank
MOFIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MOFIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
MOFIX Omega Ratio Rank: 5656
Omega Ratio Rank
MOFIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
MOFIX Martin Ratio Rank: 3838
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.

JIPIX vs. MOFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Strategic Income Opportunities Fund (JIPIX) and Mercer Opportunistic Fixed Income Fund (MOFIX). 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.


JIPIXMOFIXDifference

Sharpe ratio

Return per unit of total volatility

1.86

0.99

+0.87

Sortino ratio

Return per unit of downside risk

2.61

1.30

+1.31

Omega ratio

Gain probability vs. loss probability

1.38

1.22

+0.16

Calmar ratio

Return relative to maximum drawdown

1.97

0.99

+0.98

Martin ratio

Return relative to average drawdown

8.29

4.05

+4.24

JIPIX vs. MOFIX - Sharpe Ratio Comparison

The current JIPIX Sharpe Ratio is 1.86, which is higher than the MOFIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of JIPIX and MOFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JIPIXMOFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

0.99

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.24

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.29

+0.74

Correlation

The correlation between JIPIX and MOFIX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JIPIX vs. MOFIX - Dividend Comparison

JIPIX's dividend yield for the trailing twelve months is around 3.53%, more than MOFIX's 3.42% yield.


TTM20252024202320222021202020192018201720162015
JIPIX
John Hancock Funds Strategic Income Opportunities Fund
3.53%3.73%2.59%2.23%3.77%2.87%2.03%2.72%3.71%3.14%2.54%6.91%
MOFIX
Mercer Opportunistic Fixed Income Fund
3.42%3.32%6.91%6.44%3.81%4.20%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JIPIX vs. MOFIX - Drawdown Comparison

The maximum JIPIX drawdown since its inception was -15.43%, smaller than the maximum MOFIX drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for JIPIX and MOFIX.


Loading graphics...

Drawdown Indicators


JIPIXMOFIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.43%

-19.96%

+4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-3.52%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-15.43%

-19.00%

+3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-15.43%

Current Drawdown

Current decline from peak

-2.77%

-3.40%

+0.63%

Average Drawdown

Average peak-to-trough decline

-2.45%

-5.27%

+2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.86%

-0.18%

Volatility

JIPIX vs. MOFIX - Volatility Comparison

John Hancock Funds Strategic Income Opportunities Fund (JIPIX) and Mercer Opportunistic Fixed Income Fund (MOFIX) have volatilities of 1.36% and 1.42%, 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.


Loading graphics...

Volatility by Period


JIPIXMOFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.42%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

2.12%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

3.86%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.10%

7.25%

-3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.11%

7.25%

-3.14%