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JIREX vs. JIBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIREX vs. JIBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JHancock Real Estate Securities Fund (JIREX) and John Hancock Funds II Blue Chip Growth Fund (JIBCX). The values are adjusted to include any dividend payments, if applicable.

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JIREX vs. JIBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JIREX
JHancock Real Estate Securities Fund
3.94%-1.14%10.74%12.94%-28.64%46.44%-5.53%29.33%-3.46%4.72%
JIBCX
John Hancock Funds II Blue Chip Growth Fund
-11.51%8.28%35.89%49.47%-38.12%16.88%34.25%29.71%1.72%36.25%

Returns By Period

In the year-to-date period, JIREX achieves a 3.94% return, which is significantly higher than JIBCX's -11.51% return. Over the past 10 years, JIREX has underperformed JIBCX with an annualized return of 4.86%, while JIBCX has yielded a comparatively higher 13.64% annualized return.


JIREX

1D
1.61%
1M
-5.87%
YTD
3.94%
6M
1.77%
1Y
3.94%
3Y*
7.69%
5Y*
4.04%
10Y*
4.86%

JIBCX

1D
3.96%
1M
-5.57%
YTD
-11.51%
6M
-18.02%
1Y
4.57%
3Y*
18.67%
5Y*
6.56%
10Y*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIREX vs. JIBCX - Expense Ratio Comparison

JIREX has a 0.85% expense ratio, which is higher than JIBCX's 0.81% expense ratio.


Return for Risk

JIREX vs. JIBCX — Risk / Return Rank

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

JIREX
JIREX Risk / Return Rank: 88
Overall Rank
JIREX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JIREX Sortino Ratio Rank: 99
Sortino Ratio Rank
JIREX Omega Ratio Rank: 88
Omega Ratio Rank
JIREX Calmar Ratio Rank: 66
Calmar Ratio Rank
JIREX Martin Ratio Rank: 77
Martin Ratio Rank

JIBCX
JIBCX Risk / Return Rank: 77
Overall Rank
JIBCX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JIBCX Sortino Ratio Rank: 1010
Sortino Ratio Rank
JIBCX Omega Ratio Rank: 1010
Omega Ratio Rank
JIBCX Calmar Ratio Rank: 33
Calmar Ratio Rank
JIBCX Martin Ratio Rank: 33
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.

JIREX vs. JIBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JHancock Real Estate Securities Fund (JIREX) and John Hancock Funds II Blue Chip Growth Fund (JIBCX). 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.


JIREXJIBCXDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.24

+0.03

Sortino ratio

Return per unit of downside risk

0.52

0.54

-0.02

Omega ratio

Gain probability vs. loss probability

1.07

1.07

-0.01

Calmar ratio

Return relative to maximum drawdown

0.12

-0.30

+0.43

Martin ratio

Return relative to average drawdown

0.41

-0.71

+1.12

JIREX vs. JIBCX - Sharpe Ratio Comparison

The current JIREX Sharpe Ratio is 0.27, which is comparable to the JIBCX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of JIREX and JIBCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JIREXJIBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.24

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.28

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.60

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.49

-0.27

Correlation

The correlation between JIREX and JIBCX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JIREX vs. JIBCX - Dividend Comparison

Neither JIREX nor JIBCX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JIREX
JHancock Real Estate Securities Fund
0.00%0.00%1.99%2.37%13.80%11.82%1.92%8.80%4.66%5.89%8.70%12.72%
JIBCX
John Hancock Funds II Blue Chip Growth Fund
0.00%0.00%6.97%3.23%5.57%16.46%4.72%1.46%7.73%16.16%6.35%13.20%

Drawdowns

JIREX vs. JIBCX - Drawdown Comparison

The maximum JIREX drawdown since its inception was -73.35%, which is greater than JIBCX's maximum drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for JIREX and JIBCX.


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Drawdown Indicators


JIREXJIBCXDifference

Max Drawdown

Largest peak-to-trough decline

-73.35%

-54.15%

-19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-24.47%

+11.48%

Max Drawdown (5Y)

Largest decline over 5 years

-34.41%

-42.74%

+8.33%

Max Drawdown (10Y)

Largest decline over 10 years

-41.23%

-42.74%

+1.51%

Current Drawdown

Current decline from peak

-8.29%

-21.48%

+13.19%

Average Drawdown

Average peak-to-trough decline

-14.91%

-9.26%

-5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

10.51%

-5.56%

Volatility

JIREX vs. JIBCX - Volatility Comparison

The current volatility for JHancock Real Estate Securities Fund (JIREX) is 4.16%, while John Hancock Funds II Blue Chip Growth Fund (JIBCX) has a volatility of 7.11%. This indicates that JIREX experiences smaller price fluctuations and is considered to be less risky than JIBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIREXJIBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

7.11%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

15.08%

-5.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

26.49%

-7.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.18%

24.53%

-5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

22.98%

-1.96%