JMABX vs. MADVX
JMABX (John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio) and MADVX (BlackRock Equity Dividend Fund) are both mutual funds - JMABX is a Corporate Bonds fund managed by BlackRock, while MADVX is a Large Cap Value Equities fund managed by BlackRock. Over the past 5 years, JMABX returned 0.48%/yr vs 11.19%/yr for MADVX. Their 0.08 correlation means their historical movements had little consistent relationship. JMABX charges 0.00%/yr vs 0.68%/yr for MADVX.
Performance
JMABX vs. MADVX - Performance Comparison
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Returns By Period
In the year-to-date period, JMABX achieves a -0.18% return, which is significantly lower than MADVX's 16.37% return.
JMABX
- 1D
- -0.11%
- 1M
- -1.25%
- 6M
- -0.53%
- YTD
- -0.18%
- 1Y
- 2.86%
- 3Y*
- 5.61%
- 5Y*
- 0.48%
- 10Y*
- —
- ALL TIME*
- 2.01%
MADVX
- 1D
- 0.63%
- 1M
- 1.65%
- 6M
- 11.87%
- YTD
- 16.37%
- 1Y
- 29.35%
- 3Y*
- 16.18%
- 5Y*
- 11.19%
- 10Y*
- 11.95%
- ALL TIME*
- 10.16%
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 |
JMABX vs. MADVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JMABX John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio | -0.18% | 8.88% | 4.42% | 8.05% | -15.50% | 0.33% | 7.74% | 2.72% |
MADVX BlackRock Equity Dividend Fund | 16.37% | 21.70% | 6.98% | 12.71% | -3.97% | 20.13% | 4.03% | 9.31% |
Correlation
The correlation between JMABX and MADVX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2019 | 0.08 |
Over the past year, JMABX and MADVX have become more correlated (0.39) than their long-term average of 0.08, meaning their price movements have been converging.
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Return for Risk
JMABX vs. MADVX — Risk / Return Rank
JMABX
MADVX
JMABX vs. MADVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio (JMABX) and BlackRock Equity Dividend Fund (MADVX). 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.
| JMABX | MADVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 3.10 | -1.90 |
| Martin ratioReturn relative to average drawdown | 3.86 | 13.29 | -9.42 |
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Drawdowns
JMABX vs. MADVX - Drawdown Comparison
The maximum JMABX drawdown since its inception was -21.48%, smaller than the maximum MADVX drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for JMABX and MADVX.
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Drawdown Indicators
| JMABX | MADVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.48% | -50.00% | +28.52% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -9.01% | +6.12% |
Max Drawdown (3Y)Largest decline over 3 years | -5.27% | -15.22% | +9.95% |
Max Drawdown (5Y)Largest decline over 5 years | -21.43% | -18.05% | -3.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.94% | — |
Current DrawdownCurrent decline from peak | -1.64% | 0.00% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -5.27% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 2.10% | -1.21% |
Volatility
JMABX vs. MADVX - Volatility Comparison
The current volatility for John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio (JMABX) is 0.84%, while BlackRock Equity Dividend Fund (MADVX) has a volatility of 3.39%. This indicates that JMABX experiences smaller price fluctuations and is considered to be less risky than MADVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMABX | MADVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 3.39% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 9.43% | -6.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.50% | 11.84% | -8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.51% | 14.20% | -8.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.83% | 16.30% | -10.47% |
JMABX vs. MADVX - Expense Ratio Comparison
JMABX has a 0.00% expense ratio, which is lower than MADVX's 0.68% expense ratio.
Dividends
JMABX vs. MADVX - Dividend Comparison
JMABX's dividend yield for the trailing twelve months is around 5.21%, less than MADVX's 14.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMABX John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio | 5.21% | 5.59% | 5.26% | 3.59% | 3.28% | 3.99% | 2.74% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% |
MADVX BlackRock Equity Dividend Fund | 14.00% | 10.23% | 8.58% | 7.08% | 13.50% | 12.15% | 6.35% | 13.15% | 14.04% | 14.38% | 7.98% | 18.44% |
Frequently Asked Questions
JMABX and MADVX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MADVX has higher volatility (3.39%) compared to JMABX (0.84%). In terms of maximum drawdown, JMABX dropped -21.48% vs MADVX's -50.00%.
MADVX currently has the higher Sharpe Ratio (2.37 vs 1.00), 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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