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JMABX vs. MIFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMABX vs. MIFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio (JMABX) and Miller Intermediate Bond Fund (MIFIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JMABX achieves a 0.61% return, which is significantly lower than MIFIX's 4.56% return.


JMABX

1D
0.11%
1M
0.69%
YTD
0.61%
6M
1.19%
1Y
6.22%
3Y*
6.26%
5Y*
0.95%
10Y*

MIFIX

1D
-0.06%
1M
0.59%
YTD
4.56%
6M
4.37%
1Y
9.75%
3Y*
7.64%
5Y*
3.89%
10Y*
5.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMABX vs. MIFIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JMABX
John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio
0.61%8.88%4.42%8.05%-15.50%0.33%7.74%2.72%
MIFIX
Miller Intermediate Bond Fund
4.56%7.11%7.31%6.88%-7.72%4.32%14.22%3.29%

Correlation

The correlation between JMABX and MIFIX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2019

0.23

Over the past year, JMABX and MIFIX have become more correlated (0.44) than their long-term average of 0.23, meaning their price movements have been converging.

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Return for Risk

JMABX vs. MIFIX — Risk / Return Rank

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

JMABX
JMABX Risk / Return Rank: 4242
Overall Rank
JMABX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
JMABX Sortino Ratio Rank: 5151
Sortino Ratio Rank
JMABX Omega Ratio Rank: 4444
Omega Ratio Rank
JMABX Calmar Ratio Rank: 3636
Calmar Ratio Rank
JMABX Martin Ratio Rank: 3636
Martin Ratio Rank

MIFIX
MIFIX Risk / Return Rank: 9191
Overall Rank
MIFIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MIFIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
MIFIX Omega Ratio Rank: 9292
Omega Ratio Rank
MIFIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
MIFIX Martin Ratio Rank: 8484
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.

JMABX vs. MIFIX - 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 Miller Intermediate Bond Fund (MIFIX). 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.


JMABXMIFIXDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-2.39

Omega ratioGain probability vs. loss probability

1.33

1.66

-0.32

Calmar ratioReturn relative to maximum drawdown

2.16

3.68

-1.52

Martin ratioReturn relative to average drawdown

7.58

14.59

-7.01

JMABX vs. MIFIX - Sharpe Ratio Comparison

The current JMABX Sharpe Ratio is 1.75, which is lower than the MIFIX Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of JMABX and MIFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JMABX vs. MIFIX - Drawdown Comparison

The maximum JMABX drawdown since its inception was -21.48%, which is greater than MIFIX's maximum drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for JMABX and MIFIX.


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Drawdown Indicators


JMABXMIFIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.48%

-15.58%

-5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-2.68%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-5.71%

-5.39%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-11.87%

-9.61%

Max Drawdown (10Y)

Largest decline over 10 years

-15.58%

Current Drawdown

Current decline from peak

-0.86%

-0.79%

-0.07%

Average Drawdown

Average peak-to-trough decline

-6.15%

-2.05%

-4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.67%

+0.15%

Volatility

JMABX vs. MIFIX - Volatility Comparison

John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio (JMABX) and Miller Intermediate Bond Fund (MIFIX) have volatilities of 1.14% and 1.12%, 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.


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Volatility by Period


JMABXMIFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.12%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

2.28%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

3.07%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.53%

5.00%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

5.42%

+0.44%

JMABX vs. MIFIX - Expense Ratio Comparison

JMABX has a 0.00% expense ratio, which is lower than MIFIX's 0.99% expense ratio.


Dividends

JMABX vs. MIFIX - Dividend Comparison

JMABX's dividend yield for the trailing twelve months is around 5.63%, more than MIFIX's 4.41% yield.


PositionTTM20252024202320222021202020192018201720162015
JMABX
John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio
5.63%5.59%5.26%3.59%3.28%3.99%2.74%0.80%0.00%0.00%0.00%0.00%
MIFIX
Miller Intermediate Bond Fund
4.41%4.59%4.08%3.60%3.62%5.87%5.16%2.36%5.16%3.90%1.48%1.78%

Frequently Asked Questions


JMABX and MIFIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JMABX has higher volatility (1.14%) compared to MIFIX (1.12%). In terms of maximum drawdown, JMABX dropped -21.48% vs MIFIX's -15.58%.

MIFIX currently has the higher Sharpe Ratio (3.21 vs 1.75), 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.

Portfolio Optimizer

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