MCI vs. JHI
MCI (Barings Corporate Investors) and JHI (John Hancock Investors Trust) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, MCI returned 7.88%/yr vs 6.50%/yr for JHI. At a 0.07 correlation, their price movements are largely independent.
Performance
MCI vs. JHI - Performance Comparison
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Returns By Period
In the year-to-date period, MCI achieves a -2.30% return, which is significantly lower than JHI's -0.11% return. Over the past 10 years, MCI has outperformed JHI with an annualized return of 7.88%, while JHI has yielded a comparatively lower 6.50% annualized return.
MCI
- 1D
- -0.40%
- 1M
- 1.68%
- YTD
- -2.30%
- 6M
- -12.89%
- 1Y
- -3.86%
- 3Y*
- 16.87%
- 5Y*
- 11.31%
- 10Y*
- 7.88%
JHI
- 1D
- 0.22%
- 1M
- 0.41%
- YTD
- -0.11%
- 6M
- -1.08%
- 1Y
- 7.80%
- 3Y*
- 10.21%
- 5Y*
- 1.24%
- 10Y*
- 6.50%
MCI vs. JHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCI Barings Corporate Investors | -2.30% | -3.74% | 20.83% | 44.49% | -5.91% | 29.03% | -15.77% | 23.40% | 4.35% | 6.48% |
JHI John Hancock Investors Trust | -0.11% | 9.07% | 14.43% | 10.60% | -29.55% | 21.25% | 5.74% | 35.24% | -13.00% | 13.64% |
Correlation
The correlation between MCI and JHI is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 1985 | 0.07 |
The correlation between MCI and JHI shifts across timeframes, from 0.07 (all time) to 0.17 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MCI:
$41.06M
JHI:
$28.77M
MCI:
$41.06M
JHI:
$35.62M
MCI:
$0.00
JHI:
$0.00
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Return for Risk
MCI vs. JHI — Risk / Return Rank
MCI
JHI
MCI vs. JHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Corporate Investors (MCI) and John Hancock Investors Trust (JHI). 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.
| MCI | JHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 0.95 | -1.11 |
| Martin ratioReturn relative to average drawdown | -0.34 | 2.76 | -3.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MCI | JHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 0.91 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.11 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.44 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.26 | +0.25 |
Drawdowns
MCI vs. JHI - Drawdown Comparison
The maximum MCI drawdown since its inception was -57.08%, which is greater than JHI's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for MCI and JHI.
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Drawdown Indicators
| MCI | JHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.08% | -43.01% | -14.07% |
Max Drawdown (1Y)Largest decline over 1 year | -23.76% | -8.27% | -15.49% |
Max Drawdown (3Y)Largest decline over 3 years | -27.58% | -11.21% | -16.37% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -34.71% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -44.64% | -43.01% | -1.63% |
Current DrawdownCurrent decline from peak | -23.33% | -2.86% | -20.47% |
Average DrawdownAverage peak-to-trough decline | -9.63% | -11.61% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.40% | 2.83% | +8.57% |
Volatility
MCI vs. JHI - Volatility Comparison
Barings Corporate Investors (MCI) has a higher volatility of 5.81% compared to John Hancock Investors Trust (JHI) at 2.08%. This indicates that MCI's price experiences larger fluctuations and is considered to be riskier than JHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCI | JHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 2.08% | +3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 6.92% | +7.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 8.63% | +13.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 11.80% | +10.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.65% | 14.78% | +9.87% |
Dividends
MCI vs. JHI - Dividend Comparison
MCI's dividend yield for the trailing twelve months is around 9.23%, which matches JHI's 9.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHI John Hancock Investors Trust | 9.28% | 8.89% | 7.91% | 6.81% | 9.45% | 7.57% | 7.95% | 6.81% | 8.52% | 7.59% | 8.12% | 10.08% |
MCI Barings Corporate Investors | 9.23% | 8.82% | 8.29% | 7.70% | 7.31% | 6.01% | 7.28% | 7.12% | 8.16% | 7.86% | 7.75% | 6.96% |
Financials
MCI vs. JHI - Financials Comparison
This section allows you to compare key financial metrics between Barings Corporate Investors and John Hancock Investors Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MCI and JHI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCI has higher volatility (5.81%) compared to JHI (2.08%). In terms of maximum drawdown, MCI dropped -57.08% vs JHI's -43.01%.
JHI currently has the higher Sharpe Ratio (0.91 vs -0.17), 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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