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RCRIX vs. JFIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RCRIX vs. JFIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverPark Floating Rate CMBS Fund (RCRIX) and John Hancock Funds Floating Rate Income Fund (JFIIX). The values are adjusted to include any dividend payments, if applicable.

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RCRIX vs. JFIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RCRIX
RiverPark Floating Rate CMBS Fund
0.88%5.56%10.01%9.85%-0.72%2.81%-8.51%4.46%59.17%3.09%
JFIIX
John Hancock Funds Floating Rate Income Fund
-1.53%4.78%7.19%11.06%-3.83%4.50%2.91%9.34%-0.88%2.09%

Returns By Period

In the year-to-date period, RCRIX achieves a 0.88% return, which is significantly higher than JFIIX's -1.53% return.


RCRIX

1D
0.11%
1M
0.11%
YTD
0.88%
6M
2.04%
1Y
5.49%
3Y*
8.16%
5Y*
5.21%
10Y*

JFIIX

1D
0.00%
1M
-0.41%
YTD
-1.53%
6M
-1.00%
1Y
2.69%
3Y*
5.78%
5Y*
3.98%
10Y*
4.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RCRIX vs. JFIIX - Expense Ratio Comparison

RCRIX has a 0.85% expense ratio, which is higher than JFIIX's 0.78% expense ratio.


Return for Risk

RCRIX vs. JFIIX — Risk / Return Rank

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

RCRIX
RCRIX Risk / Return Rank: 9898
Overall Rank
RCRIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RCRIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RCRIX Omega Ratio Rank: 9999
Omega Ratio Rank
RCRIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
RCRIX Martin Ratio Rank: 9898
Martin Ratio Rank

JFIIX
JFIIX Risk / Return Rank: 6262
Overall Rank
JFIIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JFIIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
JFIIX Omega Ratio Rank: 8383
Omega Ratio Rank
JFIIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
JFIIX Martin Ratio Rank: 4444
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.

RCRIX vs. JFIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverPark Floating Rate CMBS Fund (RCRIX) and John Hancock Funds Floating Rate Income Fund (JFIIX). 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.


RCRIXJFIIXDifference

Sharpe ratio

Return per unit of total volatility

3.51

1.08

+2.43

Sortino ratio

Return per unit of downside risk

5.49

1.68

+3.81

Omega ratio

Gain probability vs. loss probability

3.02

1.34

+1.68

Calmar ratio

Return relative to maximum drawdown

2.84

1.35

+1.49

Martin ratio

Return relative to average drawdown

23.96

4.53

+19.43

RCRIX vs. JFIIX - Sharpe Ratio Comparison

The current RCRIX Sharpe Ratio is 3.51, which is higher than the JFIIX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of RCRIX and JFIIX, 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


RCRIXJFIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.51

1.08

+2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.27

1.42

+1.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.03

+0.05

Correlation

The correlation between RCRIX and JFIIX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RCRIX vs. JFIIX - Dividend Comparison

RCRIX's dividend yield for the trailing twelve months is around 4.67%, less than JFIIX's 6.32% yield.


TTM20252024202320222021202020192018201720162015
RCRIX
RiverPark Floating Rate CMBS Fund
4.67%5.30%6.85%7.90%3.80%2.34%3.16%3.36%49.16%3.64%0.00%0.00%
JFIIX
John Hancock Funds Floating Rate Income Fund
6.32%6.96%6.92%6.51%7.33%3.44%4.36%5.72%4.65%4.52%5.42%5.33%

Drawdowns

RCRIX vs. JFIIX - Drawdown Comparison

The maximum RCRIX drawdown since its inception was -30.00%, roughly equal to the maximum JFIIX drawdown of -29.82%. Use the drawdown chart below to compare losses from any high point for RCRIX and JFIIX.


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Drawdown Indicators


RCRIXJFIIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.00%

-29.82%

-0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.82%

-2.12%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-3.75%

-7.64%

+3.89%

Max Drawdown (10Y)

Largest decline over 10 years

-20.88%

Current Drawdown

Current decline from peak

0.00%

-1.53%

+1.53%

Average Drawdown

Average peak-to-trough decline

-3.07%

-1.93%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.67%

-0.44%

Volatility

RCRIX vs. JFIIX - Volatility Comparison

The current volatility for RiverPark Floating Rate CMBS Fund (RCRIX) is 0.30%, while John Hancock Funds Floating Rate Income Fund (JFIIX) has a volatility of 0.75%. This indicates that RCRIX experiences smaller price fluctuations and is considered to be less risky than JFIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCRIXJFIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

0.75%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

0.58%

1.76%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

1.54%

2.96%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.60%

2.82%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.01%

3.85%

+4.16%