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SVBAX vs. AMBFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SVBAX and AMBFX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

SVBAX vs. AMBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Balanced Fund (SVBAX) and American Funds American Balanced Fund® Class F-2 (AMBFX). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%December2025FebruaryMarchAprilMay
152.52%
209.11%
SVBAX
AMBFX

Key characteristics

Sharpe Ratio

SVBAX:

0.51

AMBFX:

0.60

Sortino Ratio

SVBAX:

0.78

AMBFX:

0.87

Omega Ratio

SVBAX:

1.11

AMBFX:

1.13

Calmar Ratio

SVBAX:

0.46

AMBFX:

0.57

Martin Ratio

SVBAX:

1.62

AMBFX:

1.83

Ulcer Index

SVBAX:

3.71%

AMBFX:

4.09%

Daily Std Dev

SVBAX:

11.84%

AMBFX:

12.61%

Max Drawdown

SVBAX:

-40.82%

AMBFX:

-33.83%

Current Drawdown

SVBAX:

-5.34%

AMBFX:

-6.02%

Returns By Period

In the year-to-date period, SVBAX achieves a -0.33% return, which is significantly lower than AMBFX's 0.69% return. Over the past 10 years, SVBAX has outperformed AMBFX with an annualized return of 5.67%, while AMBFX has yielded a comparatively lower 5.33% annualized return.


SVBAX

YTD

-0.33%

1M

0.64%

6M

0.09%

1Y

5.52%

5Y*

8.45%

10Y*

5.67%

AMBFX

YTD

0.69%

1M

0.23%

6M

-2.64%

1Y

7.18%

5Y*

7.37%

10Y*

5.33%

*Annualized

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SVBAX vs. AMBFX - Expense Ratio Comparison

SVBAX has a 1.03% expense ratio, which is higher than AMBFX's 0.35% expense ratio.


Expense ratio chart for SVBAX: current value is 1.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SVBAX: 1.03%
Expense ratio chart for AMBFX: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMBFX: 0.35%

Risk-Adjusted Performance

SVBAX vs. AMBFX — Risk-Adjusted Performance Rank

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

SVBAX
The Risk-Adjusted Performance Rank of SVBAX is 5454
Overall Rank
The Sharpe Ratio Rank of SVBAX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SVBAX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SVBAX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SVBAX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SVBAX is 5050
Martin Ratio Rank

AMBFX
The Risk-Adjusted Performance Rank of AMBFX is 5959
Overall Rank
The Sharpe Ratio Rank of AMBFX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AMBFX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of AMBFX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of AMBFX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of AMBFX is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SVBAX vs. AMBFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Balanced Fund (SVBAX) and American Funds American Balanced Fund® Class F-2 (AMBFX). 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.


The chart of Sharpe ratio for SVBAX, currently valued at 0.51, compared to the broader market-2.00-1.000.001.002.003.00
SVBAX: 0.51
AMBFX: 0.60
The chart of Sortino ratio for SVBAX, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.00
SVBAX: 0.78
AMBFX: 0.87
The chart of Omega ratio for SVBAX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
SVBAX: 1.11
AMBFX: 1.13
The chart of Calmar ratio for SVBAX, currently valued at 0.46, compared to the broader market0.002.004.006.008.00
SVBAX: 0.46
AMBFX: 0.57
The chart of Martin ratio for SVBAX, currently valued at 1.62, compared to the broader market0.0010.0020.0030.0040.00
SVBAX: 1.62
AMBFX: 1.83

The current SVBAX Sharpe Ratio is 0.51, which is comparable to the AMBFX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SVBAX and AMBFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.51
0.60
SVBAX
AMBFX

Dividends

SVBAX vs. AMBFX - Dividend Comparison

SVBAX's dividend yield for the trailing twelve months is around 3.84%, more than AMBFX's 2.30% yield.


TTM20242023202220212020201920182017201620152014
SVBAX
John Hancock Balanced Fund
3.84%3.72%1.48%1.60%2.73%1.60%2.19%8.06%3.98%1.70%5.06%5.10%
AMBFX
American Funds American Balanced Fund® Class F-2
2.30%2.31%2.57%1.90%1.40%1.53%2.10%2.31%1.97%1.98%2.74%8.47%

Drawdowns

SVBAX vs. AMBFX - Drawdown Comparison

The maximum SVBAX drawdown since its inception was -40.82%, which is greater than AMBFX's maximum drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for SVBAX and AMBFX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-5.34%
-6.02%
SVBAX
AMBFX

Volatility

SVBAX vs. AMBFX - Volatility Comparison

John Hancock Balanced Fund (SVBAX) and American Funds American Balanced Fund® Class F-2 (AMBFX) have volatilities of 8.13% and 8.02%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2025FebruaryMarchAprilMay
8.13%
8.02%
SVBAX
AMBFX