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SVBAX vs. CONWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SVBAX vs. CONWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Balanced Fund (SVBAX) and Concorde Wealth Management Fund (CONWX). The values are adjusted to include any dividend payments, if applicable.

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SVBAX vs. CONWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVBAX
John Hancock Balanced Fund
-2.58%15.69%13.31%18.22%-15.79%14.49%15.97%21.28%-5.02%13.40%
CONWX
Concorde Wealth Management Fund
8.18%11.95%13.58%0.20%-2.51%19.73%8.76%16.84%-1.95%7.17%

Returns By Period

In the year-to-date period, SVBAX achieves a -2.58% return, which is significantly lower than CONWX's 8.18% return. Both investments have delivered pretty close results over the past 10 years, with SVBAX having a 8.91% annualized return and CONWX not far behind at 8.62%.


SVBAX

1D
-0.24%
1M
-5.47%
YTD
-2.58%
6M
1.01%
1Y
14.91%
3Y*
12.95%
5Y*
7.35%
10Y*
8.91%

CONWX

1D
-0.62%
1M
-1.70%
YTD
8.18%
6M
11.51%
1Y
17.28%
3Y*
12.45%
5Y*
7.53%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SVBAX vs. CONWX - Expense Ratio Comparison

SVBAX has a 1.03% expense ratio, which is lower than CONWX's 1.41% expense ratio.


Return for Risk

SVBAX vs. CONWX — Risk / Return Rank

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

SVBAX
SVBAX Risk / Return Rank: 7979
Overall Rank
SVBAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SVBAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
SVBAX Omega Ratio Rank: 7777
Omega Ratio Rank
SVBAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
SVBAX Martin Ratio Rank: 8686
Martin Ratio Rank

CONWX
CONWX Risk / Return Rank: 8787
Overall Rank
CONWX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CONWX Sortino Ratio Rank: 8787
Sortino Ratio Rank
CONWX Omega Ratio Rank: 8787
Omega Ratio Rank
CONWX Calmar Ratio Rank: 8282
Calmar Ratio Rank
CONWX Martin Ratio Rank: 9292
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.

SVBAX vs. CONWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Balanced Fund (SVBAX) and Concorde Wealth Management Fund (CONWX). 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.


SVBAXCONWXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.70

-0.33

Sortino ratio

Return per unit of downside risk

1.99

2.36

-0.37

Omega ratio

Gain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratio

Return relative to maximum drawdown

1.80

1.99

-0.19

Martin ratio

Return relative to average drawdown

8.90

11.30

-2.39

SVBAX vs. CONWX - Sharpe Ratio Comparison

The current SVBAX Sharpe Ratio is 1.38, which is comparable to the CONWX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of SVBAX and CONWX, 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


SVBAXCONWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.70

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.74

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.78

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.78

-0.11

Correlation

The correlation between SVBAX and CONWX is 0.76, 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.


Dividends

SVBAX vs. CONWX - Dividend Comparison

SVBAX's dividend yield for the trailing twelve months is around 12.82%, more than CONWX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
SVBAX
John Hancock Balanced Fund
12.82%12.45%3.72%1.48%1.60%2.73%1.60%2.19%8.06%3.51%1.70%4.57%
CONWX
Concorde Wealth Management Fund
3.41%3.69%10.55%2.16%7.85%3.63%3.86%2.16%5.09%2.48%0.00%0.00%

Drawdowns

SVBAX vs. CONWX - Drawdown Comparison

The maximum SVBAX drawdown since its inception was -40.81%, which is greater than CONWX's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for SVBAX and CONWX.


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Drawdown Indicators


SVBAXCONWXDifference

Max Drawdown

Largest peak-to-trough decline

-40.81%

-26.09%

-14.72%

Max Drawdown (1Y)

Largest decline over 1 year

-7.73%

-8.60%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-20.53%

-12.49%

-8.04%

Max Drawdown (10Y)

Largest decline over 10 years

-21.00%

-26.09%

+5.09%

Current Drawdown

Current decline from peak

-5.57%

-2.03%

-3.54%

Average Drawdown

Average peak-to-trough decline

-5.26%

-2.78%

-2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

1.52%

+0.04%

Volatility

SVBAX vs. CONWX - Volatility Comparison

John Hancock Balanced Fund (SVBAX) has a higher volatility of 3.23% compared to Concorde Wealth Management Fund (CONWX) at 2.12%. This indicates that SVBAX's price experiences larger fluctuations and is considered to be riskier than CONWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVBAXCONWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

2.12%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

6.04%

5.43%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

11.07%

10.70%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.70%

10.26%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.74%

11.15%

-0.41%