SVBAX vs. JGEFX
SVBAX (John Hancock Balanced Fund) and JGEFX (John Hancock Funds Global Equity Fund) are both mutual funds - SVBAX is a Diversified Portfolio fund managed by John Hancock, while JGEFX is a Global Equities fund managed by John Hancock. Over the past 10 years, SVBAX returned 9.84%/yr vs 10.05%/yr for JGEFX. Their correlation of 0.87 means they have usually moved in the same direction. SVBAX charges 1.03%/yr vs 0.98%/yr for JGEFX.
Performance
SVBAX vs. JGEFX - Performance Comparison
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Returns By Period
In the year-to-date period, SVBAX achieves a 10.52% return, which is significantly higher than JGEFX's 7.78% return. Both investments have delivered pretty close results over the past 10 years, with SVBAX having a 9.84% annualized return and JGEFX not far ahead at 10.05%.
SVBAX
- 1D
- 0.72%
- 1M
- 0.34%
- 6M
- 8.19%
- YTD
- 10.52%
- 1Y
- 20.18%
- 3Y*
- 15.23%
- 5Y*
- 8.47%
- 10Y*
- 9.84%
- ALL TIME*
- 7.88%
JGEFX
- 1D
- 0.00%
- 1M
- 1.03%
- 6M
- 2.85%
- YTD
- 7.78%
- 1Y
- 17.51%
- 3Y*
- 13.78%
- 5Y*
- 8.63%
- 10Y*
- 10.05%
- ALL TIME*
- 8.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SVBAX vs. JGEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVBAX John Hancock Balanced Fund | 10.52% | 15.69% | 13.31% | 18.22% | -15.79% | 14.49% | 15.97% | 21.28% | -5.02% | 13.40% |
JGEFX John Hancock Funds Global Equity Fund | 7.78% | 18.17% | 10.48% | 19.65% | -14.81% | 20.99% | 7.91% | 30.24% | -10.17% | 14.81% |
Correlation
The correlation between SVBAX and JGEFX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.87 |
The correlation between SVBAX and JGEFX shifts across timeframes, from 0.74 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SVBAX vs. JGEFX — Risk / Return Rank
SVBAX
JGEFX
SVBAX vs. JGEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Balanced Fund (SVBAX) and John Hancock Funds Global Equity Fund (JGEFX). 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.
| SVBAX | JGEFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.25 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 1.64 | +1.84 |
| Martin ratioReturn relative to average drawdown | 15.84 | 5.38 | +10.46 |
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Drawdowns
SVBAX vs. JGEFX - Drawdown Comparison
The maximum SVBAX drawdown since its inception was -40.81%, which is greater than JGEFX's maximum drawdown of -32.96%. Use the drawdown chart below to compare losses from any high point for SVBAX and JGEFX.
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Drawdown Indicators
| SVBAX | JGEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.81% | -32.96% | -7.85% |
Max Drawdown (1Y)Largest decline over 1 year | -5.57% | -10.27% | +4.70% |
Max Drawdown (3Y)Largest decline over 3 years | -12.06% | -19.38% | +7.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.53% | -24.85% | +4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -21.00% | -32.96% | +11.96% |
Current DrawdownCurrent decline from peak | -0.34% | -0.72% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -4.92% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 3.12% | -1.90% |
Volatility
SVBAX vs. JGEFX - Volatility Comparison
John Hancock Balanced Fund (SVBAX) and John Hancock Funds Global Equity Fund (JGEFX) have volatilities of 2.88% and 3.01%, 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
| SVBAX | JGEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.01% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 10.06% | -2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.11% | 12.40% | -3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.92% | 15.93% | -5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.82% | 15.71% | -4.89% |
SVBAX vs. JGEFX - Expense Ratio Comparison
SVBAX has a 1.03% expense ratio, which is higher than JGEFX's 0.98% expense ratio.
Dividends
SVBAX vs. JGEFX - Dividend Comparison
SVBAX's dividend yield for the trailing twelve months is around 11.34%, more than JGEFX's 7.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGEFX John Hancock Funds Global Equity Fund | 7.84% | 8.45% | 13.64% | 2.91% | 7.20% | 21.44% | 2.21% | 2.33% | 7.64% | 7.03% | 1.83% | 2.00% |
SVBAX John Hancock Balanced Fund | 11.34% | 12.45% | 3.72% | 1.48% | 1.60% | 2.73% | 1.60% | 2.19% | 8.06% | 3.51% | 1.70% | 4.57% |
Frequently Asked Questions
SVBAX and JGEFX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JGEFX has higher volatility (3.01%) compared to SVBAX (2.88%). In terms of maximum drawdown, SVBAX dropped -40.81% vs JGEFX's -32.96%.
SVBAX currently has the higher Sharpe Ratio (2.13 vs 1.36), 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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