SVBAX vs. VOO
Compare and contrast key facts about John Hancock Balanced Fund (SVBAX) and Vanguard S&P 500 ETF (VOO).
SVBAX is managed by John Hancock. It was launched on Oct 4, 1992. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
SVBAX vs. VOO - Performance Comparison
Loading graphics...
SVBAX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVBAX John Hancock Balanced Fund | -0.63% | 15.69% | 13.31% | 18.22% | -15.79% | 14.49% | 15.97% | 21.28% | -5.02% | 13.40% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, SVBAX achieves a -0.63% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, SVBAX has underperformed VOO with an annualized return of 9.13%, while VOO has yielded a comparatively higher 14.14% annualized return.
SVBAX
- 1D
- 2.00%
- 1M
- -3.14%
- YTD
- -0.63%
- 6M
- 2.60%
- 1Y
- 16.62%
- 3Y*
- 13.70%
- 5Y*
- 7.58%
- 10Y*
- 9.13%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SVBAX vs. VOO - Expense Ratio Comparison
SVBAX has a 1.03% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
SVBAX vs. VOO — Risk / Return Rank
SVBAX
VOO
SVBAX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Balanced Fund (SVBAX) and Vanguard S&P 500 ETF (VOO). 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.
| SVBAX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 1.01 | +0.53 |
Sortino ratioReturn per unit of downside risk | 2.23 | 1.53 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.26 | 1.55 | +0.71 |
Martin ratioReturn relative to average drawdown | 11.04 | 7.31 | +3.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SVBAX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.01 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.71 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.79 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.83 | -0.16 |
Correlation
The correlation between SVBAX and VOO 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.
Dividends
SVBAX vs. VOO - Dividend Comparison
SVBAX's dividend yield for the trailing twelve months is around 12.57%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVBAX John Hancock Balanced Fund | 12.57% | 12.45% | 3.72% | 1.48% | 1.60% | 2.73% | 1.60% | 2.19% | 8.06% | 3.51% | 1.70% | 4.57% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SVBAX vs. VOO - Drawdown Comparison
The maximum SVBAX drawdown since its inception was -40.81%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SVBAX and VOO.
Loading graphics...
Drawdown Indicators
| SVBAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.81% | -33.99% | -6.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -11.98% | +4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.53% | -24.52% | +3.99% |
Max Drawdown (10Y)Largest decline over 10 years | -21.00% | -33.99% | +12.99% |
Current DrawdownCurrent decline from peak | -3.68% | -5.55% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -3.72% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 2.55% | -0.97% |
Volatility
SVBAX vs. VOO - Volatility Comparison
The current volatility for John Hancock Balanced Fund (SVBAX) is 3.92%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that SVBAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SVBAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 5.34% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 6.35% | 9.47% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 18.11% | -6.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.73% | 16.82% | -6.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.76% | 17.99% | -7.23% |