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

Correlation

The correlation between SVBAX and VTTHX is 0.92, 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.


-0.50.00.51.00.9

Performance

SVBAX vs. VTTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Balanced Fund (SVBAX) and Vanguard Target Retirement 2035 Fund (VTTHX). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
460.48%
368.30%
SVBAX
VTTHX

Key characteristics

Sharpe Ratio

SVBAX:

1.70

VTTHX:

1.51

Sortino Ratio

SVBAX:

2.32

VTTHX:

2.13

Omega Ratio

SVBAX:

1.31

VTTHX:

1.28

Calmar Ratio

SVBAX:

2.51

VTTHX:

2.75

Martin Ratio

SVBAX:

9.67

VTTHX:

8.99

Ulcer Index

SVBAX:

1.47%

VTTHX:

1.54%

Daily Std Dev

SVBAX:

8.35%

VTTHX:

9.18%

Max Drawdown

SVBAX:

-40.81%

VTTHX:

-51.76%

Current Drawdown

SVBAX:

-3.17%

VTTHX:

-2.94%

Returns By Period

In the year-to-date period, SVBAX achieves a 13.03% return, which is significantly higher than VTTHX's 11.91% return. Both investments have delivered pretty close results over the past 10 years, with SVBAX having a 7.54% annualized return and VTTHX not far behind at 7.49%.


SVBAX

YTD

13.03%

1M

0.62%

6M

2.86%

1Y

13.33%

5Y*

8.42%

10Y*

7.54%

VTTHX

YTD

11.91%

1M

-0.64%

6M

4.82%

1Y

10.03%

5Y*

7.33%

10Y*

7.49%

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. VTTHX - Expense Ratio Comparison

SVBAX has a 1.03% expense ratio, which is higher than VTTHX's 0.08% expense ratio.


SVBAX
John Hancock Balanced Fund
Expense ratio chart for SVBAX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%
Expense ratio chart for VTTHX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

SVBAX vs. VTTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Balanced Fund (SVBAX) and Vanguard Target Retirement 2035 Fund (VTTHX). 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.


Sharpe ratio
The chart of Sharpe ratio for SVBAX, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.001.701.51
The chart of Sortino ratio for SVBAX, currently valued at 2.32, compared to the broader market-2.000.002.004.006.008.0010.002.322.13
The chart of Omega ratio for SVBAX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.28
The chart of Calmar ratio for SVBAX, currently valued at 2.51, compared to the broader market0.002.004.006.008.0010.0012.0014.002.512.75
The chart of Martin ratio for SVBAX, currently valued at 9.67, compared to the broader market0.0020.0040.0060.009.678.99
SVBAX
VTTHX

The current SVBAX Sharpe Ratio is 1.70, which is comparable to the VTTHX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of SVBAX and VTTHX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.70
1.51
SVBAX
VTTHX

Dividends

SVBAX vs. VTTHX - Dividend Comparison

SVBAX's dividend yield for the trailing twelve months is around 0.99%, less than VTTHX's 2.21% yield.


TTM20232022202120202019201820172016201520142013
SVBAX
John Hancock Balanced Fund
0.99%1.49%1.60%1.07%1.32%1.49%1.91%1.65%1.71%2.10%2.15%2.17%
VTTHX
Vanguard Target Retirement 2035 Fund
2.21%2.47%2.08%2.34%1.62%2.33%2.47%1.98%2.01%2.20%2.06%1.91%

Drawdowns

SVBAX vs. VTTHX - Drawdown Comparison

The maximum SVBAX drawdown since its inception was -40.81%, smaller than the maximum VTTHX drawdown of -51.76%. Use the drawdown chart below to compare losses from any high point for SVBAX and VTTHX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.17%
-2.94%
SVBAX
VTTHX

Volatility

SVBAX vs. VTTHX - Volatility Comparison

John Hancock Balanced Fund (SVBAX) has a higher volatility of 3.23% compared to Vanguard Target Retirement 2035 Fund (VTTHX) at 2.59%. This indicates that SVBAX's price experiences larger fluctuations and is considered to be riskier than VTTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.23%
2.59%
SVBAX
VTTHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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