SVBAX vs. VWIAX
Compare and contrast key facts about John Hancock Balanced Fund (SVBAX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX).
SVBAX is managed by John Hancock. It was launched on Oct 4, 1992. VWIAX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVBAX or VWIAX.
Key characteristics
| SVBAX | VWIAX | |
|---|---|---|
| YTD Return | 13.03% | 7.41% |
| 1Y Return | 19.58% | 15.29% |
| 3Y Return (Ann) | 4.39% | -0.51% |
| 5Y Return (Ann) | 8.85% | 2.64% |
| 10Y Return (Ann) | 7.62% | 3.39% |
| Sharpe Ratio | 2.64 | 2.54 |
| Sortino Ratio | 3.72 | 3.94 |
| Omega Ratio | 1.49 | 1.53 |
| Calmar Ratio | 3.42 | 1.12 |
| Martin Ratio | 15.06 | 16.70 |
| Ulcer Index | 1.42% | 1.02% |
| Daily Std Dev | 8.07% | 6.73% |
| Max Drawdown | -40.81% | -23.93% |
| Current Drawdown | -0.51% | -2.17% |
Correlation
The correlation between SVBAX and VWIAX 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.
Performance
SVBAX vs. VWIAX - Performance Comparison
In the year-to-date period, SVBAX achieves a 13.03% return, which is significantly higher than VWIAX's 7.41% return. Over the past 10 years, SVBAX has outperformed VWIAX with an annualized return of 7.62%, while VWIAX has yielded a comparatively lower 3.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SVBAX vs. VWIAX - Expense Ratio Comparison
SVBAX has a 1.03% expense ratio, which is higher than VWIAX's 0.16% expense ratio.
Risk-Adjusted Performance
SVBAX vs. VWIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Balanced Fund (SVBAX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). 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.
Dividends
SVBAX vs. VWIAX - Dividend Comparison
SVBAX's dividend yield for the trailing twelve months is around 1.44%, less than VWIAX's 5.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVBAX John Hancock Balanced Fund | 1.44% | 1.49% | 1.60% | 1.07% | 1.32% | 1.49% | 1.91% | 1.65% | 1.71% | 2.10% | 2.15% | 2.17% |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | 5.86% | 5.80% | 3.25% | 2.55% | 2.72% | 2.97% | 3.38% | 2.92% | 3.02% | 3.18% | 3.23% | 3.13% |
Drawdowns
SVBAX vs. VWIAX - Drawdown Comparison
The maximum SVBAX drawdown since its inception was -40.81%, which is greater than VWIAX's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for SVBAX and VWIAX. For additional features, visit the drawdowns tool.
Volatility
SVBAX vs. VWIAX - Volatility Comparison
John Hancock Balanced Fund (SVBAX) has a higher volatility of 2.32% compared to Vanguard Wellesley Income Fund Admiral Shares (VWIAX) at 1.66%. This indicates that SVBAX's price experiences larger fluctuations and is considered to be riskier than VWIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.