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TAGRX vs. JHTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAGRX vs. JHTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Fundamental Large Cap Core Fund (TAGRX) and John Hancock High Yield Municipal Bond Fund (JHTFX). The values are adjusted to include any dividend payments, if applicable.

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TAGRX vs. JHTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAGRX
John Hancock Fundamental Large Cap Core Fund
-8.29%9.98%21.14%32.23%-24.86%29.16%20.55%35.06%-14.09%19.63%
JHTFX
John Hancock High Yield Municipal Bond Fund
-0.34%3.07%6.57%6.84%-16.77%5.69%4.65%9.50%0.61%6.83%

Returns By Period

In the year-to-date period, TAGRX achieves a -8.29% return, which is significantly lower than JHTFX's -0.34% return. Over the past 10 years, TAGRX has outperformed JHTFX with an annualized return of 11.59%, while JHTFX has yielded a comparatively lower 2.27% annualized return.


TAGRX

1D
2.80%
1M
-5.72%
YTD
-8.29%
6M
-6.58%
1Y
7.27%
3Y*
12.77%
5Y*
7.23%
10Y*
11.59%

JHTFX

1D
0.60%
1M
-2.19%
YTD
-0.34%
6M
0.92%
1Y
0.84%
3Y*
4.45%
5Y*
0.31%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAGRX vs. JHTFX - Expense Ratio Comparison

TAGRX has a 1.01% expense ratio, which is higher than JHTFX's 0.85% expense ratio.


Return for Risk

TAGRX vs. JHTFX — Risk / Return Rank

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

TAGRX
TAGRX Risk / Return Rank: 1414
Overall Rank
TAGRX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TAGRX Sortino Ratio Rank: 1313
Sortino Ratio Rank
TAGRX Omega Ratio Rank: 1414
Omega Ratio Rank
TAGRX Calmar Ratio Rank: 1616
Calmar Ratio Rank
TAGRX Martin Ratio Rank: 1616
Martin Ratio Rank

JHTFX
JHTFX Risk / Return Rank: 77
Overall Rank
JHTFX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
JHTFX Sortino Ratio Rank: 55
Sortino Ratio Rank
JHTFX Omega Ratio Rank: 66
Omega Ratio Rank
JHTFX Calmar Ratio Rank: 99
Calmar Ratio Rank
JHTFX Martin Ratio Rank: 88
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.

TAGRX vs. JHTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Fundamental Large Cap Core Fund (TAGRX) and John Hancock High Yield Municipal Bond Fund (JHTFX). 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.


TAGRXJHTFXDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.15

+0.25

Sortino ratio

Return per unit of downside risk

0.70

0.25

+0.45

Omega ratio

Gain probability vs. loss probability

1.10

1.05

+0.05

Calmar ratio

Return relative to maximum drawdown

0.56

0.31

+0.26

Martin ratio

Return relative to average drawdown

1.91

0.73

+1.18

TAGRX vs. JHTFX - Sharpe Ratio Comparison

The current TAGRX Sharpe Ratio is 0.40, which is higher than the JHTFX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of TAGRX and JHTFX, 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


TAGRXJHTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.15

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.05

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.41

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.93

-0.47

Correlation

The correlation between TAGRX and JHTFX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TAGRX vs. JHTFX - Dividend Comparison

TAGRX's dividend yield for the trailing twelve months is around 13.18%, more than JHTFX's 5.09% yield.


TTM20252024202320222021202020192018201720162015
TAGRX
John Hancock Fundamental Large Cap Core Fund
13.18%12.09%13.00%6.67%6.76%7.82%0.30%0.53%14.05%8.22%2.96%1.22%
JHTFX
John Hancock High Yield Municipal Bond Fund
5.09%6.24%4.03%3.29%3.48%3.44%3.76%6.05%4.45%4.55%4.43%4.67%

Drawdowns

TAGRX vs. JHTFX - Drawdown Comparison

The maximum TAGRX drawdown since its inception was -58.45%, which is greater than JHTFX's maximum drawdown of -22.40%. Use the drawdown chart below to compare losses from any high point for TAGRX and JHTFX.


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Drawdown Indicators


TAGRXJHTFXDifference

Max Drawdown

Largest peak-to-trough decline

-58.45%

-22.40%

-36.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-7.36%

-6.68%

Max Drawdown (5Y)

Largest decline over 5 years

-29.10%

-22.40%

-6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

-22.40%

-14.56%

Current Drawdown

Current decline from peak

-11.64%

-2.94%

-8.70%

Average Drawdown

Average peak-to-trough decline

-11.57%

-2.91%

-8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

3.06%

+1.07%

Volatility

TAGRX vs. JHTFX - Volatility Comparison

John Hancock Fundamental Large Cap Core Fund (TAGRX) has a higher volatility of 5.19% compared to John Hancock High Yield Municipal Bond Fund (JHTFX) at 1.51%. This indicates that TAGRX's price experiences larger fluctuations and is considered to be riskier than JHTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAGRXJHTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

1.51%

+3.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

2.39%

+7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

7.54%

+11.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

5.83%

+14.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.50%

5.55%

+14.95%