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TAMBX vs. JAAAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAMBX vs. JAAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JHancock Municipal Opportunities Fund (TAMBX) and John Hancock Funds Alternative Asset Allocation Fund (JAAAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAMBX achieves a 1.52% return, which is significantly lower than JAAAX's 5.59% return. Over the past 10 years, TAMBX has underperformed JAAAX with an annualized return of 1.98%, while JAAAX has yielded a comparatively higher 4.22% annualized return.


TAMBX

1D
0.00%
1M
1.42%
YTD
1.52%
6M
2.05%
1Y
6.51%
3Y*
3.98%
5Y*
0.77%
10Y*
1.98%

JAAAX

1D
0.06%
1M
-0.45%
YTD
5.59%
6M
5.55%
1Y
10.38%
3Y*
6.96%
5Y*
4.41%
10Y*
4.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAMBX vs. JAAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAMBX
JHancock Municipal Opportunities Fund
1.52%5.25%2.23%5.36%-10.18%3.05%4.07%8.16%0.14%5.48%
JAAAX
John Hancock Funds Alternative Asset Allocation Fund
5.59%6.18%6.59%5.85%-3.12%4.77%4.36%8.95%-4.09%6.10%

Correlation

The correlation between TAMBX and JAAAX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2008

-0.02

The correlation between TAMBX and JAAAX shifts across timeframes, from -0.02 (all time) to 0.18 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TAMBX vs. JAAAX — Risk / Return Rank

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

TAMBX
TAMBX Risk / Return Rank: 6969
Overall Rank
TAMBX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TAMBX Sortino Ratio Rank: 9292
Sortino Ratio Rank
TAMBX Omega Ratio Rank: 9393
Omega Ratio Rank
TAMBX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TAMBX Martin Ratio Rank: 3434
Martin Ratio Rank

JAAAX
JAAAX Risk / Return Rank: 9393
Overall Rank
JAAAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JAAAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
JAAAX Omega Ratio Rank: 8989
Omega Ratio Rank
JAAAX Calmar Ratio Rank: 9494
Calmar Ratio Rank
JAAAX Martin Ratio Rank: 9494
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.

TAMBX vs. JAAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JHancock Municipal Opportunities Fund (TAMBX) and John Hancock Funds Alternative Asset Allocation Fund (JAAAX). 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.


TAMBXJAAAXDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.68

1.59

+0.09

Calmar ratioReturn relative to maximum drawdown

2.23

5.06

-2.84

Martin ratioReturn relative to average drawdown

7.21

19.35

-12.14

TAMBX vs. JAAAX - Sharpe Ratio Comparison

The current TAMBX Sharpe Ratio is 2.63, which is comparable to the JAAAX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of TAMBX and JAAAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TAMBX vs. JAAAX - Drawdown Comparison

The maximum TAMBX drawdown since its inception was -15.00%, roughly equal to the maximum JAAAX drawdown of -15.72%. Use the drawdown chart below to compare losses from any high point for TAMBX and JAAAX.


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Drawdown Indicators


TAMBXJAAAXDifference

Max Drawdown

Largest peak-to-trough decline

-15.00%

-15.72%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.02%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-6.65%

-5.66%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-14.73%

-6.28%

-8.45%

Max Drawdown (10Y)

Largest decline over 10 years

-14.73%

-12.64%

-2.09%

Current Drawdown

Current decline from peak

-0.62%

-0.73%

+0.11%

Average Drawdown

Average peak-to-trough decline

-2.18%

-2.04%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.53%

+0.37%

Volatility

TAMBX vs. JAAAX - Volatility Comparison

The current volatility for JHancock Municipal Opportunities Fund (TAMBX) is 0.66%, while John Hancock Funds Alternative Asset Allocation Fund (JAAAX) has a volatility of 1.10%. This indicates that TAMBX experiences smaller price fluctuations and is considered to be less risky than JAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAMBXJAAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

1.10%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

2.63%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

2.48%

3.40%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.81%

4.22%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.02%

4.38%

-0.36%

TAMBX vs. JAAAX - Expense Ratio Comparison

TAMBX has a 0.80% expense ratio, which is higher than JAAAX's 0.72% expense ratio.


Dividends

TAMBX vs. JAAAX - Dividend Comparison

TAMBX's dividend yield for the trailing twelve months is around 3.59%, more than JAAAX's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
JAAAX
John Hancock Funds Alternative Asset Allocation Fund
1.45%1.53%1.17%1.71%3.02%1.72%0.74%3.38%1.99%1.23%0.77%2.78%
TAMBX
JHancock Municipal Opportunities Fund
3.59%4.39%3.10%2.39%2.47%2.61%2.82%3.37%3.69%3.68%3.79%3.90%

Frequently Asked Questions


TAMBX and JAAAX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JAAAX has higher volatility (1.10%) compared to TAMBX (0.66%). In terms of maximum drawdown, TAMBX dropped -15.00% vs JAAAX's -15.72%.

JAAAX currently has the higher Sharpe Ratio (3.00 vs 2.63), 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.

Portfolio Optimizer

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