PortfoliosLab logoPortfoliosLab logo
TAUSX vs. BFFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAUSX vs. BFFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Investment Grade Bond Fund (TAUSX) and American Funds The Bond Fund of America Class F-3 (BFFAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TAUSX vs. BFFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAUSX
John Hancock Investment Grade Bond Fund
-0.56%7.38%0.94%4.76%-14.69%-1.49%9.52%8.71%-0.38%3.54%
BFFAX
American Funds The Bond Fund of America Class F-3
-0.53%7.54%1.54%4.39%-13.00%-0.97%11.12%8.17%0.22%3.07%

Returns By Period

In the year-to-date period, TAUSX achieves a -0.56% return, which is significantly lower than BFFAX's -0.53% return.


TAUSX

1D
0.22%
1M
-1.94%
YTD
-0.56%
6M
0.21%
1Y
3.64%
3Y*
3.01%
5Y*
-0.46%
10Y*
1.61%

BFFAX

1D
0.27%
1M
-1.74%
YTD
-0.53%
6M
0.32%
1Y
3.72%
3Y*
3.29%
5Y*
0.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TAUSX vs. BFFAX - Expense Ratio Comparison

TAUSX has a 0.74% expense ratio, which is higher than BFFAX's 0.20% expense ratio.


Return for Risk

TAUSX vs. BFFAX — Risk / Return Rank

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

TAUSX
TAUSX Risk / Return Rank: 3838
Overall Rank
TAUSX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TAUSX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TAUSX Omega Ratio Rank: 2727
Omega Ratio Rank
TAUSX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TAUSX Martin Ratio Rank: 3636
Martin Ratio Rank

BFFAX
BFFAX Risk / Return Rank: 4343
Overall Rank
BFFAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BFFAX Sortino Ratio Rank: 4040
Sortino Ratio Rank
BFFAX Omega Ratio Rank: 2929
Omega Ratio Rank
BFFAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
BFFAX Martin Ratio Rank: 4141
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.

TAUSX vs. BFFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Investment Grade Bond Fund (TAUSX) and American Funds The Bond Fund of America Class F-3 (BFFAX). 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.


TAUSXBFFAXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.92

-0.04

Sortino ratio

Return per unit of downside risk

1.25

1.32

-0.07

Omega ratio

Gain probability vs. loss probability

1.16

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

1.43

1.56

-0.13

Martin ratio

Return relative to average drawdown

4.17

4.48

-0.31

TAUSX vs. BFFAX - Sharpe Ratio Comparison

The current TAUSX Sharpe Ratio is 0.88, which is comparable to the BFFAX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TAUSX and BFFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TAUSXBFFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.92

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.01

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.43

+0.60

Correlation

The correlation between TAUSX and BFFAX is 0.96, 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

TAUSX vs. BFFAX - Dividend Comparison

TAUSX's dividend yield for the trailing twelve months is around 3.70%, less than BFFAX's 4.12% yield.


TTM20252024202320222021202020192018201720162015
TAUSX
John Hancock Investment Grade Bond Fund
3.70%3.99%3.40%2.64%2.50%2.25%4.49%2.83%2.83%2.65%2.66%2.88%
BFFAX
American Funds The Bond Fund of America Class F-3
4.12%4.48%4.67%3.28%2.46%1.98%5.38%3.80%2.72%2.01%0.00%0.00%

Drawdowns

TAUSX vs. BFFAX - Drawdown Comparison

The maximum TAUSX drawdown since its inception was -19.90%, which is greater than BFFAX's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for TAUSX and BFFAX.


Loading graphics...

Drawdown Indicators


TAUSXBFFAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

-17.74%

-2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-2.94%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-17.74%

-2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-19.90%

Current Drawdown

Current decline from peak

-5.13%

-2.32%

-2.81%

Average Drawdown

Average peak-to-trough decline

-2.36%

-4.74%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.02%

+0.04%

Volatility

TAUSX vs. BFFAX - Volatility Comparison

John Hancock Investment Grade Bond Fund (TAUSX) has a higher volatility of 1.67% compared to American Funds The Bond Fund of America Class F-3 (BFFAX) at 1.49%. This indicates that TAUSX's price experiences larger fluctuations and is considered to be riskier than BFFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TAUSXBFFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.49%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

2.49%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.56%

4.40%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

5.92%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

5.00%

-0.03%