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TAUSX vs. BFFAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TAUSX and BFFAX is -0.01. 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.


-0.50.00.51.0
Correlation: -0.0

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.

8.00%9.00%10.00%11.00%12.00%13.00%14.00%NovemberDecember2025FebruaryMarchApril
11.31%
12.82%
TAUSX
BFFAX

Key characteristics

Sharpe Ratio

TAUSX:

1.19

BFFAX:

1.37

Sortino Ratio

TAUSX:

1.75

BFFAX:

2.03

Omega Ratio

TAUSX:

1.21

BFFAX:

1.24

Calmar Ratio

TAUSX:

0.46

BFFAX:

0.49

Martin Ratio

TAUSX:

3.06

BFFAX:

3.51

Ulcer Index

TAUSX:

2.20%

BFFAX:

2.09%

Daily Std Dev

TAUSX:

5.67%

BFFAX:

5.35%

Max Drawdown

TAUSX:

-20.13%

BFFAX:

-19.76%

Current Drawdown

TAUSX:

-8.12%

BFFAX:

-8.07%

Returns By Period

In the year-to-date period, TAUSX achieves a 2.01% return, which is significantly lower than BFFAX's 2.50% return.


TAUSX

YTD

2.01%

1M

-0.23%

6M

1.58%

1Y

7.09%

5Y*

-0.78%

10Y*

1.24%

BFFAX

YTD

2.50%

1M

0.21%

6M

2.14%

1Y

7.71%

5Y*

-0.75%

10Y*

N/A

*Annualized

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.


Expense ratio chart for TAUSX: current value is 0.74%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TAUSX: 0.74%
Expense ratio chart for BFFAX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BFFAX: 0.20%

Risk-Adjusted Performance

TAUSX vs. BFFAX — Risk-Adjusted Performance Rank

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

TAUSX
The Risk-Adjusted Performance Rank of TAUSX is 7575
Overall Rank
The Sharpe Ratio Rank of TAUSX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of TAUSX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of TAUSX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of TAUSX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of TAUSX is 7272
Martin Ratio Rank

BFFAX
The Risk-Adjusted Performance Rank of BFFAX is 7979
Overall Rank
The Sharpe Ratio Rank of BFFAX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BFFAX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BFFAX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BFFAX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BFFAX is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TAUSX vs. BFFAX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for TAUSX, currently valued at 1.19, compared to the broader market-1.000.001.002.003.00
TAUSX: 1.19
BFFAX: 1.37
The chart of Sortino ratio for TAUSX, currently valued at 1.75, compared to the broader market-2.000.002.004.006.008.00
TAUSX: 1.75
BFFAX: 2.03
The chart of Omega ratio for TAUSX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.00
TAUSX: 1.21
BFFAX: 1.24
The chart of Calmar ratio for TAUSX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.00
TAUSX: 0.46
BFFAX: 0.49
The chart of Martin ratio for TAUSX, currently valued at 3.06, compared to the broader market0.0010.0020.0030.0040.00
TAUSX: 3.06
BFFAX: 3.51

The current TAUSX Sharpe Ratio is 1.19, which is comparable to the BFFAX Sharpe Ratio of 1.37. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.19
1.37
TAUSX
BFFAX

Dividends

TAUSX vs. BFFAX - Dividend Comparison

TAUSX's dividend yield for the trailing twelve months is around 4.04%, less than BFFAX's 4.62% yield.


TTM20242023202220212020201920182017201620152014
TAUSX
John Hancock Investment Grade Bond Fund
4.04%4.06%3.59%2.98%2.21%2.25%2.74%2.84%2.66%2.74%2.71%3.26%
BFFAX
American Funds The Bond Fund of America Class F-3
4.62%4.66%3.94%3.09%1.79%5.38%2.66%2.72%2.01%0.00%0.00%0.00%

Drawdowns

TAUSX vs. BFFAX - Drawdown Comparison

The maximum TAUSX drawdown since its inception was -20.13%, roughly equal to the maximum BFFAX drawdown of -19.76%. Use the drawdown chart below to compare losses from any high point for TAUSX and BFFAX. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%NovemberDecember2025FebruaryMarchApril
-8.12%
-8.07%
TAUSX
BFFAX

Volatility

TAUSX vs. BFFAX - Volatility Comparison

John Hancock Investment Grade Bond Fund (TAUSX) and American Funds The Bond Fund of America Class F-3 (BFFAX) have volatilities of 2.32% and 2.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%2.20%2.40%NovemberDecember2025FebruaryMarchApril
2.32%
2.23%
TAUSX
BFFAX