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

Correlation

The correlation between TAUSX and BFMCX is -0.10. 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.


Performance

TAUSX vs. BFMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Investment Grade Bond Fund (TAUSX) and BlackRock Core Bond Portfolio (BFMCX). The values are adjusted to include any dividend payments, if applicable.

225.00%230.00%235.00%240.00%December2025FebruaryMarchAprilMay
234.37%
239.42%
TAUSX
BFMCX

Key characteristics

Sharpe Ratio

TAUSX:

0.98

BFMCX:

0.94

Sortino Ratio

TAUSX:

1.45

BFMCX:

1.40

Omega Ratio

TAUSX:

1.17

BFMCX:

1.16

Calmar Ratio

TAUSX:

0.41

BFMCX:

0.43

Martin Ratio

TAUSX:

2.49

BFMCX:

2.25

Ulcer Index

TAUSX:

2.22%

BFMCX:

2.28%

Daily Std Dev

TAUSX:

5.66%

BFMCX:

5.50%

Max Drawdown

TAUSX:

-20.13%

BFMCX:

-18.91%

Current Drawdown

TAUSX:

-8.12%

BFMCX:

-6.88%

Returns By Period

In the year-to-date period, TAUSX achieves a 2.01% return, which is significantly lower than BFMCX's 2.14% return. Over the past 10 years, TAUSX has underperformed BFMCX with an annualized return of 1.27%, while BFMCX has yielded a comparatively higher 1.69% annualized return.


TAUSX

YTD

2.01%

1M

-0.11%

6M

2.03%

1Y

5.18%

5Y*

-0.71%

10Y*

1.27%

BFMCX

YTD

2.14%

1M

-0.12%

6M

1.97%

1Y

4.88%

5Y*

-0.43%

10Y*

1.69%

*Annualized

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TAUSX vs. BFMCX - Expense Ratio Comparison

TAUSX has a 0.74% expense ratio, which is higher than BFMCX's 0.44% expense ratio.


Risk-Adjusted Performance

TAUSX vs. BFMCX — 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 6666
Overall Rank
The Sharpe Ratio Rank of TAUSX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of TAUSX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of TAUSX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of TAUSX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of TAUSX is 6161
Martin Ratio Rank

BFMCX
The Risk-Adjusted Performance Rank of BFMCX is 6464
Overall Rank
The Sharpe Ratio Rank of BFMCX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BFMCX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BFMCX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BFMCX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BFMCX is 5757
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. BFMCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Investment Grade Bond Fund (TAUSX) and BlackRock Core Bond Portfolio (BFMCX). 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 current TAUSX Sharpe Ratio is 0.98, which is comparable to the BFMCX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of TAUSX and BFMCX, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.92
0.89
TAUSX
BFMCX

Dividends

TAUSX vs. BFMCX - Dividend Comparison

TAUSX's dividend yield for the trailing twelve months is around 3.72%, less than BFMCX's 3.80% yield.


TTM20242023202220212020201920182017201620152014
TAUSX
John Hancock Investment Grade Bond Fund
3.72%4.06%3.59%2.98%2.21%2.25%2.74%2.84%2.66%2.74%2.71%3.26%
BFMCX
BlackRock Core Bond Portfolio
3.80%4.21%3.64%2.47%1.61%1.99%2.85%2.84%2.69%2.43%2.42%2.98%

Drawdowns

TAUSX vs. BFMCX - Drawdown Comparison

The maximum TAUSX drawdown since its inception was -20.13%, which is greater than BFMCX's maximum drawdown of -18.91%. Use the drawdown chart below to compare losses from any high point for TAUSX and BFMCX. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%December2025FebruaryMarchAprilMay
-8.12%
-6.88%
TAUSX
BFMCX

Volatility

TAUSX vs. BFMCX - Volatility Comparison

John Hancock Investment Grade Bond Fund (TAUSX) and BlackRock Core Bond Portfolio (BFMCX) have volatilities of 1.81% and 1.73%, 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%December2025FebruaryMarchAprilMay
1.81%
1.73%
TAUSX
BFMCX