TAUSX vs. BFMCX
TAUSX (John Hancock Investment Grade Bond Fund) and BFMCX (BlackRock Core Bond Portfolio) are both Intermediate Core Bond funds. Over the past 10 years, TAUSX returned 1.26%/yr vs 1.28%/yr for BFMCX. Their correlation of 0.86 means they have usually moved in the same direction. TAUSX charges 0.74%/yr vs 0.44%/yr for BFMCX.
Performance
TAUSX vs. BFMCX - Performance Comparison
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Returns By Period
In the year-to-date period, TAUSX achieves a -1.01% return, which is significantly lower than BFMCX's -0.82% return. Both investments have delivered pretty close results over the past 10 years, with TAUSX having a 1.26% annualized return and BFMCX not far ahead at 1.28%.
TAUSX
- 1D
- 0.00%
- 1M
- -1.32%
- 6M
- -1.22%
- YTD
- -1.01%
- 1Y
- 1.61%
- 3Y*
- 3.12%
- 5Y*
- -1.10%
- 10Y*
- 1.26%
- ALL TIME*
- 4.19%
BFMCX
- 1D
- 0.00%
- 1M
- -1.33%
- 6M
- -1.13%
- YTD
- -0.82%
- 1Y
- 1.76%
- 3Y*
- 3.32%
- 5Y*
- -0.88%
- 10Y*
- 1.28%
- ALL TIME*
- 3.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TAUSX vs. BFMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAUSX John Hancock Investment Grade Bond Fund | -1.01% | 7.38% | 0.94% | 4.76% | -14.69% | -1.49% | 9.52% | 8.71% | -0.38% | 3.88% |
BFMCX BlackRock Core Bond Portfolio | -0.82% | 7.43% | 0.66% | 5.32% | -14.35% | -1.52% | 8.32% | 9.85% | -0.28% | 3.16% |
Correlation
The correlation between TAUSX and BFMCX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1992 | 0.86 |
The correlation between TAUSX and BFMCX shifts across timeframes, from 0.86 (all time) to 0.97 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TAUSX vs. BFMCX — Risk / Return Rank
TAUSX
BFMCX
TAUSX vs. BFMCX - Risk-Adjusted Trends 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.
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.
| TAUSX | BFMCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 0.91 | -0.03 |
| Martin ratioReturn relative to average drawdown | 2.15 | 2.19 | -0.04 |
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Drawdowns
TAUSX vs. BFMCX - Drawdown Comparison
The maximum TAUSX drawdown since its inception was -19.90%, roughly equal to the maximum BFMCX drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for TAUSX and BFMCX.
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Drawdown Indicators
| TAUSX | BFMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.90% | -19.49% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -3.23% | -3.25% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -6.24% | -5.59% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -19.32% | -0.58% |
Max Drawdown (10Y)Largest decline over 10 years | -19.90% | -19.49% | -0.41% |
Current DrawdownCurrent decline from peak | -5.56% | -4.72% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -2.74% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 1.35% | -0.03% |
Volatility
TAUSX vs. BFMCX - Volatility Comparison
John Hancock Investment Grade Bond Fund (TAUSX) and BlackRock Core Bond Portfolio (BFMCX) have volatilities of 1.04% and 1.01%, 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.
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Volatility by Period
| TAUSX | BFMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 1.01% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.20% | 3.17% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 3.99% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 6.15% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.01% | 5.06% | -0.05% |
TAUSX vs. BFMCX - Expense Ratio Comparison
TAUSX has a 0.74% expense ratio, which is higher than BFMCX's 0.44% expense ratio.
Dividends
TAUSX vs. BFMCX - Dividend Comparison
TAUSX's dividend yield for the trailing twelve months is around 3.79%, less than BFMCX's 4.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFMCX BlackRock Core Bond Portfolio | 4.16% | 4.10% | 3.86% | 3.21% | 1.86% | 2.11% | 5.78% | 2.86% | 3.02% | 2.69% | 2.41% | 2.57% |
TAUSX John Hancock Investment Grade Bond Fund | 3.79% | 3.99% | 3.40% | 2.64% | 2.50% | 2.25% | 4.49% | 2.83% | 2.83% | 2.65% | 2.66% | 2.88% |
Frequently Asked Questions
With a correlation of 0.94, TAUSX and BFMCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TAUSX has higher volatility (1.04%) compared to BFMCX (1.01%). In terms of maximum drawdown, TAUSX dropped -19.90% vs BFMCX's -19.49%.
BFMCX currently has the higher Sharpe Ratio (0.74 vs 0.71), 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.
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