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TAUSX vs. FFIZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAUSX vs. FFIZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Investment Grade Bond Fund (TAUSX) and Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX). The values are adjusted to include any dividend payments, if applicable.

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TAUSX vs. FFIZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAUSX
John Hancock Investment Grade Bond Fund
-0.78%7.38%0.94%4.76%-14.69%-1.49%9.52%8.71%-0.38%3.88%
FFIZX
Fidelity Freedom Index 2040 Fund Institutional Premium Class
-3.61%19.93%13.37%19.44%-18.15%15.97%16.51%26.01%-7.20%20.57%

Returns By Period

In the year-to-date period, TAUSX achieves a -0.78% return, which is significantly higher than FFIZX's -3.61% return. Over the past 10 years, TAUSX has underperformed FFIZX with an annualized return of 1.59%, while FFIZX has yielded a comparatively higher 10.23% annualized return.


TAUSX

1D
0.55%
1M
-2.57%
YTD
-0.78%
6M
0.31%
1Y
3.75%
3Y*
2.93%
5Y*
-0.43%
10Y*
1.59%

FFIZX

1D
-0.07%
1M
-7.74%
YTD
-3.61%
6M
-0.91%
1Y
15.56%
3Y*
13.57%
5Y*
7.38%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAUSX vs. FFIZX - Expense Ratio Comparison

TAUSX has a 0.74% expense ratio, which is higher than FFIZX's 0.08% expense ratio.


Return for Risk

TAUSX vs. FFIZX — Risk / Return Rank

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

TAUSX
TAUSX Risk / Return Rank: 4848
Overall Rank
TAUSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
TAUSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TAUSX Omega Ratio Rank: 3535
Omega Ratio Rank
TAUSX Calmar Ratio Rank: 6868
Calmar Ratio Rank
TAUSX Martin Ratio Rank: 4545
Martin Ratio Rank

FFIZX
FFIZX Risk / Return Rank: 6666
Overall Rank
FFIZX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FFIZX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FFIZX Omega Ratio Rank: 6767
Omega Ratio Rank
FFIZX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FFIZX Martin Ratio Rank: 7070
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. FFIZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Investment Grade Bond Fund (TAUSX) and Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX). 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.


TAUSXFFIZXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.14

-0.21

Sortino ratio

Return per unit of downside risk

1.32

1.65

-0.33

Omega ratio

Gain probability vs. loss probability

1.17

1.25

-0.08

Calmar ratio

Return relative to maximum drawdown

1.54

1.42

+0.12

Martin ratio

Return relative to average drawdown

4.54

6.61

-2.07

TAUSX vs. FFIZX - Sharpe Ratio Comparison

The current TAUSX Sharpe Ratio is 0.93, which is comparable to the FFIZX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of TAUSX and FFIZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TAUSXFFIZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.14

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.54

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.69

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.62

+0.40

Correlation

The correlation between TAUSX and FFIZX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TAUSX vs. FFIZX - Dividend Comparison

TAUSX's dividend yield for the trailing twelve months is around 3.71%, more than FFIZX's 2.47% yield.


TTM20252024202320222021202020192018201720162015
TAUSX
John Hancock Investment Grade Bond Fund
3.71%3.99%3.40%2.64%2.50%2.25%4.49%2.83%2.83%2.65%2.66%2.88%
FFIZX
Fidelity Freedom Index 2040 Fund Institutional Premium Class
2.47%2.38%2.23%2.00%2.13%2.08%2.02%18.32%2.26%1.86%2.04%2.04%

Drawdowns

TAUSX vs. FFIZX - Drawdown Comparison

The maximum TAUSX drawdown since its inception was -19.90%, smaller than the maximum FFIZX drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for TAUSX and FFIZX.


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Drawdown Indicators


TAUSXFFIZXDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

-30.69%

+10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-9.98%

+6.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-26.07%

+6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-19.90%

-30.69%

+10.79%

Current Drawdown

Current decline from peak

-5.34%

-8.10%

+2.76%

Average Drawdown

Average peak-to-trough decline

-2.36%

-4.72%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

2.14%

-1.09%

Volatility

TAUSX vs. FFIZX - Volatility Comparison

The current volatility for John Hancock Investment Grade Bond Fund (TAUSX) is 1.67%, while Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) has a volatility of 4.49%. This indicates that TAUSX experiences smaller price fluctuations and is considered to be less risky than FFIZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAUSXFFIZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

4.49%

-2.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

7.81%

-5.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

13.76%

-9.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

13.72%

-7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

14.83%

-9.86%