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TILUX vs. JHNBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TILUX and JHNBX is 0.02, 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.


Performance

TILUX vs. JHNBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX) and John Hancock Bond Fund (JHNBX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TILUX:

1.10

JHNBX:

0.83

Sortino Ratio

TILUX:

1.67

JHNBX:

1.23

Omega Ratio

TILUX:

1.21

JHNBX:

1.14

Calmar Ratio

TILUX:

0.35

JHNBX:

0.35

Martin Ratio

TILUX:

3.56

JHNBX:

2.09

Ulcer Index

TILUX:

1.64%

JHNBX:

2.17%

Daily Std Dev

TILUX:

5.10%

JHNBX:

5.47%

Max Drawdown

TILUX:

-20.28%

JHNBX:

-20.10%

Current Drawdown

TILUX:

-11.88%

JHNBX:

-8.23%

Returns By Period

In the year-to-date period, TILUX achieves a 3.00% return, which is significantly higher than JHNBX's 1.04% return.


TILUX

YTD

3.00%

1M

1.65%

6M

1.82%

1Y

5.58%

5Y*

0.12%

10Y*

N/A

JHNBX

YTD

1.04%

1M

0.99%

6M

0.34%

1Y

4.52%

5Y*

-0.35%

10Y*

1.52%

*Annualized

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TILUX vs. JHNBX - Expense Ratio Comparison

TILUX has a 0.86% expense ratio, which is higher than JHNBX's 0.76% expense ratio.


Risk-Adjusted Performance

TILUX vs. JHNBX — Risk-Adjusted Performance Rank

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

TILUX
The Risk-Adjusted Performance Rank of TILUX is 7676
Overall Rank
The Sharpe Ratio Rank of TILUX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of TILUX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of TILUX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of TILUX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of TILUX is 7979
Martin Ratio Rank

JHNBX
The Risk-Adjusted Performance Rank of JHNBX is 6868
Overall Rank
The Sharpe Ratio Rank of JHNBX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of JHNBX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of JHNBX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of JHNBX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of JHNBX is 6464
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.

TILUX vs. JHNBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX) and John Hancock Bond Fund (JHNBX). 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 TILUX Sharpe Ratio is 1.10, which is higher than the JHNBX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TILUX and JHNBX, 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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Dividends

TILUX vs. JHNBX - Dividend Comparison

TILUX has not paid dividends to shareholders, while JHNBX's dividend yield for the trailing twelve months is around 3.93%.


TTM20242023202220212020201920182017201620152014
TILUX
Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JHNBX
John Hancock Bond Fund
3.93%4.23%3.80%3.59%3.51%3.88%3.75%3.52%3.23%3.20%3.51%4.46%

Drawdowns

TILUX vs. JHNBX - Drawdown Comparison

The maximum TILUX drawdown since its inception was -20.28%, roughly equal to the maximum JHNBX drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for TILUX and JHNBX. For additional features, visit the drawdowns tool.


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Volatility

TILUX vs. JHNBX - Volatility Comparison

Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX) has a higher volatility of 2.07% compared to John Hancock Bond Fund (JHNBX) at 1.55%. This indicates that TILUX's price experiences larger fluctuations and is considered to be riskier than JHNBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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