VICSX vs. JMABX
VICSX (Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares) and JMABX (John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio) are both Corporate Bonds funds. Over the past 5 years, VICSX returned 0.73%/yr vs 0.50%/yr for JMABX. Their correlation of 0.93 means they have usually moved in the same direction. VICSX charges 0.06%/yr vs 0.00%/yr for JMABX.
Performance
VICSX vs. JMABX - Performance Comparison
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Returns By Period
In the year-to-date period, VICSX achieves a -0.51% return, which is significantly lower than JMABX's -0.07% return.
VICSX
- 1D
- 0.14%
- 1M
- -1.04%
- 6M
- -0.68%
- YTD
- -0.51%
- 1Y
- 2.40%
- 3Y*
- 5.76%
- 5Y*
- 0.73%
- 10Y*
- 2.66%
- ALL TIME*
- 4.26%
JMABX
- 1D
- 0.12%
- 1M
- -1.14%
- 6M
- -0.41%
- YTD
- -0.07%
- 1Y
- 2.98%
- 3Y*
- 5.49%
- 5Y*
- 0.50%
- 10Y*
- —
- ALL TIME*
- 2.02%
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 |
VICSX vs. JMABX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | -0.51% | 9.36% | 3.66% | 8.88% | -14.09% | -1.56% | 9.52% | 3.59% |
JMABX John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio | -0.07% | 8.88% | 4.42% | 8.05% | -15.50% | 0.33% | 7.74% | 2.72% |
Correlation
The correlation between VICSX and JMABX is 0.87, 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. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2019 | 0.93 |
The correlation between VICSX and JMABX has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
VICSX vs. JMABX — Risk / Return Rank
VICSX
JMABX
VICSX vs. JMABX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio (JMABX). 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.
| VICSX | JMABX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.45 | -0.36 |
| Martin ratioReturn relative to average drawdown | 3.04 | 4.71 | -1.67 |
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Drawdowns
VICSX vs. JMABX - Drawdown Comparison
The maximum VICSX drawdown since its inception was -20.53%, roughly equal to the maximum JMABX drawdown of -21.48%. Use the drawdown chart below to compare losses from any high point for VICSX and JMABX.
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Drawdown Indicators
| VICSX | JMABX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.53% | -21.48% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.98% | -2.89% | -0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -5.22% | -5.27% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -21.43% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -20.53% | — | — |
Current DrawdownCurrent decline from peak | -2.02% | -1.53% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -6.07% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 0.89% | +0.18% |
Volatility
VICSX vs. JMABX - Volatility Comparison
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) has a higher volatility of 1.03% compared to John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio (JMABX) at 0.84%. This indicates that VICSX's price experiences larger fluctuations and is considered to be riskier than JMABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VICSX | JMABX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 0.84% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 2.69% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.90% | 3.50% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.17% | 5.51% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.34% | 5.83% | -0.49% |
VICSX vs. JMABX - Expense Ratio Comparison
VICSX has a 0.06% expense ratio, which is higher than JMABX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VICSX vs. JMABX - Dividend Comparison
VICSX's dividend yield for the trailing twelve months is around 4.42%, less than JMABX's 5.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMABX John Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio | 5.21% | 5.59% | 5.26% | 3.59% | 3.28% | 3.99% | 2.74% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% |
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | 4.42% | 4.59% | 4.77% | 3.70% | 3.00% | 2.76% | 2.77% | 3.35% | 3.62% | 3.22% | 3.03% | 3.36% |
Frequently Asked Questions
VICSX and JMABX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VICSX has higher volatility (1.03%) compared to JMABX (0.84%). In terms of maximum drawdown, VICSX dropped -20.53% vs JMABX's -21.48%.
JMABX currently has the higher Sharpe Ratio (1.20 vs 0.84), 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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