Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | +0.36% | -0.89% | -2.36% | -1.76% | +4.00% | +5.37% | +5.61% | -2.69% | -3.20% | -3.72% |
| Market-price total return | +0.36% | -0.89% | -0.20% | +2.61% | +11.11% | +15.20% | +15.95% | +6.97% | +6.73% | +5.71% |
| NAV return | +0.81% | -1.51% | -1.74% | -0.16% | +1.80% | +3.16% | +3.75% | -1.08% | -2.95% | -2.55% |
| NAV total return | +0.81% | -1.51% | +0.21% | +3.85% | +8.08% | +11.77% | +12.70% | +7.99% | +6.39% | +6.29% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.12% | 0.09% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.12% | 0.10% | as above |
| Volatility, 5 years | 0.16% | 0.10% | as above |
| Maximum drawdown, 3 years | -10.80% | -9.41% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.92 | 0.93 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.34 | 1.37 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.88 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.70 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for John Hancock Diversified Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.