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ISIN
US47804U2502
Inception Date
Dec 29, 2013
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JIBRX Performance Chart

John Hancock Funds Multi-Index Lifestyle Balanced Portfolio (JIBRX) is up 8.3% since the beginning of the year. JIBRX is currently trading at $14 per share. Investors who bought $1,000 worth of JIBRX shares 5 years ago would now be looking at an investment worth $1,357.


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S&P 500 Index

Returns By Period

John Hancock Funds Multi-Index Lifestyle Balanced Portfolio (JIBRX) has returned 8.30% so far this year and 19.50% over the past 12 months. Over the last ten years, JIBRX has returned 7.94% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


John Hancock Funds Multi-Index Lifestyle Balanced Portfolio

1D
0.22%
1M
2.75%
YTD
8.30%
6M
9.14%
1Y
19.50%
3Y*
13.51%
5Y*
6.30%
10Y*
7.94%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIBRX Monthly Returns History

Based on dividend-adjusted daily data since Dec 31, 2013, JIBRX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +8.2%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JIBRX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +5.7%, while the worst single day was Mar 16, 2020 at -7.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.26%1.98%-4.41%5.65%2.60%0.22%8.30%
20252.26%0.51%-2.21%-0.00%3.04%3.12%0.49%2.37%2.10%1.10%0.62%0.39%14.57%
2024-0.47%2.34%2.46%-3.40%3.15%0.94%2.77%2.00%1.64%-2.02%3.26%-3.16%9.57%
20235.74%-3.10%1.96%0.89%-1.95%4.02%2.21%-2.26%-3.79%-2.81%7.33%4.99%13.16%
2022-3.76%-1.95%0.47%-6.29%0.44%-6.32%5.47%-3.31%-7.53%4.12%6.36%-3.20%-15.50%
2021-0.58%1.41%1.70%2.81%1.17%1.11%0.69%1.45%-2.96%3.33%-1.65%2.90%11.79%

Benchmark Metrics

John Hancock Funds Multi-Index Lifestyle Balanced Portfolio has an annualized alpha of -0.25%, beta of 0.60, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since January 02, 2014.

  • This fund participated in 71.65% of S&P 500 Index downside but only 59.41% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.60 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.25%
Beta
0.60
0.91
Upside Capture
59.41%
Downside Capture
71.65%

Expense Ratio

JIBRX has an expense ratio of 0.38%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JIBRX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


JIBRX Risk / Return Rank: 7171
Overall Rank
JIBRX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JIBRX Sortino Ratio Rank: 7171
Sortino Ratio Rank
JIBRX Omega Ratio Rank: 6969
Omega Ratio Rank
JIBRX Calmar Ratio Rank: 6969
Calmar Ratio Rank
JIBRX Martin Ratio Rank: 7575
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for John Hancock Funds Multi-Index Lifestyle Balanced Portfolio (JIBRX) and compare them to S&P 500 Index.


JIBRXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.47

2.39

+0.08

Sortino ratio

Return per unit of downside risk

3.51

3.25

+0.26

Omega ratio

Gain probability vs. loss probability

1.46

1.43

+0.03

Calmar ratio

Return relative to maximum drawdown

3.21

3.11

+0.09

Martin ratio

Return relative to average drawdown

14.12

14.38

-0.26

Dividends

Dividend History

John Hancock Funds Multi-Index Lifestyle Balanced Portfolio provided a 2.34% dividend yield over the last twelve months, with an annual payout of $0.32 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.32$0.33$0.29$0.28$1.04$0.81$0.48$0.76$0.81$0.33$0.34$0.22

Dividend yield

2.34%2.60%2.49%2.64%10.69%6.33%3.99%6.71%8.04%2.86%3.19%2.15%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds Multi-Index Lifestyle Balanced Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.18$0.33
2024$0.00$0.00$0.02$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.16$0.29
2023$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.17$0.28
2022$0.00$0.00$0.02$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.93$1.04
2021$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.72$0.81

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Funds Multi-Index Lifestyle Balanced Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the John Hancock Funds Multi-Index Lifestyle Balanced Portfolio was 25.37%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-25.37%Mar 2020
1mo 2d4mo 16d
5mo 18dFeb 2020 - Aug 2020
Bear market2022
-21.78%Oct 2022
11mo 8d1y 7mo
2y 6moNov 2021 - May 2024
2016 correction2016
-12.27%Feb 2016
9mo 20d5mo 1d
1y 2moApr 2015 - Jul 2016
Rate-hike selloffLate 2018
-12.11%Dec 2018
10mo 29d3mo 11d
1y 2moJan 2018 - Apr 2019
2025 selloff2025
-10.16%Apr 2025
4mo1mo 8d
5mo 8dDec 2024 - May 2025

Drawdown Indicators


JIBRXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.37%

-56.78%

+31.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-9.10%

+2.90%

Max Drawdown (3Y)

Largest decline over 3 years

-10.16%

-18.90%

+8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.78%

-25.43%

+3.65%

Max Drawdown (10Y)

Largest decline over 10 years

-25.37%

-33.92%

+8.55%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.61%

-10.72%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.97%

-0.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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