PortfoliosLab logoPortfoliosLab logo
John Hancock Funds II Multimanager Lifestyle Moder...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US47803V2676
Inception Date
Oct 13, 2005
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock Funds II Multimanager Lifestyle Moderate Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

John Hancock Funds II Multimanager Lifestyle Moderate Portfolio (JILMX) has returned -2.06% so far this year and 4.45% over the past 12 months. Over the last ten years, JILMX has returned 5.26% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


John Hancock Funds II Multimanager Lifestyle Moderate Portfolio

1D
-0.72%
1M
-5.28%
YTD
-2.06%
6M
-3.89%
1Y
4.45%
3Y*
6.63%
5Y*
2.92%
10Y*
5.26%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 14, 2005, JILMX's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, your investment would double in approximately 12.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +7.5%, while the worst month was Oct 2008 at -12.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JILMX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +4.0%, while the worst single day was Mar 16, 2020 at -4.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.30%1.08%-5.28%-2.06%
20252.63%-1.20%-0.54%-0.16%2.14%2.70%0.32%1.97%1.45%0.77%0.30%-2.91%7.55%
2024-0.09%1.37%2.15%-2.57%2.56%0.77%2.08%1.55%1.50%-1.83%2.35%-2.27%7.62%
20235.09%-2.34%1.62%0.70%-1.39%2.65%1.65%-1.53%-2.85%-2.24%5.87%4.25%11.53%
2022-2.80%-1.47%-0.45%-4.98%-0.00%-5.17%4.22%-2.43%-6.34%2.32%5.15%-2.09%-13.82%
2021-0.28%1.07%0.93%2.38%0.89%0.82%0.54%0.87%-1.80%1.91%-1.61%1.92%7.82%

Benchmark Metrics

John Hancock Funds II Multimanager Lifestyle Moderate Portfolio has an annualized alpha of 1.60%, beta of 0.38, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since October 17, 2005.

  • This fund participated in 55.55% of S&P 500 Index downside but only 49.16% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.38 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
1.60%
Beta
0.38
0.84
Upside Capture
49.16%
Downside Capture
55.55%

Expense Ratio

JILMX has an expense ratio of 0.21%, which is considered low.


Return for Risk

Risk / Return Rank

JILMX ranks 18 for risk / return — in the bottom 18% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JILMX Risk / Return Rank: 1818
Overall Rank
JILMX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JILMX Sortino Ratio Rank: 1717
Sortino Ratio Rank
JILMX Omega Ratio Rank: 1919
Omega Ratio Rank
JILMX Calmar Ratio Rank: 1616
Calmar Ratio Rank
JILMX Martin Ratio Rank: 1717
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 II Multimanager Lifestyle Moderate Portfolio (JILMX) and compare them to a chosen benchmark (S&P 500 Index).


JILMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.90

-0.34

Sortino ratio

Return per unit of downside risk

0.81

1.39

-0.57

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratio

Return relative to maximum drawdown

0.48

1.40

-0.91

Martin ratio

Return relative to average drawdown

1.83

6.61

-4.78

Explore JILMX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

John Hancock Funds II Multimanager Lifestyle Moderate Portfolio provided a 3.05% dividend yield over the last twelve months, with an annual payout of $0.38 per share.


4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.38$0.45$0.43$0.55$1.03$1.22$0.73$0.91$0.89$0.71$0.73$0.80

Dividend yield

3.05%3.57%3.52%4.72%9.33%8.71%5.19%6.92%7.31%5.11%5.51%6.11%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds II Multimanager Lifestyle Moderate 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$0.00$0.00
2025$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.20$0.45
2024$0.00$0.00$0.06$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.18$0.43
2023$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.33$0.55
2022$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.80$1.03
2021$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$1.03$1.22

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Funds II Multimanager Lifestyle Moderate 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 II Multimanager Lifestyle Moderate Portfolio was 34.35%, occurring on Mar 9, 2009. Recovery took 270 trading sessions.

The current John Hancock Funds II Multimanager Lifestyle Moderate Portfolio drawdown is 5.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.35%Nov 1, 2007339Mar 9, 2009270Apr 5, 2010609
-19.81%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-19.41%Nov 10, 2021234Oct 14, 2022431Jul 5, 2024665
-10.01%Apr 27, 2015202Feb 11, 2016104Jul 12, 2016306
-9.78%May 3, 2011107Oct 3, 201185Feb 3, 2012192

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...