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ISIN
US47804U8210
Inception Date
Nov 6, 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

JRLLX Performance Chart

John Hancock Funds Multi-Index 2015 Lifetime Portfolio (JRLLX) is up 5.3% since the beginning of the year. JRLLX is currently trading at $12 per share. Investors who bought $1,000 worth of JRLLX shares 5 years ago would now be looking at an investment worth $1,257.


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S&P 500 Index

Returns By Period

John Hancock Funds Multi-Index 2015 Lifetime Portfolio (JRLLX) has returned 5.26% so far this year and 12.73% over the past 12 months. Over the last ten years, JRLLX has returned 6.14% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


John Hancock Funds Multi-Index 2015 Lifetime Portfolio

1D
0.43%
1M
0.87%
YTD
5.26%
6M
5.34%
1Y
12.73%
3Y*
9.66%
5Y*
4.68%
10Y*
6.14%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRLLX Monthly Returns History

Based on dividend-adjusted daily data since Nov 8, 2013, JRLLX's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +6.8%, while the worst month was Mar 2020 at -9.4%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JRLLX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +4.4%, while the worst single day was Mar 12, 2020 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.63%1.88%-3.07%3.35%1.40%0.09%5.26%
20251.66%1.15%-1.04%0.00%1.63%2.36%0.18%1.93%1.44%0.71%0.79%0.25%11.58%
2024-0.40%0.91%2.00%-2.65%2.52%0.69%2.44%1.91%1.50%-2.03%2.26%-2.35%6.79%
20234.75%-2.99%2.23%0.93%-1.95%2.52%1.54%-1.51%-2.97%-2.00%6.03%4.16%10.68%
2022-2.86%-1.57%0.09%-5.05%0.69%-5.28%4.55%-3.06%-6.52%2.73%5.63%-2.17%-12.86%
2021-0.73%0.55%1.00%2.25%1.15%0.96%0.78%0.86%-2.04%2.25%-1.27%2.37%8.33%

Benchmark Metrics

John Hancock Funds Multi-Index 2015 Lifetime Portfolio has an annualized alpha of 0.25%, beta of 0.43, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since November 08, 2013.

  • This fund participated in 57.22% of S&P 500 Index downside but only 45.34% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.43 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
0.43
0.80
Upside Capture
45.34%
Downside Capture
57.22%

Expense Ratio

JRLLX has an expense ratio of 0.17%, which is considered low.


Return for Risk

Risk / Return Rank

JRLLX ranks 74 for risk / return — better than 74% 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.


JRLLX Risk / Return Rank: 7474
Overall Rank
JRLLX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JRLLX Sortino Ratio Rank: 7676
Sortino Ratio Rank
JRLLX Omega Ratio Rank: 7777
Omega Ratio Rank
JRLLX Calmar Ratio Rank: 6868
Calmar Ratio Rank
JRLLX 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 2015 Lifetime Portfolio (JRLLX) and compare them to S&P 500 Index.

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.


JRLLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.09

Calmar ratioReturn relative to maximum drawdown

3.04

2.78

+0.25

Martin ratioReturn relative to average drawdown

13.12

12.44

+0.68

Dividends

Dividend History

John Hancock Funds Multi-Index 2015 Lifetime Portfolio provided a 3.70% dividend yield over the last twelve months, with an annual payout of $0.43 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.43$0.43$0.36$0.32$0.46$0.75$0.66$0.73$0.75$0.35$0.39$0.22

Dividend yield

3.70%3.90%3.46%3.22%5.01%6.68%6.00%6.84%7.78%3.20%3.78%2.17%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds Multi-Index 2015 Lifetime 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$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75

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 2015 Lifetime 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 2015 Lifetime Portfolio was 21.29%, occurring on Mar 20, 2020. Recovery took 90 trading sessions.

The current John Hancock Funds Multi-Index 2015 Lifetime Portfolio drawdown is 0.26%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-21.29%Mar 2020
28d4mo 11d
5mo 9dFeb 2020 - Jul 2020
Bear market2022
-18.52%Oct 2022
11mo 8d1y 8mo
2y 7moNov 2021 - Jul 2024
2016 correction2016
-10.76%Feb 2016
9mo 20d4mo 28d
1y 2moApr 2015 - Jul 2016
Rate-hike selloffLate 2018
-8.95%Dec 2018
1y 5d2mo 21d
1y 2moDec 2017 - Mar 2019
2025 selloff2025
-6.07%Apr 2025
1mo 6d1mo 5d
2mo 11dMar 2025 - May 2025

Drawdown Indicators


JRLLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.29%

-56.78%

+35.49%

Max Drawdown (1Y)

Largest decline over 1 year

-4.21%

-9.10%

+4.89%

Max Drawdown (3Y)

Largest decline over 3 years

-6.75%

-18.90%

+12.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-25.43%

+6.91%

Max Drawdown (10Y)

Largest decline over 10 years

-21.29%

-33.92%

+12.63%

Current Drawdown

Current decline from peak

-0.26%

-1.80%

+1.54%

Average Drawdown

Average peak-to-trough decline

-2.92%

-10.71%

+7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

2.03%

-1.06%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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