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FHJDX vs. JRLVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHJDX vs. JRLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2035 Fund Class K6 (FHJDX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX). The values are adjusted to include any dividend payments, if applicable.

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FHJDX vs. JRLVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHJDX
Fidelity Freedom Blend 2035 Fund Class K6
-0.37%18.66%13.60%17.84%-18.17%14.30%16.96%25.75%-11.12%
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
-3.42%19.25%14.50%18.00%-18.06%18.45%16.23%25.03%-11.95%

Returns By Period

In the year-to-date period, FHJDX achieves a -0.37% return, which is significantly higher than JRLVX's -3.42% return.


FHJDX

1D
2.17%
1M
-4.62%
YTD
-0.37%
6M
2.14%
1Y
16.85%
3Y*
14.08%
5Y*
7.03%
10Y*

JRLVX

1D
-0.25%
1M
-8.07%
YTD
-3.42%
6M
-0.73%
1Y
16.15%
3Y*
13.74%
5Y*
7.47%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHJDX vs. JRLVX - Expense Ratio Comparison

FHJDX has a 0.28% expense ratio, which is higher than JRLVX's 0.01% expense ratio.


Return for Risk

FHJDX vs. JRLVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FHJDX
FHJDX Risk / Return Rank: 7676
Overall Rank
FHJDX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FHJDX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FHJDX Omega Ratio Rank: 7676
Omega Ratio Rank
FHJDX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FHJDX Martin Ratio Rank: 7878
Martin Ratio Rank

JRLVX
JRLVX Risk / Return Rank: 5959
Overall Rank
JRLVX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JRLVX Sortino Ratio Rank: 5858
Sortino Ratio Rank
JRLVX Omega Ratio Rank: 5959
Omega Ratio Rank
JRLVX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JRLVX Martin Ratio Rank: 6666
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.

FHJDX vs. JRLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2035 Fund Class K6 (FHJDX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX). 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.


FHJDXJRLVXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.07

+0.36

Sortino ratio

Return per unit of downside risk

2.05

1.57

+0.48

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.07

Calmar ratio

Return relative to maximum drawdown

1.82

1.30

+0.52

Martin ratio

Return relative to average drawdown

8.15

6.28

+1.87

FHJDX vs. JRLVX - Sharpe Ratio Comparison

The current FHJDX Sharpe Ratio is 1.43, which is higher than the JRLVX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FHJDX and JRLVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FHJDXJRLVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.07

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.51

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.57

+0.05

Correlation

The correlation between FHJDX and JRLVX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FHJDX vs. JRLVX - Dividend Comparison

FHJDX's dividend yield for the trailing twelve months is around 3.06%, less than JRLVX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
FHJDX
Fidelity Freedom Blend 2035 Fund Class K6
3.06%3.05%5.00%2.19%5.82%7.78%4.94%3.54%3.07%0.00%0.00%0.00%
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
3.68%3.55%1.89%2.24%8.03%6.00%4.26%8.99%10.96%4.29%3.40%1.90%

Drawdowns

FHJDX vs. JRLVX - Drawdown Comparison

The maximum FHJDX drawdown since its inception was -29.08%, smaller than the maximum JRLVX drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for FHJDX and JRLVX.


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Drawdown Indicators


FHJDXJRLVXDifference

Max Drawdown

Largest peak-to-trough decline

-29.08%

-32.53%

+3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-11.23%

+2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-25.64%

-0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

Current Drawdown

Current decline from peak

-5.41%

-8.50%

+3.09%

Average Drawdown

Average peak-to-trough decline

-5.69%

-4.61%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.33%

-0.33%

Volatility

FHJDX vs. JRLVX - Volatility Comparison

Fidelity Freedom Blend 2035 Fund Class K6 (FHJDX) has a higher volatility of 4.95% compared to John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) at 4.70%. This indicates that FHJDX's price experiences larger fluctuations and is considered to be riskier than JRLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHJDXJRLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

4.70%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

8.47%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

15.32%

-3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.50%

14.69%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.76%

15.94%

-1.18%