IISNX vs. JIEHX

Last updated Jul 17, 2026

IISNX (Voya Index Solution 2055 Portfolio) and JIEHX (John Hancock Funds Multi-Index 2060 Lifetime Portfolio) are both Target Retirement Date funds. Over the past 5 years, IISNX returned 10.20%/yr vs 9.83%/yr for JIEHX. With a 0.97 correlation, they move nearly in lockstep. IISNX charges 0.22%/yr vs 0.01%/yr for JIEHX.

Performance

IISNX vs. JIEHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Index Solution 2055 Portfolio (IISNX) and John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with IISNX having a 11.93% return and JIEHX slightly higher at 12.13%.

IISNX

• 1D: 0.45%
• 1M: 0.24%
• 6M: 9.00%
• YTD: 11.93%
• 1Y: 22.91%
• 3Y*: 17.83%
• 5Y*: 10.20%
• 10Y*: 11.56%

JIEHX

• 1D: 0.34%
• 1M: 0.00%
• 6M: 8.95%
• YTD: 12.13%
• 1Y: 23.16%
• 3Y*: 17.62%
• 5Y*: 9.83%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IISNX vs. JIEHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IISNX Voya Index Solution 2055 Portfolio	11.93%	20.72%	15.38%	20.31%	-18.25%	17.99%	15.46%	25.17%	-8.47%	21.04%
JIEHX John Hancock Funds Multi-Index 2060 Lifetime Portfolio	12.13%	20.12%	15.37%	18.47%	-18.03%	18.48%	16.08%	25.00%	-8.22%	16.82%

Correlation

The correlation between IISNX and JIEHX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.97

The correlation between IISNX and JIEHX has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

Return for Risk

IISNX vs. JIEHX — Risk / Return Rank

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

IISNX

IISNX Risk / Return Rank: 74
IISNX Sharpe Ratio Rank: 71
IISNX Sortino Ratio Rank: 72
IISNX Omega Ratio Rank: 69
IISNX Calmar Ratio Rank: 72
IISNX Martin Ratio Rank: 85

JIEHX

JIEHX Risk / Return Rank: 67
JIEHX Sharpe Ratio Rank: 66
JIEHX Sortino Ratio Rank: 62
JIEHX Omega Ratio Rank: 63
JIEHX Calmar Ratio Rank: 68
JIEHX Martin Ratio Rank: 76

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.

IISNX vs. JIEHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution 2055 Portfolio (IISNX) and John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX). 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.

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.

	IISNX	JIEHX	Difference
Sharpe ratio: Return per unit of total volatility	1.95	1.82	+0.13
Sortino ratio: Return per unit of downside risk	2.80	2.51	+0.29
Omega ratio: Gain probability vs. loss probability	1.36	1.33	+0.02
Calmar ratio: Return relative to maximum drawdown	2.73	2.58	+0.15
Martin ratio: Return relative to average drawdown	12.50	11.06	+1.44

IISNX vs. JIEHX - Sharpe Ratio Comparison

The current IISNX Sharpe Ratio is 1.95, which is comparable to the JIEHX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of IISNX and JIEHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IISNX vs. JIEHX - Drawdown Comparison

The maximum IISNX drawdown since its inception was -32.62%, roughly equal to the maximum JIEHX drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for IISNX and JIEHX.

Drawdown Indicators

	IISNX	JIEHX	Difference
Max Drawdown Largest peak-to-trough decline	-32.62%	-32.55%	-0.07%
Max Drawdown (1Y) Largest decline over 1 year	-9.38%	-9.18%	-0.20%
Max Drawdown (3Y) Largest decline over 3 years	-15.82%	-16.15%	+0.33%
Max Drawdown (5Y) Largest decline over 5 years	-25.85%	-25.70%	-0.15%
Max Drawdown (10Y) Largest decline over 10 years	-32.62%	—	—
Current Drawdown Current decline from peak	-0.41%	-0.67%	+0.26%
Average Drawdown Average peak-to-trough decline	-4.62%	-4.94%	+0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	2.14%	-0.17%

Volatility

IISNX vs. JIEHX - Volatility Comparison

Voya Index Solution 2055 Portfolio (IISNX) and John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX) have volatilities of 3.85% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IISNX	JIEHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.85%	3.92%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	10.58%	10.87%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	13.13%	13.02%	+0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.41%	15.39%	+0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.15%	16.45%	-0.30%

IISNX vs. JIEHX - Expense Ratio Comparison

IISNX has a 0.22% expense ratio, which is higher than JIEHX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IISNX vs. JIEHX - Dividend Comparison

IISNX's dividend yield for the trailing twelve months is around 1.47%, less than JIEHX's 3.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IISNX Voya Index Solution 2055 Portfolio	1.47%	1.64%	0.18%	8.19%	14.20%	4.63%	4.33%	4.96%	3.86%	3.26%	8.60%	10.27%
JIEHX John Hancock Funds Multi-Index 2060 Lifetime Portfolio	3.16%	3.55%	1.76%	2.17%	6.57%	5.15%	3.18%	6.88%	6.99%	1.76%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IISNX and JIEHX in my portfolio?

With a correlation of 0.91, IISNX and JIEHX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, IISNX or JIEHX?

JIEHX has higher volatility (3.92%) compared to IISNX (3.85%). In terms of maximum drawdown, IISNX dropped -32.62% vs JIEHX's -32.55%.

Which has better risk-adjusted returns?

IISNX currently has the higher Sharpe Ratio (1.95 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.