JFCIX vs. JILCX
JFCIX (John Hancock Funds Fundamental All Cap Core Fund) and JILCX (John Hancock Funds II Multimanager Lifestyle Conservative Portfolio) are both mutual funds - JFCIX is a Large Cap Blend Equities fund managed by John Hancock, while JILCX is a Diversified Portfolio fund managed by John Hancock. Over the past 10 years, JFCIX returned 14.02%/yr vs 4.42%/yr for JILCX. A 0.70 correlation means they provide meaningful diversification when combined. JFCIX charges 0.83%/yr vs 0.24%/yr for JILCX.
Performance
JFCIX vs. JILCX - Performance Comparison
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Returns By Period
In the year-to-date period, JFCIX achieves a 1.66% return, which is significantly lower than JILCX's 3.60% return. Over the past 10 years, JFCIX has outperformed JILCX with an annualized return of 14.02%, while JILCX has yielded a comparatively lower 4.42% annualized return.
JFCIX
- 1D
- -0.86%
- 1M
- 1.35%
- YTD
- 1.66%
- 6M
- 0.87%
- 1Y
- 12.24%
- 3Y*
- 14.92%
- 5Y*
- 8.63%
- 10Y*
- 14.02%
JILCX
- 1D
- 0.16%
- 1M
- 1.61%
- YTD
- 3.60%
- 6M
- 3.86%
- 1Y
- 10.19%
- 3Y*
- 8.24%
- 5Y*
- 3.25%
- 10Y*
- 4.42%
JFCIX vs. JILCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFCIX John Hancock Funds Fundamental All Cap Core Fund | 1.66% | 4.83% | 23.65% | 34.78% | -23.41% | 30.12% | 27.76% | 36.36% | -14.37% | 27.39% |
JILCX John Hancock Funds II Multimanager Lifestyle Conservative Portfolio | 3.60% | 9.33% | 6.12% | 9.17% | -11.73% | 3.55% | 9.85% | 12.00% | -3.33% | 6.12% |
Correlation
The correlation between JFCIX and JILCX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2011 | 0.70 |
The correlation between JFCIX and JILCX shifts across timeframes, from 0.55 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JFCIX vs. JILCX — Risk / Return Rank
JFCIX
JILCX
JFCIX vs. JILCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Fundamental All Cap Core Fund (JFCIX) and John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX). 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.
| JFCIX | JILCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -3.35 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.61 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 3.65 | -2.72 |
| Martin ratioReturn relative to average drawdown | 3.02 | 16.18 | -13.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JFCIX | JILCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 3.00 | -2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.62 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.89 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.95 | -0.29 |
Drawdowns
JFCIX vs. JILCX - Drawdown Comparison
The maximum JFCIX drawdown since its inception was -37.06%, which is greater than JILCX's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for JFCIX and JILCX.
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Drawdown Indicators
| JFCIX | JILCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.06% | -22.90% | -14.16% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -3.58% | -10.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.81% | -5.06% | -18.75% |
Max Drawdown (5Y)Largest decline over 5 years | -28.39% | -16.51% | -11.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | -16.51% | -20.55% |
Current DrawdownCurrent decline from peak | -1.71% | 0.00% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -2.51% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 0.97% | +3.36% |
Volatility
JFCIX vs. JILCX - Volatility Comparison
John Hancock Funds Fundamental All Cap Core Fund (JFCIX) has a higher volatility of 3.28% compared to John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) at 1.65%. This indicates that JFCIX's price experiences larger fluctuations and is considered to be riskier than JILCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFCIX | JILCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 1.65% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 3.47% | +6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 4.35% | +8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.92% | 5.49% | +14.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.64% | 5.07% | +15.57% |
JFCIX vs. JILCX - Expense Ratio Comparison
JFCIX has a 0.83% expense ratio, which is higher than JILCX's 0.24% expense ratio.
Dividends
JFCIX vs. JILCX - Dividend Comparison
JFCIX's dividend yield for the trailing twelve months is around 10.53%, more than JILCX's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFCIX John Hancock Funds Fundamental All Cap Core Fund | 10.53% | 10.70% | 0.30% | 0.36% | 5.05% | 3.35% | 2.95% | 0.16% | 9.75% | 5.97% | 0.41% | 5.36% |
JILCX John Hancock Funds II Multimanager Lifestyle Conservative Portfolio | 3.81% | 4.15% | 4.17% | 3.89% | 6.79% | 6.25% | 4.53% | 4.01% | 4.39% | 2.44% | 4.26% | 5.65% |
Frequently Asked Questions
JFCIX and JILCX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JFCIX has higher volatility (3.28%) compared to JILCX (1.65%). In terms of maximum drawdown, JFCIX dropped -37.06% vs JILCX's -22.90%.
JILCX currently has the higher Sharpe Ratio (3.00 vs 0.99), 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.
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