JFIVX vs. JILCX
JFIVX (John Hancock Variable Insurance Trust 500 Index Trust) and JILCX (John Hancock Funds II Multimanager Lifestyle Conservative Portfolio) are both mutual funds - JFIVX 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 5 years, JFIVX returned 12.37%/yr vs 2.88%/yr for JILCX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. JFIVX charges 0.30%/yr vs 0.24%/yr for JILCX.
Performance
JFIVX vs. JILCX - Performance Comparison
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Returns By Period
In the year-to-date period, JFIVX achieves a 9.15% return, which is significantly higher than JILCX's 2.86% return.
JFIVX
- 1D
- 1.66%
- 1M
- -0.59%
- 6M
- 7.62%
- YTD
- 9.15%
- 1Y
- 20.30%
- 3Y*
- 18.67%
- 5Y*
- 12.37%
- 10Y*
- —
- ALL TIME*
- 14.57%
JILCX
- 1D
- 0.48%
- 1M
- -0.56%
- 6M
- 1.54%
- YTD
- 2.86%
- 1Y
- 7.10%
- 3Y*
- 7.25%
- 5Y*
- 2.88%
- 10Y*
- 4.15%
- ALL TIME*
- 4.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JFIVX vs. JILCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFIVX John Hancock Variable Insurance Trust 500 Index Trust | 9.15% | 17.54% | 24.61% | 25.92% | -18.30% | 28.31% | 18.03% | 31.05% | -5.00% | 17.27% |
JILCX John Hancock Funds II Multimanager Lifestyle Conservative Portfolio | 2.86% | 9.33% | 6.12% | 9.17% | -11.73% | 3.55% | 9.85% | 12.00% | -3.33% | 5.04% |
Correlation
The correlation between JFIVX and JILCX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.69 |
The correlation between JFIVX and JILCX has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
JFIVX vs. JILCX — Risk / Return Rank
JFIVX
JILCX
JFIVX vs. JILCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) 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.
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.
| JFIVX | JILCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.36 | -0.32 |
| Martin ratioReturn relative to average drawdown | 8.74 | 10.03 | -1.29 |
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Drawdowns
JFIVX vs. JILCX - Drawdown Comparison
The maximum JFIVX drawdown since its inception was -33.81%, which is greater than JILCX's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for JFIVX and JILCX.
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Drawdown Indicators
| JFIVX | JILCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.81% | -22.90% | -10.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -3.58% | -5.36% |
Max Drawdown (3Y)Largest decline over 3 years | -18.82% | -4.73% | -14.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.67% | -16.51% | -8.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.51% | — |
Current DrawdownCurrent decline from peak | -2.16% | -0.88% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -2.49% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 0.77% | +1.31% |
Volatility
JFIVX vs. JILCX - Volatility Comparison
John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) has a higher volatility of 3.44% compared to John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) at 1.23%. This indicates that JFIVX'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
| JFIVX | JILCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 1.23% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 3.76% | +6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 4.73% | +8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 5.56% | +11.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 5.09% | +13.19% |
JFIVX vs. JILCX - Expense Ratio Comparison
JFIVX has a 0.30% expense ratio, which is higher than JILCX's 0.24% expense ratio.
Dividends
JFIVX vs. JILCX - Dividend Comparison
JFIVX's dividend yield for the trailing twelve months is around 2.34%, less than JILCX's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFIVX John Hancock Variable Insurance Trust 500 Index Trust | 2.34% | 2.56% | 2.19% | 2.44% | 5.19% | 5.17% | 3.38% | 2.97% | 2.90% | 1.27% | 0.00% | 0.00% |
JILCX John Hancock Funds II Multimanager Lifestyle Conservative Portfolio | 4.00% | 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
JFIVX and JILCX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JFIVX has higher volatility (3.44%) compared to JILCX (1.23%). In terms of maximum drawdown, JFIVX dropped -33.81% vs JILCX's -22.90%.
JILCX currently has the higher Sharpe Ratio (1.79 vs 1.41), 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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