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JHNBX vs. JILCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHNBX vs. JILCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Bond Fund (JHNBX) and John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX). The values are adjusted to include any dividend payments, if applicable.

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JHNBX vs. JILCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JHNBX
John Hancock Bond Fund
-0.50%7.36%1.97%6.24%-15.22%-0.68%10.31%10.09%-1.15%4.94%
JILCX
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio
-0.81%9.33%6.12%9.17%-11.73%3.55%9.85%12.00%-3.33%6.12%

Returns By Period

In the year-to-date period, JHNBX achieves a -0.50% return, which is significantly higher than JILCX's -0.81% return. Over the past 10 years, JHNBX has underperformed JILCX with an annualized return of 2.28%, while JILCX has yielded a comparatively higher 4.16% annualized return.


JHNBX

1D
0.15%
1M
-1.74%
YTD
-0.50%
6M
0.09%
1Y
3.85%
3Y*
3.89%
5Y*
0.06%
10Y*
2.28%

JILCX

1D
0.41%
1M
-2.01%
YTD
-0.81%
6M
0.32%
1Y
6.66%
3Y*
6.71%
5Y*
2.76%
10Y*
4.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHNBX vs. JILCX - Expense Ratio Comparison

JHNBX has a 0.76% expense ratio, which is higher than JILCX's 0.24% expense ratio.


Return for Risk

JHNBX vs. JILCX — Risk / Return Rank

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

JHNBX
JHNBX Risk / Return Rank: 2828
Overall Rank
JHNBX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JHNBX Sortino Ratio Rank: 2727
Sortino Ratio Rank
JHNBX Omega Ratio Rank: 2121
Omega Ratio Rank
JHNBX Calmar Ratio Rank: 3535
Calmar Ratio Rank
JHNBX Martin Ratio Rank: 2727
Martin Ratio Rank

JILCX
JILCX Risk / Return Rank: 6767
Overall Rank
JILCX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JILCX Sortino Ratio Rank: 8181
Sortino Ratio Rank
JILCX Omega Ratio Rank: 7575
Omega Ratio Rank
JILCX Calmar Ratio Rank: 4949
Calmar Ratio Rank
JILCX Martin Ratio Rank: 5757
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.

JHNBX vs. JILCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund (JHNBX) 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.


JHNBXJILCXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.50

-0.65

Sortino ratio

Return per unit of downside risk

1.20

2.27

-1.06

Omega ratio

Gain probability vs. loss probability

1.15

1.32

-0.17

Calmar ratio

Return relative to maximum drawdown

1.26

1.55

-0.30

Martin ratio

Return relative to average drawdown

3.83

6.86

-3.03

JHNBX vs. JILCX - Sharpe Ratio Comparison

The current JHNBX Sharpe Ratio is 0.85, which is lower than the JILCX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of JHNBX and JILCX, 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


JHNBXJILCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.50

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.53

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.85

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.92

-0.16

Correlation

The correlation between JHNBX and JILCX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JHNBX vs. JILCX - Dividend Comparison

JHNBX's dividend yield for the trailing twelve months is around 3.95%, more than JILCX's 3.40% yield.


TTM20252024202320222021202020192018201720162015
JHNBX
John Hancock Bond Fund
3.95%4.25%4.14%3.80%2.93%3.30%5.50%3.75%3.51%3.23%3.19%3.48%
JILCX
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio
3.40%4.15%4.17%3.89%6.79%6.25%4.53%4.01%4.39%2.44%4.26%5.65%

Drawdowns

JHNBX vs. JILCX - Drawdown Comparison

The maximum JHNBX drawdown since its inception was -24.74%, which is greater than JILCX's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for JHNBX and JILCX.


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Drawdown Indicators


JHNBXJILCXDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-22.90%

-1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-3.58%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-16.51%

-3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-20.13%

-16.51%

-3.62%

Current Drawdown

Current decline from peak

-3.03%

-2.95%

-0.08%

Average Drawdown

Average peak-to-trough decline

-4.15%

-2.52%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.07%

-0.01%

Volatility

JHNBX vs. JILCX - Volatility Comparison

John Hancock Bond Fund (JHNBX) has a higher volatility of 1.65% compared to John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) at 1.54%. This indicates that JHNBX'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


JHNBXJILCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

1.54%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

2.93%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

5.54%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

5.41%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

5.02%

-0.13%