JIBRX vs. JVMIX
JIBRX (John Hancock Funds Multi-Index Lifestyle Balanced Portfolio) and JVMIX (John Hancock Funds Disciplined Value Mid Cap Fund Class I) are both mutual funds - JIBRX is a Diversified Portfolio fund managed by John Hancock, while JVMIX is a Mid Cap Value Equities fund managed by John Hancock. Over the past 10 years, JIBRX returned 7.97%/yr vs 10.34%/yr for JVMIX. Their correlation of 0.87 suggests significant overlap in exposure. JIBRX charges 0.38%/yr vs 0.87%/yr for JVMIX.
Performance
JIBRX vs. JVMIX - Performance Comparison
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Returns By Period
In the year-to-date period, JIBRX achieves a 8.61% return, which is significantly higher than JVMIX's 7.14% return. Over the past 10 years, JIBRX has underperformed JVMIX with an annualized return of 7.97%, while JVMIX has yielded a comparatively higher 10.34% annualized return.
JIBRX
- 1D
- 0.29%
- 1M
- 3.43%
- YTD
- 8.61%
- 6M
- 9.03%
- 1Y
- 19.64%
- 3Y*
- 13.62%
- 5Y*
- 6.43%
- 10Y*
- 7.97%
JVMIX
- 1D
- 0.89%
- 1M
- 1.31%
- YTD
- 7.14%
- 6M
- 5.90%
- 1Y
- 15.95%
- 3Y*
- 14.65%
- 5Y*
- 8.02%
- 10Y*
- 10.34%
JIBRX vs. JVMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIBRX John Hancock Funds Multi-Index Lifestyle Balanced Portfolio | 8.61% | 14.57% | 9.57% | 13.16% | -15.50% | 11.79% | 12.17% | 19.48% | -5.62% | 11.87% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 7.14% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 15.10% |
Correlation
The correlation between JIBRX and JVMIX is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.87 |
The correlation between JIBRX and JVMIX shifts across timeframes, from 0.76 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JIBRX vs. JVMIX — Risk / Return Rank
JIBRX
JVMIX
JIBRX vs. JVMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index Lifestyle Balanced Portfolio (JIBRX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). 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.
| JIBRX | JVMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.24 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 2.00 | +1.22 |
| Martin ratioReturn relative to average drawdown | 14.15 | 6.42 | +7.73 |
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
| JIBRX | JVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.34 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.44 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.51 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.30 | +0.36 |
Drawdowns
JIBRX vs. JVMIX - Drawdown Comparison
The maximum JIBRX drawdown since its inception was -25.37%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JIBRX and JVMIX.
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Drawdown Indicators
| JIBRX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.37% | -67.04% | +41.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -8.57% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -10.16% | -21.13% | +10.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.78% | -21.13% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -25.37% | -42.64% | +17.27% |
Current DrawdownCurrent decline from peak | 0.00% | -1.44% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -13.37% | +9.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 2.66% | -1.25% |
Volatility
JIBRX vs. JVMIX - Volatility Comparison
The current volatility for John Hancock Funds Multi-Index Lifestyle Balanced Portfolio (JIBRX) is 2.57%, while John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a volatility of 3.27%. This indicates that JIBRX experiences smaller price fluctuations and is considered to be less risky than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIBRX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 3.27% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 6.49% | 9.19% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.06% | 12.78% | -4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.64% | 18.39% | -7.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.28% | 20.32% | -9.04% |
JIBRX vs. JVMIX - Expense Ratio Comparison
JIBRX has a 0.38% expense ratio, which is lower than JVMIX's 0.87% expense ratio.
Dividends
JIBRX vs. JVMIX - Dividend Comparison
JIBRX's dividend yield for the trailing twelve months is around 2.33%, less than JVMIX's 8.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIBRX John Hancock Funds Multi-Index Lifestyle Balanced Portfolio | 2.33% | 2.60% | 2.49% | 2.64% | 10.69% | 6.33% | 3.99% | 6.71% | 8.04% | 2.86% | 3.19% | 2.15% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 8.63% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Frequently Asked Questions
JIBRX and JVMIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JVMIX has higher volatility (3.27%) compared to JIBRX (2.57%). In terms of maximum drawdown, JIBRX dropped -25.37% vs JVMIX's -67.04%.
JIBRX currently has the higher Sharpe Ratio (2.47 vs 1.34), 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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