JIBRX vs. VBAIX
JIBRX (John Hancock Funds Multi-Index Lifestyle Balanced Portfolio) and VBAIX (Vanguard Balanced Index Fund Institutional Shares) are both Diversified Portfolio funds. Over the past 10 years, JIBRX returned 7.55%/yr vs 9.67%/yr for VBAIX. Their 0.96 correlation means they have historically moved very closely together. JIBRX charges 0.38%/yr vs 0.04%/yr for VBAIX.
Performance
JIBRX vs. VBAIX - Performance Comparison
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Returns By Period
In the year-to-date period, JIBRX achieves a 7.63% return, which is significantly higher than VBAIX's 5.84% return. Over the past 10 years, JIBRX has underperformed VBAIX with an annualized return of 7.55%, while VBAIX has yielded a comparatively higher 9.67% annualized return.
JIBRX
- 1D
- 1.18%
- 1M
- -0.29%
- 6M
- 5.25%
- YTD
- 7.63%
- 1Y
- 15.46%
- 3Y*
- 11.65%
- 5Y*
- 5.87%
- 10Y*
- 7.55%
- ALL TIME*
- 6.93%
VBAIX
- 1D
- 1.01%
- 1M
- -0.81%
- 6M
- 4.74%
- YTD
- 5.84%
- 1Y
- 13.39%
- 3Y*
- 13.84%
- 5Y*
- 7.53%
- 10Y*
- 9.67%
- ALL TIME*
- 7.40%
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 |
JIBRX vs. VBAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIBRX John Hancock Funds Multi-Index Lifestyle Balanced Portfolio | 7.63% | 14.57% | 9.57% | 13.16% | -15.50% | 11.79% | 12.17% | 19.48% | -5.62% | 11.87% |
VBAIX Vanguard Balanced Index Fund Institutional Shares | 5.84% | 13.60% | 17.78% | 17.55% | -16.87% | 14.20% | 16.40% | 21.79% | -2.83% | 13.86% |
Correlation
The correlation between JIBRX and VBAIX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2013 | 0.96 |
The correlation between JIBRX and VBAIX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
JIBRX vs. VBAIX — Risk / Return Rank
JIBRX
VBAIX
JIBRX vs. VBAIX - 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 Vanguard Balanced Index Fund Institutional Shares (VBAIX). 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.
| JIBRX | VBAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.13 | +0.21 |
| Martin ratioReturn relative to average drawdown | 9.88 | 9.09 | +0.80 |
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Drawdowns
JIBRX vs. VBAIX - Drawdown Comparison
The maximum JIBRX drawdown since its inception was -25.37%, smaller than the maximum VBAIX drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for JIBRX and VBAIX.
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Drawdown Indicators
| JIBRX | VBAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.37% | -35.82% | +10.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -5.84% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -10.16% | -11.57% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.78% | -21.52% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -25.37% | -22.77% | -2.60% |
Current DrawdownCurrent decline from peak | -0.94% | -1.46% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -4.40% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 1.36% | +0.10% |
Volatility
JIBRX vs. VBAIX - Volatility Comparison
John Hancock Funds Multi-Index Lifestyle Balanced Portfolio (JIBRX) and Vanguard Balanced Index Fund Institutional Shares (VBAIX) have volatilities of 2.40% and 2.31%, 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.
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Volatility by Period
| JIBRX | VBAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 2.31% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 6.84% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.80% | 8.56% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.75% | 11.19% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.28% | 11.25% | +0.03% |
JIBRX vs. VBAIX - Expense Ratio Comparison
JIBRX has a 0.38% expense ratio, which is higher than VBAIX's 0.04% expense ratio.
Dividends
JIBRX vs. VBAIX - Dividend Comparison
JIBRX's dividend yield for the trailing twelve months is around 2.40%, less than VBAIX's 5.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIBRX John Hancock Funds Multi-Index Lifestyle Balanced Portfolio | 2.40% | 2.60% | 2.49% | 2.64% | 10.69% | 6.33% | 3.99% | 6.71% | 8.04% | 2.86% | 3.19% | 2.15% |
VBAIX Vanguard Balanced Index Fund Institutional Shares | 5.39% | 6.01% | 8.01% | 4.36% | 2.84% | 3.20% | 2.65% | 2.29% | 2.33% | 1.96% | 2.10% | 2.10% |
Frequently Asked Questions
With a correlation of 0.96, JIBRX and VBAIX 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.
JIBRX has higher volatility (2.40%) compared to VBAIX (2.31%). In terms of maximum drawdown, JIBRX dropped -25.37% vs VBAIX's -35.82%.
JIBRX currently has the higher Sharpe Ratio (1.65 vs 1.45), 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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