JIIRX vs. AYBLX
JIIRX (John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, JIIRX returned 11.87%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.94 suggests significant overlap in exposure. JIIRX charges 0.27%/yr vs 0.65%/yr for AYBLX.
Performance
JIIRX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, JIIRX achieves a 13.22% return, which is significantly lower than AYBLX's 13.99% return. Over the past 10 years, JIIRX has outperformed AYBLX with an annualized return of 11.87%, while AYBLX has yielded a comparatively lower 10.67% annualized return.
JIIRX
- 1D
- 0.06%
- 1M
- 1.95%
- YTD
- 13.22%
- 6M
- 12.40%
- 1Y
- 27.83%
- 3Y*
- 18.83%
- 5Y*
- 9.59%
- 10Y*
- 11.87%
AYBLX
- 1D
- -0.21%
- 1M
- 1.64%
- YTD
- 13.99%
- 6M
- 13.54%
- 1Y
- 32.24%
- 3Y*
- 17.53%
- 5Y*
- 9.58%
- 10Y*
- 10.67%
JIIRX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIIRX John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio | 13.22% | 19.50% | 13.62% | 17.23% | -17.31% | 19.30% | 14.41% | 25.90% | -8.97% | 18.87% |
AYBLX Pioneer Balanced ESG Fund | 13.99% | 19.80% | 9.64% | 15.41% | -14.39% | 15.48% | 12.92% | 22.22% | -4.43% | 15.19% |
Correlation
The correlation between JIIRX and AYBLX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2013 | 0.94 |
The correlation between JIIRX and AYBLX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
JIIRX vs. AYBLX — Risk / Return Rank
JIIRX
AYBLX
JIIRX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio (JIIRX) and Pioneer Balanced ESG Fund (AYBLX). 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.
| JIIRX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.62 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 5.16 | -1.92 |
| Martin ratioReturn relative to average drawdown | 13.87 | 24.00 | -10.13 |
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Drawdowns
JIIRX vs. AYBLX - Drawdown Comparison
The maximum JIIRX drawdown since its inception was -34.72%, roughly equal to the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for JIIRX and AYBLX.
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Drawdown Indicators
| JIIRX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.72% | -36.28% | +1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -6.41% | -2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -13.39% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.23% | -20.26% | -4.97% |
Max Drawdown (10Y)Largest decline over 10 years | -34.72% | -24.24% | -10.48% |
Current DrawdownCurrent decline from peak | -0.35% | -0.52% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -3.78% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 1.38% | +0.70% |
Volatility
JIIRX vs. AYBLX - Volatility Comparison
John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio (JIIRX) has a higher volatility of 5.01% compared to Pioneer Balanced ESG Fund (AYBLX) at 3.63%. This indicates that JIIRX's price experiences larger fluctuations and is considered to be riskier than AYBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIIRX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 3.63% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 7.83% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 9.95% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 11.13% | +4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 11.33% | +5.68% |
JIIRX vs. AYBLX - Expense Ratio Comparison
JIIRX has a 0.27% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
JIIRX vs. AYBLX - Dividend Comparison
JIIRX's dividend yield for the trailing twelve months is around 4.41%, more than AYBLX's 3.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AYBLX Pioneer Balanced ESG Fund | 3.24% | 3.58% | 2.59% | 1.76% | 3.23% | 8.61% | 4.12% | 6.03% | 9.97% | 9.42% | 2.63% | 4.14% |
JIIRX John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio | 4.41% | 4.99% | 1.81% | 1.94% | 13.64% | 7.78% | 3.40% | 9.52% | 12.29% | 3.49% | 3.16% | 1.88% |
Frequently Asked Questions
With a correlation of 0.92, JIIRX and AYBLX 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.
JIIRX has higher volatility (5.01%) compared to AYBLX (3.63%). In terms of maximum drawdown, JIIRX dropped -34.72% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.24), 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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