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JIIRX vs. BLNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIIRX vs. BLNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio (JIIRX) and Standpoint Multi-Asset Fund Institutional (BLNDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JIIRX achieves a 13.62% return, which is significantly lower than BLNDX's 17.17% return.


JIIRX

1D
0.52%
1M
5.30%
YTD
13.62%
6M
14.29%
1Y
29.29%
3Y*
19.18%
5Y*
9.70%
10Y*
11.53%

BLNDX

1D
0.17%
1M
0.99%
YTD
17.17%
6M
18.61%
1Y
31.77%
3Y*
12.15%
5Y*
9.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIIRX vs. BLNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JIIRX
John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio
13.62%19.50%13.62%17.23%-17.31%19.30%14.41%
BLNDX
Standpoint Multi-Asset Fund Institutional
17.17%4.12%13.11%5.79%3.71%20.16%16.30%

Correlation

The correlation between JIIRX and BLNDX is 0.62, 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

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2020

0.68

The correlation between JIIRX and BLNDX has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

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Return for Risk

JIIRX vs. BLNDX — Risk / Return Rank

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

JIIRX
JIIRX Risk / Return Rank: 7070
Overall Rank
JIIRX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JIIRX Sortino Ratio Rank: 6464
Sortino Ratio Rank
JIIRX Omega Ratio Rank: 6464
Omega Ratio Rank
JIIRX Calmar Ratio Rank: 7474
Calmar Ratio Rank
JIIRX Martin Ratio Rank: 7878
Martin Ratio Rank

BLNDX
BLNDX Risk / Return Rank: 7575
Overall Rank
BLNDX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BLNDX Sortino Ratio Rank: 5757
Sortino Ratio Rank
BLNDX Omega Ratio Rank: 5858
Omega Ratio Rank
BLNDX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BLNDX Martin Ratio Rank: 9494
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.

JIIRX vs. BLNDX - 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 Standpoint Multi-Asset Fund Institutional (BLNDX). 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.


JIIRXBLNDXDifference

Sharpe ratio

Return per unit of total volatility

2.46

2.44

+0.02

Sortino ratio

Return per unit of downside risk

3.37

3.19

+0.18

Omega ratio

Gain probability vs. loss probability

1.45

1.43

+0.02

Calmar ratio

Return relative to maximum drawdown

3.35

6.52

-3.17

Martin ratio

Return relative to average drawdown

14.70

20.94

-6.24

JIIRX vs. BLNDX - Sharpe Ratio Comparison

The current JIIRX Sharpe Ratio is 2.46, which is comparable to the BLNDX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of JIIRX and BLNDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JIIRXBLNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

2.44

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.83

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.06

-0.45

Drawdowns

JIIRX vs. BLNDX - Drawdown Comparison

The maximum JIIRX drawdown since its inception was -34.72%, which is greater than BLNDX's maximum drawdown of -17.69%. Use the drawdown chart below to compare losses from any high point for JIIRX and BLNDX.


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Drawdown Indicators


JIIRXBLNDXDifference

Max Drawdown

Largest peak-to-trough decline

-34.72%

-17.69%

-17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-4.75%

-4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-17.69%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-25.23%

-17.69%

-7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.72%

Current Drawdown

Current decline from peak

0.00%

-1.14%

+1.14%

Average Drawdown

Average peak-to-trough decline

-4.78%

-3.19%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.50%

+0.53%

Volatility

JIIRX vs. BLNDX - Volatility Comparison

John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio (JIIRX) has a higher volatility of 3.63% compared to Standpoint Multi-Asset Fund Institutional (BLNDX) at 3.02%. This indicates that JIIRX's price experiences larger fluctuations and is considered to be riskier than BLNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIIRXBLNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

3.02%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

9.51%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

12.72%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

11.66%

+3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

11.75%

+5.22%

JIIRX vs. BLNDX - Expense Ratio Comparison

JIIRX has a 0.27% expense ratio, which is lower than BLNDX's 1.27% expense ratio.


Dividends

JIIRX vs. BLNDX - Dividend Comparison

JIIRX's dividend yield for the trailing twelve months is around 4.39%, more than BLNDX's 0.63% yield.


PositionTTM20252024202320222021202020192018201720162015
BLNDX
Standpoint Multi-Asset Fund Institutional
0.63%0.73%5.74%3.71%2.67%6.11%1.21%0.00%0.00%0.00%0.00%0.00%
JIIRX
John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio
4.39%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


JIIRX and BLNDX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JIIRX has higher volatility (3.63%) compared to BLNDX (3.02%). In terms of maximum drawdown, JIIRX dropped -34.72% vs BLNDX's -17.69%.

JIIRX currently has the higher Sharpe Ratio (2.46 vs 2.44), 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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