JIIRX vs. JVLIX
JIIRX (John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio) and JVLIX (John Hancock Funds Disciplined Value Fund) are both mutual funds - JIIRX is a Diversified Portfolio fund managed by John Hancock, while JVLIX is a Large Cap Value Equities fund managed by John Hancock. Over the past 10 years, JIIRX returned 10.98%/yr vs 12.63%/yr for JVLIX. Their correlation of 0.91 means they have usually moved in the same direction. JIIRX charges 0.27%/yr vs 0.76%/yr for JVLIX.
Performance
JIIRX vs. JVLIX - Performance Comparison
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Returns By Period
In the year-to-date period, JIIRX achieves a 12.11% return, which is significantly lower than JVLIX's 17.35% return. Over the past 10 years, JIIRX has underperformed JVLIX with an annualized return of 10.98%, while JVLIX has yielded a comparatively higher 12.63% annualized return.
JIIRX
- 1D
- 1.85%
- 1M
- -0.12%
- 6M
- 8.33%
- YTD
- 12.11%
- 1Y
- 23.77%
- 3Y*
- 16.03%
- 5Y*
- 9.12%
- 10Y*
- 10.98%
- ALL TIME*
- 9.64%
JVLIX
- 1D
- 1.04%
- 1M
- -0.45%
- 6M
- 11.62%
- YTD
- 17.35%
- 1Y
- 29.78%
- 3Y*
- 18.74%
- 5Y*
- 13.19%
- 10Y*
- 12.63%
- ALL TIME*
- 7.07%
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 |
JIIRX vs. JVLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIIRX John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio | 12.11% | 19.50% | 13.62% | 17.23% | -17.31% | 19.30% | 14.41% | 25.90% | -8.97% | 18.87% |
JVLIX John Hancock Funds Disciplined Value Fund | 17.35% | 17.48% | 15.59% | 13.91% | -4.45% | 29.92% | 1.59% | 22.70% | -9.75% | 17.97% |
Correlation
The correlation between JIIRX and JVLIX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2013 | 0.91 |
The correlation between JIIRX and JVLIX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
JIIRX vs. JVLIX — Risk / Return Rank
JIIRX
JVLIX
JIIRX vs. JVLIX - 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 John Hancock Funds Disciplined Value Fund (JVLIX). 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 | JVLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 3.43 | -1.00 |
| Martin ratioReturn relative to average drawdown | 10.21 | 14.44 | -4.23 |
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Drawdowns
JIIRX vs. JVLIX - Drawdown Comparison
The maximum JIIRX drawdown since its inception was -34.72%, smaller than the maximum JVLIX drawdown of -59.12%. Use the drawdown chart below to compare losses from any high point for JIIRX and JVLIX.
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Drawdown Indicators
| JIIRX | JVLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.72% | -59.12% | +24.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -7.95% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -20.48% | +4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.23% | -20.48% | -4.75% |
Max Drawdown (10Y)Largest decline over 10 years | -34.72% | -40.33% | +5.61% |
Current DrawdownCurrent decline from peak | -1.33% | -1.16% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -10.46% | +5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.89% | +0.23% |
Volatility
JIIRX vs. JVLIX - Volatility Comparison
John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio (JIIRX) has a higher volatility of 3.63% compared to John Hancock Funds Disciplined Value Fund (JVLIX) at 3.22%. This indicates that JIIRX's price experiences larger fluctuations and is considered to be riskier than JVLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIIRX | JVLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 3.22% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 10.40% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 13.23% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 17.32% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 18.87% | -1.93% |
JIIRX vs. JVLIX - Expense Ratio Comparison
JIIRX has a 0.27% expense ratio, which is lower than JVLIX's 0.76% expense ratio.
Dividends
JIIRX vs. JVLIX - Dividend Comparison
JIIRX's dividend yield for the trailing twelve months is around 4.45%, less than JVLIX's 5.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIIRX John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio | 4.45% | 4.99% | 1.81% | 1.94% | 13.64% | 7.78% | 3.40% | 9.52% | 12.29% | 3.49% | 3.16% | 1.88% |
JVLIX John Hancock Funds Disciplined Value Fund | 5.66% | 6.64% | 13.97% | 7.22% | 7.16% | 14.63% | 1.57% | 5.87% | 10.59% | 4.60% | 1.22% | 3.44% |
Frequently Asked Questions
JIIRX and JVLIX have a correlation of 0.87, 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 JVLIX (3.22%). In terms of maximum drawdown, JIIRX dropped -34.72% vs JVLIX's -59.12%.
JVLIX currently has the higher Sharpe Ratio (2.06 vs 1.63), 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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