JILAX vs. TAGRX
JILAX (John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio) and TAGRX (John Hancock Fundamental Large Cap Core Fund) are both mutual funds - JILAX is a Diversified Portfolio fund managed by John Hancock, while TAGRX is a Large Cap Blend Equities fund managed by John Hancock. Over the past 10 years, JILAX returned 9.86%/yr vs 12.60%/yr for TAGRX. Their correlation of 0.89 suggests significant overlap in exposure. JILAX charges 0.15%/yr vs 1.01%/yr for TAGRX.
Performance
JILAX vs. TAGRX - Performance Comparison
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Returns By Period
In the year-to-date period, JILAX achieves a 13.91% return, which is significantly higher than TAGRX's 3.25% return. Over the past 10 years, JILAX has underperformed TAGRX with an annualized return of 9.86%, while TAGRX has yielded a comparatively higher 12.60% annualized return.
JILAX
- 1D
- 0.36%
- 1M
- 5.53%
- YTD
- 13.91%
- 6M
- 1.16%
- 1Y
- 13.24%
- 3Y*
- 13.72%
- 5Y*
- 5.88%
- 10Y*
- 9.86%
TAGRX
- 1D
- -0.85%
- 1M
- 1.36%
- YTD
- 3.25%
- 6M
- 3.31%
- 1Y
- 16.44%
- 3Y*
- 16.21%
- 5Y*
- 8.66%
- 10Y*
- 12.60%
JILAX vs. TAGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JILAX John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 13.91% | 3.54% | 13.76% | 17.79% | -18.74% | 16.71% | 19.29% | 25.42% | -9.89% | 20.07% |
TAGRX John Hancock Fundamental Large Cap Core Fund | 3.25% | 9.98% | 21.14% | 32.23% | -24.86% | 29.16% | 20.55% | 35.06% | -14.09% | 19.63% |
Correlation
The correlation between JILAX and TAGRX is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2005 | 0.89 |
The correlation between JILAX and TAGRX shifts across timeframes, from 0.73 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JILAX vs. TAGRX — Risk / Return Rank
JILAX
TAGRX
JILAX vs. TAGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio (JILAX) and John Hancock Fundamental Large Cap Core Fund (TAGRX). 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.
| JILAX | TAGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.22 | -0.27 |
| Martin ratioReturn relative to average drawdown | 2.42 | 4.25 | -1.83 |
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
| JILAX | TAGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.37 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.43 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.62 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.47 | -0.07 |
Drawdowns
JILAX vs. TAGRX - Drawdown Comparison
The maximum JILAX drawdown since its inception was -57.84%, roughly equal to the maximum TAGRX drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for JILAX and TAGRX.
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Drawdown Indicators
| JILAX | TAGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.84% | -58.45% | +0.61% |
Max Drawdown (1Y)Largest decline over 1 year | -16.31% | -14.04% | -2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.78% | -26.11% | +9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -27.42% | -29.10% | +1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -36.96% | +3.06% |
Current DrawdownCurrent decline from peak | -0.55% | -0.85% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -11.54% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 4.01% | +1.98% |
Volatility
JILAX vs. TAGRX - Volatility Comparison
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio (JILAX) has a higher volatility of 4.05% compared to John Hancock Fundamental Large Cap Core Fund (TAGRX) at 2.75%. This indicates that JILAX's price experiences larger fluctuations and is considered to be riskier than TAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JILAX | TAGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 2.75% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 16.77% | 9.56% | +7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 12.50% | +5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 20.18% | -3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 20.50% | -3.09% |
JILAX vs. TAGRX - Expense Ratio Comparison
JILAX has a 0.15% expense ratio, which is lower than TAGRX's 1.01% expense ratio.
Dividends
JILAX vs. TAGRX - Dividend Comparison
JILAX's dividend yield for the trailing twelve months is around 1.65%, less than TAGRX's 11.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JILAX John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 1.65% | 1.87% | 3.01% | 6.18% | 16.17% | 11.11% | 6.11% | 14.22% | 13.68% | 7.11% | 8.43% | 8.42% |
TAGRX John Hancock Fundamental Large Cap Core Fund | 11.71% | 12.09% | 13.00% | 6.67% | 6.76% | 7.82% | 0.30% | 0.53% | 14.05% | 8.22% | 2.96% | 1.22% |
Frequently Asked Questions
JILAX and TAGRX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JILAX has higher volatility (4.05%) compared to TAGRX (2.75%). In terms of maximum drawdown, JILAX dropped -57.84% vs TAGRX's -58.45%.
TAGRX currently has the higher Sharpe Ratio (1.37 vs 0.84), 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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