JILAX vs. VTI

Last updated Jun 3, 2026

JILAX (John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio) and VTI (Vanguard Total Stock Market ETF) are both funds - JILAX is a Diversified Portfolio fund managed by John Hancock, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, JILAX returned 9.82%/yr vs 15.13%/yr for VTI. Their correlation of 0.95 suggests significant overlap in exposure. JILAX charges 0.15%/yr vs 0.03%/yr for VTI.

Performance

JILAX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio (JILAX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JILAX achieves a 13.50% return, which is significantly higher than VTI's 12.01% return. Over the past 10 years, JILAX has underperformed VTI with an annualized return of 9.82%, while VTI has yielded a comparatively higher 15.13% annualized return.

JILAX

• 1D: 0.42%
• 1M: 4.89%
• YTD: 13.50%
• 6M: 1.28%
• 1Y: 13.14%
• 3Y*: 13.58%
• 5Y*: 5.67%
• 10Y*: 9.82%

VTI

• 1D: 0.26%
• 1M: 5.37%
• YTD: 12.01%
• 6M: 12.40%
• 1Y: 30.01%
• 3Y*: 22.37%
• 5Y*: 13.05%
• 10Y*: 15.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JILAX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JILAX John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio	13.50%	3.54%	13.76%	17.79%	-18.74%	16.71%	19.29%	25.42%	-9.89%	20.07%
VTI Vanguard Total Stock Market ETF	12.01%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between JILAX and VTI is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Oct 17, 2005	0.95

The correlation between JILAX and VTI shifts across timeframes, from 0.81 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JILAX vs. VTI — Risk / Return Rank

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

JILAX

JILAX Risk / Return Rank: 13
JILAX Sharpe Ratio Rank: 10
JILAX Sortino Ratio Rank: 8
JILAX Omega Ratio Rank: 16
JILAX Calmar Ratio Rank: 16
JILAX Martin Ratio Rank: 14

VTI

VTI Risk / Return Rank: 74
VTI Sharpe Ratio Rank: 75
VTI Sortino Ratio Rank: 74
VTI Omega Ratio Rank: 74
VTI Calmar Ratio Rank: 68
VTI Martin Ratio Rank: 80

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.

JILAX vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio Return per unit of total volatility	0.84	2.48	-1.64
Sortino ratio Return per unit of downside risk	1.06	3.37	-2.31
Omega ratio Gain probability vs. loss probability	1.21	1.45	-0.24
Calmar ratio Return relative to maximum drawdown	1.49	3.44	-1.95
Martin ratio Return relative to average drawdown	4.06	15.88	-11.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JILAX vs. VTI - Sharpe Ratio Comparison

The current JILAX Sharpe Ratio is 0.84, which is lower than the VTI Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of JILAX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JILAX	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	2.48	-1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.75	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.83	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.51	-0.11

Drawdowns

JILAX vs. VTI - Drawdown Comparison

The maximum JILAX drawdown since its inception was -57.84%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for JILAX and VTI.

Drawdown Indicators

	JILAX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-57.84%	-55.45%	-2.39%
Max Drawdown (1Y) Largest decline over 1 year	-16.31%	-8.92%	-7.39%
Max Drawdown (3Y) Largest decline over 3 years	-16.78%	-19.30%	+2.52%
Max Drawdown (5Y) Largest decline over 5 years	-27.42%	-25.36%	-2.06%
Max Drawdown (10Y) Largest decline over 10 years	-33.90%	-35.00%	+1.10%
Current Drawdown Current decline from peak	-0.91%	0.00%	-0.91%
Average Drawdown Average peak-to-trough decline	-9.22%	-8.03%	-1.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.99%	1.93%	+4.06%

Volatility

JILAX vs. VTI - Volatility Comparison

John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio (JILAX) has a higher volatility of 4.06% compared to Vanguard Total Stock Market ETF (VTI) at 2.86%. This indicates that JILAX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JILAX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.06%	2.86%	+1.20%
Volatility (6M) Calculated over the trailing 6-month period	16.85%	9.11%	+7.74%
Volatility (1Y) Calculated over the trailing 1-year period	18.41%	12.15%	+6.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.04%	17.40%	-0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.41%	18.30%	-0.89%

JILAX vs. VTI - Expense Ratio Comparison

JILAX has a 0.15% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

JILAX vs. VTI - Dividend Comparison

JILAX's dividend yield for the trailing twelve months is around 1.65%, more than VTI's 1.01% 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%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both JILAX and VTI in my portfolio?

JILAX and VTI have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JILAX or VTI?

JILAX has higher volatility (4.06%) compared to VTI (2.86%). In terms of maximum drawdown, JILAX dropped -57.84% vs VTI's -55.45%.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.48 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.