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JILAX vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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JILAX vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JILAX
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio
-4.14%3.54%13.76%17.79%-18.74%16.71%19.29%25.42%-9.89%20.07%
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

The year-to-date returns for both investments are quite close, with JILAX having a -4.14% return and VTI slightly higher at -4.01%. Over the past 10 years, JILAX has underperformed VTI with an annualized return of 8.25%, while VTI has yielded a comparatively higher 13.60% annualized return.


JILAX

1D
-0.42%
1M
-9.54%
YTD
-4.14%
6M
-13.38%
1Y
0.72%
3Y*
7.85%
5Y*
3.39%
10Y*
8.25%

VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 44
Overall Rank
JILAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
JILAX Sortino Ratio Rank: 55
Sortino Ratio Rank
JILAX Omega Ratio Rank: 55
Omega Ratio Rank
JILAX Calmar Ratio Rank: 33
Calmar Ratio Rank
JILAX Martin Ratio Rank: 33
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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.

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.


JILAXVTIDifference

Sharpe ratio

Return per unit of total volatility

-0.03

0.96

-0.99

Sortino ratio

Return per unit of downside risk

0.10

1.48

-1.38

Omega ratio

Gain probability vs. loss probability

1.02

1.23

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.27

1.52

-1.79

Martin ratio

Return relative to average drawdown

-0.70

7.26

-7.96

JILAX vs. VTI - Sharpe Ratio Comparison

The current JILAX Sharpe Ratio is -0.03, which is lower than the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of JILAX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JILAXVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.96

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.60

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.75

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.48

-0.12

Correlation

The correlation between JILAX and VTI is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JILAX vs. VTI - Dividend Comparison

JILAX's dividend yield for the trailing twelve months is around 1.95%, more than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
JILAX
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio
1.95%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
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

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.


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Drawdown Indicators


JILAXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-57.84%

-55.45%

-2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-16.31%

-12.30%

-4.01%

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

-16.31%

-6.25%

-10.06%

Average Drawdown

Average peak-to-trough decline

-9.25%

-8.08%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.46%

2.58%

+3.88%

Volatility

JILAX vs. VTI - Volatility Comparison

John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio (JILAX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 5.45% and 5.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JILAXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

5.45%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

9.73%

+6.29%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

19.01%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

17.42%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

18.29%

-0.97%