JILAX vs. WWWEX
JILAX (John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio) and WWWEX (Kinetics The Global Fund) are both Diversified Portfolio funds. Over the past 10 years, JILAX returned 9.28%/yr vs 15.16%/yr for WWWEX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. JILAX charges 0.15%/yr vs 1.39%/yr for WWWEX.
Performance
JILAX vs. WWWEX - Performance Comparison
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Returns By Period
In the year-to-date period, JILAX achieves a 10.92% return, which is significantly higher than WWWEX's 4.79% return. Over the past 10 years, JILAX has underperformed WWWEX with an annualized return of 9.28%, while WWWEX has yielded a comparatively higher 15.16% annualized return.
JILAX
- 1D
- 2.00%
- 1M
- -1.33%
- 6M
- 6.93%
- YTD
- 10.92%
- 1Y
- 5.98%
- 3Y*
- 10.34%
- 5Y*
- 5.14%
- 10Y*
- 9.28%
- ALL TIME*
- 7.37%
WWWEX
- 1D
- 1.26%
- 1M
- 1.02%
- 6M
- -0.88%
- YTD
- 4.79%
- 1Y
- 0.83%
- 3Y*
- 28.06%
- 5Y*
- 13.30%
- 10Y*
- 15.16%
- ALL TIME*
- 4.61%
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 |
JILAX vs. WWWEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JILAX John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 10.92% | 3.54% | 13.76% | 17.79% | -18.74% | 16.71% | 19.29% | 25.42% | -9.89% | 20.07% |
WWWEX Kinetics The Global Fund | 4.79% | 2.89% | 72.15% | 11.83% | -6.45% | 16.29% | 25.00% | 21.61% | -23.57% | 48.93% |
Correlation
The correlation between JILAX and WWWEX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2005 | 0.60 |
The correlation between JILAX and WWWEX shifts across timeframes, from 0.49 (3 years) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JILAX vs. WWWEX — Risk / Return Rank
JILAX
WWWEX
JILAX vs. WWWEX - 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 Kinetics The Global Fund (WWWEX). 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.
| JILAX | WWWEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.00 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | -0.07 | +0.44 |
| Martin ratioReturn relative to average drawdown | 0.95 | -0.15 | +1.10 |
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Drawdowns
JILAX vs. WWWEX - Drawdown Comparison
The maximum JILAX drawdown since its inception was -57.84%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for JILAX and WWWEX.
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Drawdown Indicators
| JILAX | WWWEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.84% | -82.60% | +24.76% |
Max Drawdown (1Y)Largest decline over 1 year | -16.31% | -13.86% | -2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -16.78% | -17.66% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -27.42% | -26.62% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -36.00% | +2.10% |
Current DrawdownCurrent decline from peak | -3.16% | -9.61% | +6.45% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -41.12% | +31.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.08% | 6.63% | -0.55% |
Volatility
JILAX vs. WWWEX - Volatility Comparison
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio (JILAX) has a higher volatility of 4.19% compared to Kinetics The Global Fund (WWWEX) at 3.67%. This indicates that JILAX's price experiences larger fluctuations and is considered to be riskier than WWWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JILAX | WWWEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 3.67% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 13.30% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.44% | 17.34% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 19.41% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 19.24% | -1.83% |
JILAX vs. WWWEX - Expense Ratio Comparison
JILAX has a 0.15% expense ratio, which is lower than WWWEX's 1.39% expense ratio.
Dividends
JILAX vs. WWWEX - Dividend Comparison
JILAX's dividend yield for the trailing twelve months is around 1.69%, less than WWWEX's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JILAX John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 1.69% | 1.87% | 3.01% | 6.18% | 16.17% | 11.11% | 6.11% | 14.22% | 13.68% | 7.11% | 8.43% | 8.42% |
WWWEX Kinetics The Global Fund | 2.46% | 2.58% | 0.98% | 2.50% | 1.47% | 3.50% | 0.00% | 0.00% | 0.08% | 9.04% | 0.40% | 0.06% |
Frequently Asked Questions
JILAX and WWWEX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JILAX has higher volatility (4.19%) compared to WWWEX (3.67%). In terms of maximum drawdown, JILAX dropped -57.84% vs WWWEX's -82.60%.
JILAX currently has the higher Sharpe Ratio (0.31 vs -0.06), 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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