JILBX vs. PUDZX
JILBX (John Hancock Funds II Multimanager Lifestyle Balanced Portfolio) and PUDZX (PGIM Real Assets Fund) are both Diversified Portfolio funds. Over the past 10 years, JILBX returned 6.88%/yr vs 6.68%/yr for PUDZX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. JILBX charges 0.20%/yr vs 0.25%/yr for PUDZX.
Performance
JILBX vs. PUDZX - Performance Comparison
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Returns By Period
In the year-to-date period, JILBX achieves a 7.18% return, which is significantly lower than PUDZX's 13.05% return. Both investments have delivered pretty close results over the past 10 years, with JILBX having a 6.88% annualized return and PUDZX not far behind at 6.68%.
JILBX
- 1D
- 1.26%
- 1M
- -0.96%
- 6M
- 4.50%
- YTD
- 7.18%
- 1Y
- 5.52%
- 3Y*
- 8.44%
- 5Y*
- 3.81%
- 10Y*
- 6.88%
- ALL TIME*
- 6.45%
PUDZX
- 1D
- 0.28%
- 1M
- 2.38%
- 6M
- 6.88%
- YTD
- 13.05%
- 1Y
- 21.00%
- 3Y*
- 11.88%
- 5Y*
- 7.88%
- 10Y*
- 6.68%
- ALL TIME*
- 4.83%
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 |
JILBX vs. PUDZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JILBX John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 7.18% | 5.24% | 9.69% | 13.90% | -16.11% | 11.50% | 15.34% | 19.07% | -6.48% | 12.83% |
PUDZX PGIM Real Assets Fund | 13.05% | 13.40% | 8.61% | 3.26% | -2.76% | 18.49% | 4.84% | 16.29% | -9.20% | 6.22% |
Correlation
The correlation between JILBX and PUDZX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.68 |
Over the past year, the correlation between JILBX and PUDZX has dropped to 0.33 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
JILBX vs. PUDZX — Risk / Return Rank
JILBX
PUDZX
JILBX vs. PUDZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager Lifestyle Balanced Portfolio (JILBX) and PGIM Real Assets Fund (PUDZX). 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.
| JILBX | PUDZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.49 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 4.10 | -3.56 |
| Martin ratioReturn relative to average drawdown | 1.49 | 12.61 | -11.12 |
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Drawdowns
JILBX vs. PUDZX - Drawdown Comparison
The maximum JILBX drawdown since its inception was -41.80%, which is greater than PUDZX's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for JILBX and PUDZX.
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Drawdown Indicators
| JILBX | PUDZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -21.53% | -20.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -5.01% | -5.54% |
Max Drawdown (3Y)Largest decline over 3 years | -10.92% | -8.20% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -17.98% | -4.77% |
Max Drawdown (10Y)Largest decline over 10 years | -25.02% | -21.53% | -3.49% |
Current DrawdownCurrent decline from peak | -1.79% | -2.10% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -5.24% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 1.63% | +2.05% |
Volatility
JILBX vs. PUDZX - Volatility Comparison
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio (JILBX) has a higher volatility of 2.85% compared to PGIM Real Assets Fund (PUDZX) at 1.88%. This indicates that JILBX's price experiences larger fluctuations and is considered to be riskier than PUDZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JILBX | PUDZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 1.88% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 6.16% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 7.77% | +4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 10.42% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.15% | 9.68% | +1.47% |
JILBX vs. PUDZX - Expense Ratio Comparison
JILBX has a 0.20% expense ratio, which is lower than PUDZX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JILBX vs. PUDZX - Dividend Comparison
JILBX's dividend yield for the trailing twelve months is around 2.48%, less than PUDZX's 7.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JILBX John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 2.48% | 2.98% | 2.91% | 5.21% | 12.31% | 10.60% | 5.96% | 9.47% | 9.62% | 5.83% | 7.04% | 7.49% |
PUDZX PGIM Real Assets Fund | 7.09% | 8.93% | 6.67% | 3.66% | 9.10% | 13.00% | 4.94% | 3.40% | 2.14% | 2.10% | 1.39% | 1.72% |
Frequently Asked Questions
JILBX and PUDZX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JILBX has higher volatility (2.85%) compared to PUDZX (1.88%). In terms of maximum drawdown, JILBX dropped -41.80% vs PUDZX's -21.53%.
PUDZX currently has the higher Sharpe Ratio (2.66 vs 0.45), 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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