JILCX vs. DGTSX

Last updated Jun 4, 2026

JILCX (John Hancock Funds II Multimanager Lifestyle Conservative Portfolio) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, JILCX returned 4.42%/yr vs 5.21%/yr for DGTSX. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 0.24% expense ratio.

Performance

JILCX vs. DGTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) and DFA Global Allocation 25/75 Portfolio (DGTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JILCX achieves a 3.60% return, which is significantly lower than DGTSX's 4.30% return. Over the past 10 years, JILCX has underperformed DGTSX with an annualized return of 4.42%, while DGTSX has yielded a comparatively higher 5.21% annualized return.

JILCX

• 1D: 0.16%
• 1M: 1.61%
• YTD: 3.60%
• 6M: 3.86%
• 1Y: 10.19%
• 3Y*: 8.24%
• 5Y*: 3.25%
• 10Y*: 4.42%

DGTSX

• 1D: 0.14%
• 1M: 1.60%
• YTD: 4.30%
• 6M: 4.61%
• 1Y: 10.24%
• 3Y*: 8.53%
• 5Y*: 5.26%
• 10Y*: 5.21%

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

JILCX vs. DGTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JILCX John Hancock Funds II Multimanager Lifestyle Conservative Portfolio	3.60%	9.33%	6.12%	9.17%	-11.73%	3.55%	9.85%	12.00%	-3.33%	6.12%
DGTSX DFA Global Allocation 25/75 Portfolio	4.30%	8.39%	7.43%	8.93%	-8.06%	10.20%	7.29%	9.80%	-1.85%	5.83%

Correlation

The correlation between JILCX and DGTSX is 0.67, 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	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.81
Correlation (All Time) Calculated using the full available price history since Oct 17, 2005	0.84

The correlation between JILCX and DGTSX shifts across timeframes, from 0.67 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JILCX vs. DGTSX — Risk / Return Rank

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

JILCX

JILCX Risk / Return Rank: 87
JILCX Sharpe Ratio Rank: 90
JILCX Sortino Ratio Rank: 93
JILCX Omega Ratio Rank: 88
JILCX Calmar Ratio Rank: 80
JILCX Martin Ratio Rank: 85

DGTSX

DGTSX Risk / Return Rank: 89
DGTSX Sharpe Ratio Rank: 91
DGTSX Sortino Ratio Rank: 92
DGTSX Omega Ratio Rank: 90
DGTSX Calmar Ratio Rank: 84
DGTSX Martin Ratio Rank: 89

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.

JILCX vs. DGTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.

	JILCX	DGTSX	Difference
Sharpe ratio: Return per unit of total volatility	3.00	3.07	-0.06
Sortino ratio: Return per unit of downside risk	4.75	4.63	+0.12
Omega ratio: Gain probability vs. loss probability	1.61	1.64	-0.03
Calmar ratio: Return relative to maximum drawdown	3.65	3.94	-0.29
Martin ratio: Return relative to average drawdown	16.18	17.59	-1.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JILCX vs. DGTSX - Sharpe Ratio Comparison

The current JILCX Sharpe Ratio is 3.00, which is comparable to the DGTSX Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of JILCX and DGTSX, 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

	JILCX	DGTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.00	3.07	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.89	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	1.00	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.94	+0.01

Drawdowns

JILCX vs. DGTSX - Drawdown Comparison

The maximum JILCX drawdown since its inception was -22.90%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for JILCX and DGTSX.

Drawdown Indicators

	JILCX	DGTSX	Difference
Max Drawdown Largest peak-to-trough decline	-22.90%	-16.71%	-6.19%
Max Drawdown (1Y) Largest decline over 1 year	-3.58%	-2.64%	-0.94%
Max Drawdown (3Y) Largest decline over 3 years	-5.06%	-7.46%	+2.40%
Max Drawdown (5Y) Largest decline over 5 years	-16.51%	-11.26%	-5.25%
Max Drawdown (10Y) Largest decline over 10 years	-16.51%	-11.26%	-5.25%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.51%	-1.65%	-0.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	0.59%	+0.38%

Volatility

JILCX vs. DGTSX - Volatility Comparison

John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) has a higher volatility of 1.65% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.14%. This indicates that JILCX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JILCX	DGTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.65%	1.14%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	3.47%	2.73%	+0.74%
Volatility (1Y) Calculated over the trailing 1-year period	4.35%	3.39%	+0.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.49%	5.96%	-0.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.07%	5.23%	-0.16%

JILCX vs. DGTSX - Expense Ratio Comparison

Both JILCX and DGTSX have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

JILCX vs. DGTSX - Dividend Comparison

JILCX's dividend yield for the trailing twelve months is around 3.81%, less than DGTSX's 5.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGTSX DFA Global Allocation 25/75 Portfolio	5.70%	5.54%	7.28%	4.75%	2.77%	7.62%	2.12%	2.57%	2.99%	1.25%	1.26%	1.50%
JILCX John Hancock Funds II Multimanager Lifestyle Conservative Portfolio	3.81%	4.15%	4.17%	3.89%	6.79%	6.25%	4.53%	4.01%	4.39%	2.44%	4.26%	5.65%

Frequently Asked Questions

Can I hold both JILCX and DGTSX in my portfolio?

JILCX and DGTSX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JILCX or DGTSX?

JILCX has higher volatility (1.65%) compared to DGTSX (1.14%). In terms of maximum drawdown, JILCX dropped -22.90% vs DGTSX's -16.71%.

Which has better risk-adjusted returns?

DGTSX currently has the higher Sharpe Ratio (3.07 vs 3.00), 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.