PortfoliosLab logoPortfoliosLab logo
JILCX vs. EKBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JILCX vs. EKBAX - 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 Allspring Diversified Capital Builder Fund (EKBAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JILCX vs. EKBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JILCX
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio
-1.22%9.33%6.12%9.17%-11.73%3.55%9.85%12.00%-3.33%6.12%
EKBAX
Allspring Diversified Capital Builder Fund
7.46%21.87%21.75%22.23%-13.47%19.61%12.66%32.99%-5.55%14.43%

Returns By Period

In the year-to-date period, JILCX achieves a -1.22% return, which is significantly lower than EKBAX's 7.46% return. Over the past 10 years, JILCX has underperformed EKBAX with an annualized return of 4.12%, while EKBAX has yielded a comparatively higher 14.11% annualized return.


JILCX

1D
0.25%
1M
-2.96%
YTD
-1.22%
6M
-0.01%
1Y
6.31%
3Y*
6.56%
5Y*
2.67%
10Y*
4.12%

EKBAX

1D
2.78%
1M
-4.52%
YTD
7.46%
6M
13.50%
1Y
39.99%
3Y*
22.93%
5Y*
14.35%
10Y*
14.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JILCX vs. EKBAX - Expense Ratio Comparison

JILCX has a 0.24% expense ratio, which is lower than EKBAX's 1.10% expense ratio.


Return for Risk

JILCX vs. EKBAX — Risk / Return Rank

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

JILCX
JILCX Risk / Return Rank: 7070
Overall Rank
JILCX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JILCX Sortino Ratio Rank: 8181
Sortino Ratio Rank
JILCX Omega Ratio Rank: 7676
Omega Ratio Rank
JILCX Calmar Ratio Rank: 5555
Calmar Ratio Rank
JILCX Martin Ratio Rank: 6363
Martin Ratio Rank

EKBAX
EKBAX Risk / Return Rank: 9292
Overall Rank
EKBAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EKBAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
EKBAX Omega Ratio Rank: 9090
Omega Ratio Rank
EKBAX Calmar Ratio Rank: 9494
Calmar Ratio Rank
EKBAX Martin Ratio Rank: 9696
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.

JILCX vs. EKBAX - 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 Allspring Diversified Capital Builder Fund (EKBAX). 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.


JILCXEKBAXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.96

-0.51

Sortino ratio

Return per unit of downside risk

2.18

2.56

-0.38

Omega ratio

Gain probability vs. loss probability

1.31

1.41

-0.10

Calmar ratio

Return relative to maximum drawdown

1.46

3.08

-1.62

Martin ratio

Return relative to average drawdown

6.55

15.01

-8.46

JILCX vs. EKBAX - Sharpe Ratio Comparison

The current JILCX Sharpe Ratio is 1.45, which is comparable to the EKBAX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of JILCX and EKBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JILCXEKBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.96

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.81

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.81

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.47

+0.44

Correlation

The correlation between JILCX and EKBAX is 0.70, 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

JILCX vs. EKBAX - Dividend Comparison

JILCX's dividend yield for the trailing twelve months is around 3.41%, less than EKBAX's 8.95% yield.


TTM20252024202320222021202020192018201720162015
JILCX
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio
3.41%4.15%4.17%3.89%6.79%6.25%4.53%4.01%4.39%2.44%4.26%5.65%
EKBAX
Allspring Diversified Capital Builder Fund
8.95%9.61%5.28%6.16%12.50%6.89%2.03%9.49%7.14%6.20%10.05%11.47%

Drawdowns

JILCX vs. EKBAX - Drawdown Comparison

The maximum JILCX drawdown since its inception was -22.90%, smaller than the maximum EKBAX drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for JILCX and EKBAX.


Loading graphics...

Drawdown Indicators


JILCXEKBAXDifference

Max Drawdown

Largest peak-to-trough decline

-22.90%

-55.64%

+32.74%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-13.29%

+9.23%

Max Drawdown (5Y)

Largest decline over 5 years

-16.51%

-24.84%

+8.33%

Max Drawdown (10Y)

Largest decline over 10 years

-16.51%

-32.33%

+15.82%

Current Drawdown

Current decline from peak

-3.34%

-4.75%

+1.41%

Average Drawdown

Average peak-to-trough decline

-2.52%

-8.03%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

2.72%

-1.67%

Volatility

JILCX vs. EKBAX - Volatility Comparison

The current volatility for John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) is 1.45%, while Allspring Diversified Capital Builder Fund (EKBAX) has a volatility of 6.47%. This indicates that JILCX experiences smaller price fluctuations and is considered to be less risky than EKBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JILCXEKBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

6.47%

-5.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

13.05%

-10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.52%

20.88%

-15.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

17.89%

-12.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

17.42%

-12.40%