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JILCX vs. JIBCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JILCX vs. JIBCX - 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 John Hancock Funds II Blue Chip Growth Fund (JIBCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JILCX achieves a 3.60% return, which is significantly lower than JIBCX's 5.13% return. Over the past 10 years, JILCX has underperformed JIBCX with an annualized return of 4.42%, while JIBCX has yielded a comparatively higher 15.43% 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%

JIBCX

1D
-0.81%
1M
4.99%
YTD
5.13%
6M
-3.68%
1Y
10.91%
3Y*
21.12%
5Y*
9.73%
10Y*
15.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JILCX vs. JIBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
JIBCX
John Hancock Funds II Blue Chip Growth Fund
5.13%8.28%35.89%49.47%-38.12%16.88%34.25%29.71%1.72%36.25%

Correlation

The correlation between JILCX and JIBCX is 0.52, 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

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2005

0.68

The correlation between JILCX and JIBCX shifts across timeframes, from 0.52 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JILCX vs. JIBCX — Risk / Return Rank

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

JILCX
JILCX Risk / Return Rank: 8787
Overall Rank
JILCX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
JILCX Sortino Ratio Rank: 9393
Sortino Ratio Rank
JILCX Omega Ratio Rank: 8888
Omega Ratio Rank
JILCX Calmar Ratio Rank: 8080
Calmar Ratio Rank
JILCX Martin Ratio Rank: 8585
Martin Ratio Rank

JIBCX
JIBCX Risk / Return Rank: 77
Overall Rank
JIBCX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JIBCX Sortino Ratio Rank: 88
Sortino Ratio Rank
JIBCX Omega Ratio Rank: 99
Omega Ratio Rank
JIBCX Calmar Ratio Rank: 66
Calmar Ratio Rank
JIBCX Martin Ratio Rank: 55
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. JIBCX - 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 John Hancock Funds II Blue Chip Growth Fund (JIBCX). 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.


JILCXJIBCXDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+3.73

Omega ratioGain probability vs. loss probability

1.61

1.14

+0.47

Calmar ratioReturn relative to maximum drawdown

3.65

0.53

+3.11

Martin ratioReturn relative to average drawdown

16.18

1.27

+14.91

JILCX vs. JIBCX - Sharpe Ratio Comparison

The current JILCX Sharpe Ratio is 3.00, which is higher than the JIBCX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of JILCX and JIBCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JILCXJIBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

0.71

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.41

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.68

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.53

+0.43

Drawdowns

JILCX vs. JIBCX - Drawdown Comparison

The maximum JILCX drawdown since its inception was -22.90%, smaller than the maximum JIBCX drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for JILCX and JIBCX.


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Drawdown Indicators


JILCXJIBCXDifference

Max Drawdown

Largest peak-to-trough decline

-22.90%

-54.15%

+31.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.58%

-24.47%

+20.89%

Max Drawdown (3Y)

Largest decline over 3 years

-5.06%

-24.47%

+19.41%

Max Drawdown (5Y)

Largest decline over 5 years

-16.51%

-42.74%

+26.23%

Max Drawdown (10Y)

Largest decline over 10 years

-16.51%

-42.74%

+26.23%

Current Drawdown

Current decline from peak

0.00%

-6.71%

+6.71%

Average Drawdown

Average peak-to-trough decline

-2.51%

-9.28%

+6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

9.68%

-8.71%

Volatility

JILCX vs. JIBCX - Volatility Comparison

The current volatility for John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) is 1.65%, while John Hancock Funds II Blue Chip Growth Fund (JIBCX) has a volatility of 3.62%. This indicates that JILCX experiences smaller price fluctuations and is considered to be less risky than JIBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JILCXJIBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

3.62%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

3.47%

14.71%

-11.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

18.40%

-14.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.49%

24.50%

-19.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

23.02%

-17.95%

JILCX vs. JIBCX - Expense Ratio Comparison

JILCX has a 0.24% expense ratio, which is lower than JIBCX's 0.81% expense ratio.


Dividends

JILCX vs. JIBCX - Dividend Comparison

JILCX's dividend yield for the trailing twelve months is around 3.81%, while JIBCX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
JIBCX
John Hancock Funds II Blue Chip Growth Fund
0.00%0.00%6.97%3.23%5.57%16.46%4.72%1.46%7.73%16.16%6.35%13.20%
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


JILCX and JIBCX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JIBCX has higher volatility (3.62%) compared to JILCX (1.65%). In terms of maximum drawdown, JILCX dropped -22.90% vs JIBCX's -54.15%.

JILCX currently has the higher Sharpe Ratio (3.00 vs 0.71), 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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