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JILCX vs. JILMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JILCX and JILMX is 0.92, 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.


-0.50.00.51.00.9

Performance

JILCX vs. JILMX - 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 Multimanager Lifestyle Moderate Portfolio (JILMX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
1.51%
1.72%
JILCX
JILMX

Key characteristics

Sharpe Ratio

JILCX:

2.00

JILMX:

1.69

Sortino Ratio

JILCX:

2.90

JILMX:

2.41

Omega Ratio

JILCX:

1.38

JILMX:

1.31

Calmar Ratio

JILCX:

0.81

JILMX:

0.62

Martin Ratio

JILCX:

8.80

JILMX:

8.13

Ulcer Index

JILCX:

0.92%

JILMX:

1.19%

Daily Std Dev

JILCX:

4.07%

JILMX:

5.71%

Max Drawdown

JILCX:

-23.44%

JILMX:

-35.56%

Current Drawdown

JILCX:

-2.33%

JILMX:

-7.30%

Returns By Period

In the year-to-date period, JILCX achieves a 1.79% return, which is significantly lower than JILMX's 2.22% return. Over the past 10 years, JILCX has outperformed JILMX with an annualized return of 2.26%, while JILMX has yielded a comparatively lower 1.58% annualized return.


JILCX

YTD

1.79%

1M

0.76%

6M

1.51%

1Y

7.83%

5Y*

1.74%

10Y*

2.26%

JILMX

YTD

2.22%

1M

0.57%

6M

1.72%

1Y

8.98%

5Y*

1.73%

10Y*

1.58%

*Annualized

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. JILMX - Expense Ratio Comparison

JILCX has a 0.24% expense ratio, which is higher than JILMX's 0.21% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


JILCX
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio
Expense ratio chart for JILCX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
Expense ratio chart for JILMX: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%

Risk-Adjusted Performance

JILCX vs. JILMX — Risk-Adjusted Performance Rank

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

JILCX
The Risk-Adjusted Performance Rank of JILCX is 8181
Overall Rank
The Sharpe Ratio Rank of JILCX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of JILCX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of JILCX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of JILCX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JILCX is 8585
Martin Ratio Rank

JILMX
The Risk-Adjusted Performance Rank of JILMX is 7575
Overall Rank
The Sharpe Ratio Rank of JILMX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of JILMX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of JILMX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of JILMX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of JILMX is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JILCX vs. JILMX - Risk-Adjusted Performance 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 Multimanager Lifestyle Moderate Portfolio (JILMX). 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.


Sharpe ratio
The chart of Sharpe ratio for JILCX, currently valued at 2.00, compared to the broader market-1.000.001.002.003.004.002.001.69
The chart of Sortino ratio for JILCX, currently valued at 2.90, compared to the broader market0.002.004.006.008.0010.0012.002.902.41
The chart of Omega ratio for JILCX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.31
The chart of Calmar ratio for JILCX, currently valued at 0.81, compared to the broader market0.005.0010.0015.0020.000.810.62
The chart of Martin ratio for JILCX, currently valued at 8.80, compared to the broader market0.0020.0040.0060.0080.008.808.13
JILCX
JILMX

The current JILCX Sharpe Ratio is 2.00, which is comparable to the JILMX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of JILCX and JILMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.00
1.69
JILCX
JILMX

Dividends

JILCX vs. JILMX - Dividend Comparison

JILCX's dividend yield for the trailing twelve months is around 4.10%, more than JILMX's 3.44% yield.


TTM20242023202220212020201920182017201620152014
JILCX
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio
4.10%4.17%3.90%4.05%3.33%3.70%4.01%3.16%2.69%2.78%3.35%3.46%
JILMX
John Hancock Funds II Multimanager Lifestyle Moderate Portfolio
3.44%3.52%3.32%3.51%3.42%2.89%2.85%3.20%2.86%2.62%3.15%3.37%

Drawdowns

JILCX vs. JILMX - Drawdown Comparison

The maximum JILCX drawdown since its inception was -23.44%, smaller than the maximum JILMX drawdown of -35.56%. Use the drawdown chart below to compare losses from any high point for JILCX and JILMX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%SeptemberOctoberNovemberDecember2025February
-2.33%
-7.30%
JILCX
JILMX

Volatility

JILCX vs. JILMX - Volatility Comparison

The current volatility for John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) is 0.99%, while John Hancock Funds II Multimanager Lifestyle Moderate Portfolio (JILMX) has a volatility of 1.43%. This indicates that JILCX experiences smaller price fluctuations and is considered to be less risky than JILMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
0.99%
1.43%
JILCX
JILMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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