JILCX vs. QBDSX
Compare and contrast key facts about John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) and Quantified Managed Income Fund (QBDSX).
JILCX is managed by John Hancock. It was launched on Oct 13, 2005. QBDSX is managed by Advisors Preferred. It was launched on Aug 8, 2013.
Performance
JILCX vs. QBDSX - Performance Comparison
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JILCX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QBDSX Quantified Managed Income Fund | -0.38% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Returns By Period
In the year-to-date period, JILCX achieves a -1.22% return, which is significantly lower than QBDSX's -0.38% return. Over the past 10 years, JILCX has outperformed QBDSX with an annualized return of 4.12%, while QBDSX has yielded a comparatively lower 0.87% 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%
QBDSX
- 1D
- 0.38%
- 1M
- -2.35%
- YTD
- -0.38%
- 6M
- -1.53%
- 1Y
- 2.25%
- 3Y*
- 2.73%
- 5Y*
- 0.90%
- 10Y*
- 0.87%
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JILCX vs. QBDSX - Expense Ratio Comparison
JILCX has a 0.24% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Return for Risk
JILCX vs. QBDSX — Risk / Return Rank
JILCX
QBDSX
JILCX vs. QBDSX - 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 Quantified Managed Income Fund (QBDSX). 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 | QBDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 0.60 | +0.85 |
Sortino ratioReturn per unit of downside risk | 2.18 | 0.87 | +1.32 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.11 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.89 | +0.57 |
Martin ratioReturn relative to average drawdown | 6.55 | 3.43 | +3.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JILCX | QBDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 0.60 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.21 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.17 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.15 | +0.76 |
Correlation
The correlation between JILCX and QBDSX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JILCX vs. QBDSX - Dividend Comparison
JILCX's dividend yield for the trailing twelve months is around 3.41%, less than QBDSX's 4.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QBDSX Quantified Managed Income Fund | 4.49% | 4.47% | 3.98% | 4.51% | 0.54% | 0.71% | 0.87% | 2.26% | 2.04% | 2.51% | 1.00% | 3.89% |
Drawdowns
JILCX vs. QBDSX - Drawdown Comparison
The maximum JILCX drawdown since its inception was -22.90%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for JILCX and QBDSX.
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Drawdown Indicators
| JILCX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.90% | -18.38% | -4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -4.06% | -3.09% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -16.51% | -7.40% | -9.11% |
Max Drawdown (10Y)Largest decline over 10 years | -16.51% | -18.38% | +1.87% |
Current DrawdownCurrent decline from peak | -3.34% | -8.41% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -6.83% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 0.80% | +0.25% |
Volatility
JILCX vs. QBDSX - Volatility Comparison
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) and Quantified Managed Income Fund (QBDSX) have volatilities of 1.45% and 1.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JILCX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 1.40% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.92% | 2.77% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.52% | 3.77% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.41% | 4.32% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 5.26% | -0.24% |