JILCX vs. SCLAX
JILCX (John Hancock Funds II Multimanager Lifestyle Conservative Portfolio) and SCLAX (SEI Institutional Managed Trust Multi-Asset Capital Stability Fund) are both Diversified Portfolio funds. Over the past 10 years, JILCX returned 4.42%/yr vs 3.24%/yr for SCLAX. A 0.79 correlation means they provide meaningful diversification when combined. JILCX charges 0.24%/yr vs 0.62%/yr for SCLAX.
Performance
JILCX vs. SCLAX - Performance Comparison
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Returns By Period
In the year-to-date period, JILCX achieves a 3.60% return, which is significantly higher than SCLAX's 2.66% return. Over the past 10 years, JILCX has outperformed SCLAX with an annualized return of 4.42%, while SCLAX has yielded a comparatively lower 3.24% 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%
SCLAX
- 1D
- 0.10%
- 1M
- 1.16%
- YTD
- 2.66%
- 6M
- 2.77%
- 1Y
- 7.12%
- 3Y*
- 6.19%
- 5Y*
- 3.50%
- 10Y*
- 3.24%
JILCX vs. SCLAX - 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% |
SCLAX SEI Institutional Managed Trust Multi-Asset Capital Stability Fund | 2.66% | 6.49% | 4.92% | 6.96% | -3.74% | 1.72% | 3.30% | 7.91% | -0.67% | 3.88% |
Correlation
The correlation between JILCX and SCLAX is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.79 |
The correlation between JILCX and SCLAX shifts across timeframes, from 0.71 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JILCX vs. SCLAX — Risk / Return Rank
JILCX
SCLAX
JILCX vs. SCLAX - 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 SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX). 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 | SCLAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.58 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 3.12 | +0.52 |
| Martin ratioReturn relative to average drawdown | 16.18 | 12.54 | +3.64 |
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 | SCLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.00 | 2.76 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 1.14 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 1.18 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 1.02 | -0.07 |
Drawdowns
JILCX vs. SCLAX - Drawdown Comparison
The maximum JILCX drawdown since its inception was -22.90%, which is greater than SCLAX's maximum drawdown of -5.59%. Use the drawdown chart below to compare losses from any high point for JILCX and SCLAX.
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Drawdown Indicators
| JILCX | SCLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.90% | -5.59% | -17.31% |
Max Drawdown (1Y)Largest decline over 1 year | -3.58% | -2.32% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -5.06% | -3.41% | -1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -16.51% | -5.59% | -10.92% |
Max Drawdown (10Y)Largest decline over 10 years | -16.51% | -5.59% | -10.92% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.51% | -1.15% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 0.58% | +0.39% |
Volatility
JILCX vs. SCLAX - Volatility Comparison
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) has a higher volatility of 1.65% compared to SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) at 0.95%. This indicates that JILCX's price experiences larger fluctuations and is considered to be riskier than SCLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JILCX | SCLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.65% | 0.95% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 3.47% | 2.07% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.35% | 2.63% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.49% | 3.08% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.07% | 2.76% | +2.31% |
JILCX vs. SCLAX - Expense Ratio Comparison
JILCX has a 0.24% expense ratio, which is lower than SCLAX's 0.62% expense ratio.
Dividends
JILCX vs. SCLAX - Dividend Comparison
JILCX's dividend yield for the trailing twelve months is around 3.81%, more than SCLAX's 1.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCLAX SEI Institutional Managed Trust Multi-Asset Capital Stability Fund | 1.83% | 1.88% | 7.87% | 4.06% | 1.90% | 2.79% | 1.01% | 4.67% | 0.54% | 3.77% | 0.69% | 1.18% |
Frequently Asked Questions
JILCX and SCLAX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JILCX has higher volatility (1.65%) compared to SCLAX (0.95%). In terms of maximum drawdown, JILCX dropped -22.90% vs SCLAX's -5.59%.
JILCX currently has the higher Sharpe Ratio (3.00 vs 2.76), 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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