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JILCX vs. SVBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JILCX vs. SVBAX - 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 Balanced Fund (SVBAX). The values are adjusted to include any dividend payments, if applicable.

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JILCX vs. SVBAX - 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%
SVBAX
John Hancock Balanced Fund
-0.63%15.69%13.31%18.22%-15.79%14.49%15.97%21.28%-5.02%13.40%

Returns By Period

In the year-to-date period, JILCX achieves a -1.22% return, which is significantly lower than SVBAX's -0.63% return. Over the past 10 years, JILCX has underperformed SVBAX with an annualized return of 4.12%, while SVBAX has yielded a comparatively higher 9.13% 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%

SVBAX

1D
2.00%
1M
-3.14%
YTD
-0.63%
6M
2.60%
1Y
16.62%
3Y*
13.70%
5Y*
7.58%
10Y*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JILCX vs. SVBAX - Expense Ratio Comparison

JILCX has a 0.24% expense ratio, which is lower than SVBAX's 1.03% expense ratio.


Return for Risk

JILCX vs. SVBAX — 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

SVBAX
SVBAX Risk / Return Rank: 8585
Overall Rank
SVBAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SVBAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SVBAX Omega Ratio Rank: 8181
Omega Ratio Rank
SVBAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SVBAX Martin Ratio Rank: 9292
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. SVBAX - 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 Balanced Fund (SVBAX). 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.


JILCXSVBAXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.54

-0.09

Sortino ratio

Return per unit of downside risk

2.18

2.23

-0.05

Omega ratio

Gain probability vs. loss probability

1.31

1.33

-0.02

Calmar ratio

Return relative to maximum drawdown

1.46

2.26

-0.80

Martin ratio

Return relative to average drawdown

6.55

11.04

-4.49

JILCX vs. SVBAX - Sharpe Ratio Comparison

The current JILCX Sharpe Ratio is 1.45, which is comparable to the SVBAX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of JILCX and SVBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JILCXSVBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.54

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.71

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.85

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.68

+0.24

Correlation

The correlation between JILCX and SVBAX is 0.78, 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. SVBAX - Dividend Comparison

JILCX's dividend yield for the trailing twelve months is around 3.41%, less than SVBAX's 12.57% 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%
SVBAX
John Hancock Balanced Fund
12.57%12.45%3.72%1.48%1.60%2.73%1.60%2.19%8.06%3.51%1.70%4.57%

Drawdowns

JILCX vs. SVBAX - Drawdown Comparison

The maximum JILCX drawdown since its inception was -22.90%, smaller than the maximum SVBAX drawdown of -40.81%. Use the drawdown chart below to compare losses from any high point for JILCX and SVBAX.


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Drawdown Indicators


JILCXSVBAXDifference

Max Drawdown

Largest peak-to-trough decline

-22.90%

-40.81%

+17.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-7.73%

+3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-16.51%

-20.53%

+4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-16.51%

-21.00%

+4.49%

Current Drawdown

Current decline from peak

-3.34%

-3.68%

+0.34%

Average Drawdown

Average peak-to-trough decline

-2.52%

-5.26%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.58%

-0.53%

Volatility

JILCX vs. SVBAX - Volatility Comparison

The current volatility for John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) is 1.45%, while John Hancock Balanced Fund (SVBAX) has a volatility of 3.92%. This indicates that JILCX experiences smaller price fluctuations and is considered to be less risky than SVBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JILCXSVBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

3.92%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

6.35%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

5.52%

11.22%

-5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

10.73%

-5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

10.76%

-5.74%