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

Correlation

The correlation between JILCX and VSCGX is 0.88, 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. VSCGX - 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 Vanguard LifeStrategy Conservative Growth Fund (VSCGX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%SeptemberOctoberNovemberDecember2025February
2.27%
-1.04%
JILCX
VSCGX

Key characteristics

Sharpe Ratio

JILCX:

2.20

VSCGX:

0.97

Sortino Ratio

JILCX:

3.21

VSCGX:

1.25

Omega Ratio

JILCX:

1.42

VSCGX:

1.20

Calmar Ratio

JILCX:

0.90

VSCGX:

0.67

Martin Ratio

JILCX:

9.82

VSCGX:

3.18

Ulcer Index

JILCX:

0.92%

VSCGX:

2.18%

Daily Std Dev

JILCX:

4.10%

VSCGX:

7.12%

Max Drawdown

JILCX:

-23.44%

VSCGX:

-30.68%

Current Drawdown

JILCX:

-2.17%

VSCGX:

-4.33%

Returns By Period

In the year-to-date period, JILCX achieves a 1.96% return, which is significantly lower than VSCGX's 2.59% return. Over the past 10 years, JILCX has underperformed VSCGX with an annualized return of 2.34%, while VSCGX has yielded a comparatively higher 3.56% annualized return.


JILCX

YTD

1.96%

1M

1.36%

6M

2.53%

1Y

8.39%

5Y*

1.80%

10Y*

2.34%

VSCGX

YTD

2.59%

1M

1.99%

6M

-0.53%

1Y

6.09%

5Y*

1.90%

10Y*

3.56%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JILCX vs. VSCGX - Expense Ratio Comparison

JILCX has a 0.24% expense ratio, which is higher than VSCGX's 0.12% 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 VSCGX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

JILCX vs. VSCGX — 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 8282
Overall Rank
The Sharpe Ratio Rank of JILCX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of JILCX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of JILCX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of JILCX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of JILCX is 8585
Martin Ratio Rank

VSCGX
The Risk-Adjusted Performance Rank of VSCGX is 4242
Overall Rank
The Sharpe Ratio Rank of VSCGX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCGX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VSCGX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VSCGX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VSCGX is 4242
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. VSCGX - 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 Vanguard LifeStrategy Conservative Growth Fund (VSCGX). 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 2.20, compared to the broader market-1.000.001.002.003.004.002.200.97
The chart of Sortino ratio for JILCX, currently valued at 3.21, compared to the broader market0.002.004.006.008.0010.0012.003.211.25
The chart of Omega ratio for JILCX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.20
The chart of Calmar ratio for JILCX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.000.900.67
The chart of Martin ratio for JILCX, currently valued at 9.82, compared to the broader market0.0020.0040.0060.0080.009.823.18
JILCX
VSCGX

The current JILCX Sharpe Ratio is 2.20, which is higher than the VSCGX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of JILCX and VSCGX, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
2.20
0.97
JILCX
VSCGX

Dividends

JILCX vs. VSCGX - Dividend Comparison

JILCX's dividend yield for the trailing twelve months is around 4.09%, more than VSCGX's 3.16% yield.


TTM20242023202220212020201920182017201620152014
JILCX
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio
4.09%4.17%3.90%4.05%3.33%3.70%4.01%3.16%2.69%2.78%3.35%3.46%
VSCGX
Vanguard LifeStrategy Conservative Growth Fund
3.16%3.24%2.93%2.05%1.98%1.73%2.58%2.70%2.21%2.22%2.19%2.16%

Drawdowns

JILCX vs. VSCGX - Drawdown Comparison

The maximum JILCX drawdown since its inception was -23.44%, smaller than the maximum VSCGX drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for JILCX and VSCGX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.17%
-4.33%
JILCX
VSCGX

Volatility

JILCX vs. VSCGX - Volatility Comparison

The current volatility for John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) is 1.05%, while Vanguard LifeStrategy Conservative Growth Fund (VSCGX) has a volatility of 1.52%. This indicates that JILCX experiences smaller price fluctuations and is considered to be less risky than VSCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
1.05%
1.52%
JILCX
VSCGX
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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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