JILGX vs. BRUFX
JILGX (John Hancock Funds II Multimanager Lifestyle Growth Portfolio) and BRUFX (Bruce Fund) are both Diversified Portfolio funds. Over the past 10 years, JILGX returned 8.16%/yr vs 7.56%/yr for BRUFX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. JILGX charges 0.17%/yr vs 0.68%/yr for BRUFX.
Performance
JILGX vs. BRUFX - Performance Comparison
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Returns By Period
In the year-to-date period, JILGX achieves a 9.37% return, which is significantly lower than BRUFX's 16.02% return. Over the past 10 years, JILGX has outperformed BRUFX with an annualized return of 8.16%, while BRUFX has yielded a comparatively lower 7.56% annualized return.
JILGX
- 1D
- 1.69%
- 1M
- -1.08%
- 6M
- 5.82%
- YTD
- 9.37%
- 1Y
- 5.71%
- 3Y*
- 9.55%
- 5Y*
- 4.63%
- 10Y*
- 8.16%
- ALL TIME*
- 6.94%
BRUFX
- 1D
- -0.39%
- 1M
- 0.09%
- 6M
- 11.25%
- YTD
- 16.02%
- 1Y
- 29.17%
- 3Y*
- 12.15%
- 5Y*
- 5.98%
- 10Y*
- 7.56%
- ALL TIME*
- 9.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BRUFX Bruce Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
JILGX vs. BRUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JILGX John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 9.37% | 4.24% | 11.94% | 16.22% | -17.44% | 14.29% | 17.61% | 22.27% | -8.28% | 15.94% |
BRUFX Bruce Fund | 16.02% | 14.89% | 4.45% | -0.74% | -8.80% | 17.35% | 12.06% | 22.42% | -3.99% | 12.48% |
Correlation
The correlation between JILGX and BRUFX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2005 | 0.67 |
Over the past year, the correlation between JILGX and BRUFX has dropped to 0.41 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
JILGX vs. BRUFX — Risk / Return Rank
JILGX
BRUFX
JILGX vs. BRUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX) and Bruce Fund (BRUFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JILGX | BRUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.38 | ||
| Sortino ratioReturn per unit of downside risk | -3.35 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.49 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 3.78 | -3.36 |
| Martin ratioReturn relative to average drawdown | 1.08 | 17.01 | -15.93 |
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Drawdowns
JILGX vs. BRUFX - Drawdown Comparison
The maximum JILGX drawdown since its inception was -50.66%, which is greater than BRUFX's maximum drawdown of -44.50%. Use the drawdown chart below to compare losses from any high point for JILGX and BRUFX.
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Drawdown Indicators
| JILGX | BRUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.66% | -44.50% | -6.16% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -7.67% | -6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -14.34% | -9.66% | -4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -25.25% | -17.91% | -7.34% |
Max Drawdown (10Y)Largest decline over 10 years | -29.58% | -25.44% | -4.14% |
Current DrawdownCurrent decline from peak | -2.55% | -1.71% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -9.04% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.13% | 1.70% | +3.43% |
Volatility
JILGX vs. BRUFX - Volatility Comparison
John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX) has a higher volatility of 3.62% compared to Bruce Fund (BRUFX) at 2.42%. This indicates that JILGX's price experiences larger fluctuations and is considered to be riskier than BRUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JILGX | BRUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 2.42% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 8.50% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 10.65% | +6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 10.58% | +4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.47% | 11.65% | +2.82% |
JILGX vs. BRUFX - Expense Ratio Comparison
JILGX has a 0.17% expense ratio, which is lower than BRUFX's 0.68% expense ratio.
Dividends
JILGX vs. BRUFX - Dividend Comparison
JILGX's dividend yield for the trailing twelve months is around 2.18%, less than BRUFX's 5.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRUFX Bruce Fund | 5.48% | 6.35% | 5.01% | 6.46% | 13.31% | 9.25% | 5.83% | 2.03% | 2.49% | 4.11% | 6.26% | 4.63% |
JILGX John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 2.18% | 2.38% | 2.94% | 6.20% | 14.58% | 10.72% | 6.35% | 12.46% | 11.94% | 6.15% | 7.98% | 8.76% |
Frequently Asked Questions
JILGX and BRUFX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JILGX has higher volatility (3.62%) compared to BRUFX (2.42%). In terms of maximum drawdown, JILGX dropped -50.66% vs BRUFX's -44.50%.
BRUFX currently has the higher Sharpe Ratio (2.73 vs 0.35), 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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