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JILGX vs. JFIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JILGX vs. JFIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX) and John Hancock Variable Insurance Trust 500 Index Trust (JFIVX). The values are adjusted to include any dividend payments, if applicable.

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JILGX vs. JFIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JILGX
John Hancock Funds II Multimanager Lifestyle Growth Portfolio
-0.98%4.24%11.94%16.22%-17.44%14.29%17.61%22.27%-8.28%12.94%
JFIVX
John Hancock Variable Insurance Trust 500 Index Trust
-4.42%17.54%24.61%25.92%-18.30%28.31%18.03%31.05%-5.00%17.27%

Returns By Period

In the year-to-date period, JILGX achieves a -0.98% return, which is significantly higher than JFIVX's -4.42% return.


JILGX

1D
2.61%
1M
-5.73%
YTD
-0.98%
6M
-9.22%
1Y
3.67%
3Y*
8.34%
5Y*
3.51%
10Y*
7.61%

JFIVX

1D
2.92%
1M
-5.06%
YTD
-4.42%
6M
-2.29%
1Y
17.02%
3Y*
17.95%
5Y*
11.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JILGX vs. JFIVX - Expense Ratio Comparison

JILGX has a 0.17% expense ratio, which is lower than JFIVX's 0.30% expense ratio.


Return for Risk

JILGX vs. JFIVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JILGX
JILGX Risk / Return Rank: 77
Overall Rank
JILGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JILGX Sortino Ratio Rank: 77
Sortino Ratio Rank
JILGX Omega Ratio Rank: 99
Omega Ratio Rank
JILGX Calmar Ratio Rank: 55
Calmar Ratio Rank
JILGX Martin Ratio Rank: 55
Martin Ratio Rank

JFIVX
JFIVX Risk / Return Rank: 5353
Overall Rank
JFIVX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
JFIVX Sortino Ratio Rank: 5252
Sortino Ratio Rank
JFIVX Omega Ratio Rank: 5555
Omega Ratio Rank
JFIVX Calmar Ratio Rank: 4646
Calmar Ratio Rank
JFIVX Martin Ratio Rank: 5656
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.

JILGX vs. JFIVX - 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 John Hancock Variable Insurance Trust 500 Index Trust (JFIVX). 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.


JILGXJFIVXDifference

Sharpe ratio

Return per unit of total volatility

0.24

1.08

-0.84

Sortino ratio

Return per unit of downside risk

0.42

1.51

-1.09

Omega ratio

Gain probability vs. loss probability

1.08

1.23

-0.16

Calmar ratio

Return relative to maximum drawdown

0.00

1.24

-1.23

Martin ratio

Return relative to average drawdown

0.00

5.70

-5.70

JILGX vs. JFIVX - Sharpe Ratio Comparison

The current JILGX Sharpe Ratio is 0.24, which is lower than the JFIVX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of JILGX and JFIVX, 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


JILGXJFIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

1.08

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.70

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.74

-0.31

Correlation

The correlation between JILGX and JFIVX is 0.90, 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

JILGX vs. JFIVX - Dividend Comparison

JILGX's dividend yield for the trailing twelve months is around 2.40%, less than JFIVX's 2.67% yield.


TTM20252024202320222021202020192018201720162015
JILGX
John Hancock Funds II Multimanager Lifestyle Growth Portfolio
2.40%2.38%2.94%6.20%14.58%10.72%6.35%12.46%11.94%6.15%7.98%8.76%
JFIVX
John Hancock Variable Insurance Trust 500 Index Trust
2.67%2.56%2.19%2.44%5.19%5.17%3.38%2.97%2.90%1.27%0.00%0.00%

Drawdowns

JILGX vs. JFIVX - Drawdown Comparison

The maximum JILGX drawdown since its inception was -50.66%, which is greater than JFIVX's maximum drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for JILGX and JFIVX.


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Drawdown Indicators


JILGXJFIVXDifference

Max Drawdown

Largest peak-to-trough decline

-50.66%

-33.81%

-16.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-12.13%

-1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.25%

-24.67%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.58%

Current Drawdown

Current decline from peak

-11.77%

-6.28%

-5.49%

Average Drawdown

Average peak-to-trough decline

-7.01%

-4.69%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

2.70%

+2.83%

Volatility

JILGX vs. JFIVX - Volatility Comparison

John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX) has a higher volatility of 5.61% compared to John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) at 5.34%. This indicates that JILGX's price experiences larger fluctuations and is considered to be riskier than JFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JILGXJFIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

5.34%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

9.54%

+4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

16.42%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

16.55%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

18.44%

-4.05%