JILGX vs. PUDZX

Last updated Jun 24, 2026

JILGX (John Hancock Funds II Multimanager Lifestyle Growth Portfolio) and PUDZX (PGIM Real Assets Fund) are both Diversified Portfolio funds. Over the past 10 years, JILGX returned 8.99%/yr vs 6.61%/yr for PUDZX. A 0.68 correlation means they provide meaningful diversification when combined. JILGX charges 0.17%/yr vs 0.25%/yr for PUDZX.

Performance

JILGX vs. PUDZX - 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 PGIM Real Assets Fund (PUDZX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JILGX achieves a 11.68% return, which is significantly higher than PUDZX's 10.32% return. Over the past 10 years, JILGX has outperformed PUDZX with an annualized return of 8.99%, while PUDZX has yielded a comparatively lower 6.61% annualized return.

JILGX

• 1D: 0.00%
• 1M: 2.37%
• YTD: 11.68%
• 6M: -0.25%
• 1Y: 11.03%
• 3Y*: 12.14%
• 5Y*: 5.22%
• 10Y*: 8.99%

PUDZX

• 1D: -0.29%
• 1M: -3.41%
• YTD: 10.32%
• 6M: 9.60%
• 1Y: 17.69%
• 3Y*: 12.63%
• 5Y*: 7.59%
• 10Y*: 6.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JILGX vs. PUDZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JILGX John Hancock Funds II Multimanager Lifestyle Growth Portfolio	11.68%	4.24%	11.94%	16.22%	-17.44%	14.29%	17.61%	22.27%	-8.28%	15.94%
PUDZX PGIM Real Assets Fund	10.32%	13.40%	8.61%	3.26%	-2.76%	18.49%	4.84%	16.29%	-9.20%	6.22%

Correlation

The correlation between JILGX and PUDZX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011	0.68

Over the past year, the correlation between JILGX and PUDZX has dropped to 0.37 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Return for Risk

JILGX vs. PUDZX — Risk / Return Rank

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

JILGX

JILGX Risk / Return Rank: 11
JILGX Sharpe Ratio Rank: 10
JILGX Sortino Ratio Rank: 8
JILGX Omega Ratio Rank: 15
JILGX Calmar Ratio Rank: 10
JILGX Martin Ratio Rank: 9

PUDZX

PUDZX Risk / Return Rank: 76
PUDZX Sharpe Ratio Rank: 74
PUDZX Sortino Ratio Rank: 69
PUDZX Omega Ratio Rank: 69
PUDZX Calmar Ratio Rank: 87
PUDZX Martin Ratio Rank: 81

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. PUDZX - 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 PGIM Real Assets Fund (PUDZX). 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	PUDZX	Difference
Sharpe ratio: Return per unit of total volatility	0.78	2.27	-1.48
Sortino ratio: Return per unit of downside risk	1.00	3.08	-2.08
Omega ratio: Gain probability vs. loss probability	1.19	1.41	-0.22
Calmar ratio: Return relative to maximum drawdown	0.91	3.89	-2.98
Martin ratio: Return relative to average drawdown	2.38	13.67	-11.28

JILGX vs. PUDZX - Sharpe Ratio Comparison

The current JILGX Sharpe Ratio is 0.78, which is lower than the PUDZX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of JILGX and PUDZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JILGX vs. PUDZX - Drawdown Comparison

The maximum JILGX drawdown since its inception was -50.66%, which is greater than PUDZX's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for JILGX and PUDZX.

Drawdown Indicators

	JILGX	PUDZX	Difference
Max Drawdown Largest peak-to-trough decline	-50.66%	-21.53%	-29.13%
Max Drawdown (1Y) Largest decline over 1 year	-14.01%	-4.47%	-9.54%
Max Drawdown (3Y) Largest decline over 3 years	-14.34%	-8.20%	-6.14%
Max Drawdown (5Y) Largest decline over 5 years	-25.25%	-17.98%	-7.27%
Max Drawdown (10Y) Largest decline over 10 years	-29.58%	-21.53%	-8.05%
Current Drawdown Current decline from peak	-0.49%	-4.47%	+3.98%
Average Drawdown Average peak-to-trough decline	-6.98%	-5.25%	-1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.09%	1.27%	+3.82%

Volatility

JILGX vs. PUDZX - Volatility Comparison

John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX) has a higher volatility of 4.97% compared to PGIM Real Assets Fund (PUDZX) at 2.01%. This indicates that JILGX's price experiences larger fluctuations and is considered to be riskier than PUDZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JILGX	PUDZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.97%	2.01%	+2.96%
Volatility (6M) Calculated over the trailing 6-month period	14.80%	6.19%	+8.61%
Volatility (1Y) Calculated over the trailing 1-year period	16.42%	7.68%	+8.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.62%	10.49%	+4.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.51%	9.69%	+4.82%

JILGX vs. PUDZX - Expense Ratio Comparison

JILGX has a 0.17% expense ratio, which is lower than PUDZX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

JILGX vs. PUDZX - Dividend Comparison

JILGX's dividend yield for the trailing twelve months is around 2.13%, less than PUDZX's 7.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JILGX John Hancock Funds II Multimanager Lifestyle Growth Portfolio	2.13%	2.38%	2.94%	6.20%	14.58%	10.72%	6.35%	12.46%	11.94%	6.15%	7.98%	8.76%
PUDZX PGIM Real Assets Fund	7.92%	8.93%	6.67%	3.66%	9.10%	13.00%	4.94%	3.40%	2.14%	2.10%	1.39%	1.72%

Frequently Asked Questions

Can I hold both JILGX and PUDZX in my portfolio?

JILGX and PUDZX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JILGX or PUDZX?

JILGX has higher volatility (4.97%) compared to PUDZX (2.01%). In terms of maximum drawdown, JILGX dropped -50.66% vs PUDZX's -21.53%.

Which has better risk-adjusted returns?

PUDZX currently has the higher Sharpe Ratio (2.27 vs 0.78), 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.