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JILGX vs. QBDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JILGX vs. QBDSX - 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 Quantified Managed Income Fund (QBDSX). The values are adjusted to include any dividend payments, if applicable.

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JILGX vs. QBDSX - 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%15.94%
QBDSX
Quantified Managed Income Fund
-0.38%5.11%1.02%2.25%-4.09%-0.66%-9.22%10.50%-3.17%5.05%

Returns By Period

In the year-to-date period, JILGX achieves a -0.98% return, which is significantly lower than QBDSX's -0.38% return. Over the past 10 years, JILGX has outperformed QBDSX with an annualized return of 7.61%, while QBDSX has yielded a comparatively lower 0.87% annualized 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%

QBDSX

1D
0.38%
1M
-2.35%
YTD
-0.38%
6M
-1.53%
1Y
2.25%
3Y*
2.73%
5Y*
0.90%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JILGX vs. QBDSX - Expense Ratio Comparison

JILGX has a 0.17% expense ratio, which is lower than QBDSX's 1.31% expense ratio.


Return for Risk

JILGX vs. QBDSX — 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

QBDSX
QBDSX Risk / Return Rank: 1919
Overall Rank
QBDSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QBDSX Sortino Ratio Rank: 1515
Sortino Ratio Rank
QBDSX Omega Ratio Rank: 1313
Omega Ratio Rank
QBDSX Calmar Ratio Rank: 2222
Calmar Ratio Rank
QBDSX Martin Ratio Rank: 2525
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. QBDSX - 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 Quantified Managed Income Fund (QBDSX). 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.


JILGXQBDSXDifference

Sharpe ratio

Return per unit of total volatility

0.24

0.60

-0.36

Sortino ratio

Return per unit of downside risk

0.42

0.87

-0.44

Omega ratio

Gain probability vs. loss probability

1.08

1.11

-0.04

Calmar ratio

Return relative to maximum drawdown

0.00

0.89

-0.89

Martin ratio

Return relative to average drawdown

0.00

3.43

-3.43

JILGX vs. QBDSX - Sharpe Ratio Comparison

The current JILGX Sharpe Ratio is 0.24, which is lower than the QBDSX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of JILGX and QBDSX, 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


JILGXQBDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.60

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.21

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.17

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.15

+0.27

Correlation

The correlation between JILGX and QBDSX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JILGX vs. QBDSX - Dividend Comparison

JILGX's dividend yield for the trailing twelve months is around 2.40%, less than QBDSX's 4.49% 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%
QBDSX
Quantified Managed Income Fund
4.49%4.47%3.98%4.51%0.54%0.71%0.87%2.26%2.04%2.51%1.00%3.89%

Drawdowns

JILGX vs. QBDSX - Drawdown Comparison

The maximum JILGX drawdown since its inception was -50.66%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for JILGX and QBDSX.


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Drawdown Indicators


JILGXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-50.66%

-18.38%

-32.28%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-3.09%

-10.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.25%

-7.40%

-17.85%

Max Drawdown (10Y)

Largest decline over 10 years

-29.58%

-18.38%

-11.20%

Current Drawdown

Current decline from peak

-11.77%

-8.41%

-3.36%

Average Drawdown

Average peak-to-trough decline

-7.01%

-6.83%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

0.80%

+4.73%

Volatility

JILGX vs. QBDSX - Volatility Comparison

John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX) has a higher volatility of 5.61% compared to Quantified Managed Income Fund (QBDSX) at 1.40%. This indicates that JILGX's price experiences larger fluctuations and is considered to be riskier than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JILGXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

1.40%

+4.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

2.77%

+11.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

3.77%

+15.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

4.32%

+10.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

5.26%

+9.13%