JILMX vs. AAAAX
Compare and contrast key facts about John Hancock Funds II Multimanager Lifestyle Moderate Portfolio (JILMX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
JILMX is managed by John Hancock. It was launched on Oct 13, 2005. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
JILMX vs. AAAAX - Performance Comparison
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JILMX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JILMX John Hancock Funds II Multimanager Lifestyle Moderate Portfolio | -2.06% | 7.55% | 7.62% | 11.53% | -13.82% | 7.82% | 12.24% | 15.66% | -4.93% | 9.30% |
AAAAX DWS RREEF Real Assets Fund - Class A | 8.59% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, JILMX achieves a -2.06% return, which is significantly lower than AAAAX's 8.59% return. Over the past 10 years, JILMX has underperformed AAAAX with an annualized return of 5.26%, while AAAAX has yielded a comparatively higher 7.28% annualized return.
JILMX
- 1D
- -0.72%
- 1M
- -5.28%
- YTD
- -2.06%
- 6M
- -3.89%
- 1Y
- 4.45%
- 3Y*
- 6.63%
- 5Y*
- 2.92%
- 10Y*
- 5.26%
AAAAX
- 1D
- 0.36%
- 1M
- -4.37%
- YTD
- 8.59%
- 6M
- 10.72%
- 1Y
- 16.80%
- 3Y*
- 9.80%
- 5Y*
- 6.74%
- 10Y*
- 7.28%
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JILMX vs. AAAAX - Expense Ratio Comparison
JILMX has a 0.21% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
JILMX vs. AAAAX — Risk / Return Rank
JILMX
AAAAX
JILMX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager Lifestyle Moderate Portfolio (JILMX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| JILMX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 1.49 | -0.93 |
Sortino ratioReturn per unit of downside risk | 0.81 | 2.00 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.30 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.80 | -1.31 |
Martin ratioReturn relative to average drawdown | 1.83 | 9.69 | -7.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JILMX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 1.49 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.56 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.58 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.38 | +0.27 |
Correlation
The correlation between JILMX and AAAAX is 0.80, 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
JILMX vs. AAAAX - Dividend Comparison
JILMX's dividend yield for the trailing twelve months is around 3.05%, less than AAAAX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JILMX John Hancock Funds II Multimanager Lifestyle Moderate Portfolio | 3.05% | 3.57% | 3.52% | 4.72% | 9.33% | 8.71% | 5.19% | 6.92% | 7.31% | 5.11% | 5.51% | 6.11% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.26% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
JILMX vs. AAAAX - Drawdown Comparison
The maximum JILMX drawdown since its inception was -34.35%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for JILMX and AAAAX.
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Drawdown Indicators
| JILMX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -40.47% | +6.12% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -9.55% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -22.62% | +3.21% |
Max Drawdown (10Y)Largest decline over 10 years | -19.81% | -29.41% | +9.60% |
Current DrawdownCurrent decline from peak | -5.84% | -4.57% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -6.89% | +3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.77% | +0.21% |
Volatility
JILMX vs. AAAAX - Volatility Comparison
The current volatility for John Hancock Funds II Multimanager Lifestyle Moderate Portfolio (JILMX) is 2.17%, while DWS RREEF Real Assets Fund - Class A (AAAAX) has a volatility of 3.03%. This indicates that JILMX experiences smaller price fluctuations and is considered to be less risky than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JILMX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 3.03% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 5.82% | 7.22% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.31% | 11.60% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.92% | 12.18% | -4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.73% | 12.66% | -4.93% |