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JILMX vs. JILCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JILMX and JILCX is 0.73, 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.


Performance

JILMX vs. JILCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Multimanager Lifestyle Moderate Portfolio (JILMX) and John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JILMX:

0.91

JILCX:

1.42

Sortino Ratio

JILMX:

1.30

JILCX:

1.99

Omega Ratio

JILMX:

1.18

JILCX:

1.27

Calmar Ratio

JILMX:

0.51

JILCX:

0.78

Martin Ratio

JILMX:

4.03

JILCX:

6.05

Ulcer Index

JILMX:

1.69%

JILCX:

1.08%

Daily Std Dev

JILMX:

7.53%

JILCX:

4.71%

Max Drawdown

JILMX:

-35.56%

JILCX:

-23.44%

Current Drawdown

JILMX:

-7.27%

JILCX:

-2.03%

Returns By Period

In the year-to-date period, JILMX achieves a 2.25% return, which is significantly higher than JILCX's 2.11% return. Over the past 10 years, JILMX has underperformed JILCX with an annualized return of 1.47%, while JILCX has yielded a comparatively higher 2.23% annualized return.


JILMX

YTD

2.25%

1M

4.92%

6M

1.14%

1Y

6.81%

5Y*

3.48%

10Y*

1.47%

JILCX

YTD

2.11%

1M

3.31%

6M

1.56%

1Y

6.64%

5Y*

2.93%

10Y*

2.23%

*Annualized

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JILMX vs. JILCX - Expense Ratio Comparison

JILMX has a 0.21% expense ratio, which is lower than JILCX's 0.24% 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%.


Risk-Adjusted Performance

JILMX vs. JILCX — Risk-Adjusted Performance Rank

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

JILMX
The Risk-Adjusted Performance Rank of JILMX is 7575
Overall Rank
The Sharpe Ratio Rank of JILMX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of JILMX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of JILMX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of JILMX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of JILMX is 8282
Martin Ratio Rank

JILCX
The Risk-Adjusted Performance Rank of JILCX is 8686
Overall Rank
The Sharpe Ratio Rank of JILCX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of JILCX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of JILCX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of JILCX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of JILCX is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JILMX vs. JILCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager Lifestyle Moderate Portfolio (JILMX) and John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX). 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.


The current JILMX Sharpe Ratio is 0.91, which is lower than the JILCX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of JILMX and JILCX, 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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Dividends

JILMX vs. JILCX - Dividend Comparison

JILMX's dividend yield for the trailing twelve months is around 3.53%, less than JILCX's 4.20% yield.


TTM20242023202220212020201920182017201620152014
JILMX
John Hancock Funds II Multimanager Lifestyle Moderate Portfolio
3.53%3.52%3.33%9.33%8.71%5.19%6.92%7.31%6.74%5.51%6.11%5.35%
JILCX
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio
4.20%4.17%3.89%6.79%6.25%4.53%3.64%4.39%3.68%4.26%5.65%6.79%

Drawdowns

JILMX vs. JILCX - Drawdown Comparison

The maximum JILMX drawdown since its inception was -35.56%, which is greater than JILCX's maximum drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for JILMX and JILCX. For additional features, visit the drawdowns tool.


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Volatility

JILMX vs. JILCX - Volatility Comparison

John Hancock Funds II Multimanager Lifestyle Moderate Portfolio (JILMX) has a higher volatility of 2.01% compared to John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) at 1.33%. This indicates that JILMX's price experiences larger fluctuations and is considered to be riskier than JILCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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