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JILMX vs. JVMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JILMX vs. JVMIX - 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 Disciplined Value Mid Cap Fund Class I (JVMIX). The values are adjusted to include any dividend payments, if applicable.

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JILMX vs. JVMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JILMX
John Hancock Funds II Multimanager Lifestyle Moderate Portfolio
-0.40%7.55%7.62%11.53%-13.82%7.82%12.24%15.66%-4.93%9.30%
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
1.53%11.28%10.46%16.64%-7.09%26.85%5.90%30.13%-14.90%15.10%

Returns By Period

In the year-to-date period, JILMX achieves a -0.40% return, which is significantly lower than JVMIX's 1.53% return. Over the past 10 years, JILMX has underperformed JVMIX with an annualized return of 5.45%, while JVMIX has yielded a comparatively higher 10.26% annualized return.


JILMX

1D
0.00%
1M
-2.56%
YTD
-0.40%
6M
-2.56%
1Y
7.45%
3Y*
7.07%
5Y*
3.13%
10Y*
5.45%

JVMIX

1D
-0.04%
1M
-5.49%
YTD
1.53%
6M
0.63%
1Y
19.74%
3Y*
12.66%
5Y*
8.31%
10Y*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JILMX vs. JVMIX - Expense Ratio Comparison

JILMX has a 0.21% expense ratio, which is lower than JVMIX's 0.87% expense ratio.


Return for Risk

JILMX vs. JVMIX — Risk / Return Rank

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

JILMX
JILMX Risk / Return Rank: 2020
Overall Rank
JILMX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JILMX Sortino Ratio Rank: 2222
Sortino Ratio Rank
JILMX Omega Ratio Rank: 2424
Omega Ratio Rank
JILMX Calmar Ratio Rank: 1515
Calmar Ratio Rank
JILMX Martin Ratio Rank: 1717
Martin Ratio Rank

JVMIX
JVMIX Risk / Return Rank: 2626
Overall Rank
JVMIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
JVMIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
JVMIX Omega Ratio Rank: 2323
Omega Ratio Rank
JVMIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
JVMIX Martin Ratio Rank: 3232
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.

JILMX vs. JVMIX - 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 John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). 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.


JILMXJVMIXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.73

+0.01

Sortino ratio

Return per unit of downside risk

1.06

1.15

-0.09

Omega ratio

Gain probability vs. loss probability

1.16

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

0.70

1.09

-0.39

Martin ratio

Return relative to average drawdown

2.56

4.39

-1.83

JILMX vs. JVMIX - Sharpe Ratio Comparison

The current JILMX Sharpe Ratio is 0.74, which is comparable to the JVMIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of JILMX and JVMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JILMXJVMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.73

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.45

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.51

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.30

+0.37

Correlation

The correlation between JILMX and JVMIX is 0.84, 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. JVMIX - Dividend Comparison

JILMX's dividend yield for the trailing twelve months is around 3.00%, less than JVMIX's 9.10% yield.


TTM20252024202320222021202020192018201720162015
JILMX
John Hancock Funds II Multimanager Lifestyle Moderate Portfolio
3.00%3.57%3.52%4.72%9.33%8.71%5.19%6.92%7.31%5.11%5.51%6.11%
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
9.10%9.24%12.05%4.02%5.27%6.67%1.13%2.40%13.85%5.94%1.91%5.88%

Drawdowns

JILMX vs. JVMIX - Drawdown Comparison

The maximum JILMX drawdown since its inception was -34.35%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JILMX and JVMIX.


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Drawdown Indicators


JILMXJVMIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.35%

-67.04%

+32.69%

Max Drawdown (1Y)

Largest decline over 1 year

-5.84%

-8.57%

+2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.41%

-21.13%

+1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-19.81%

-42.64%

+22.83%

Current Drawdown

Current decline from peak

-4.24%

-6.60%

+2.36%

Average Drawdown

Average peak-to-trough decline

-3.74%

-13.43%

+9.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

3.28%

-1.24%

Volatility

JILMX vs. JVMIX - Volatility Comparison

The current volatility for John Hancock Funds II Multimanager Lifestyle Moderate Portfolio (JILMX) is 2.56%, while John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a volatility of 4.35%. This indicates that JILMX experiences smaller price fluctuations and is considered to be less risky than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JILMXJVMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

4.35%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

5.91%

9.77%

-3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

9.38%

18.09%

-8.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.93%

18.43%

-10.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.74%

20.31%

-12.57%