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JLAAX vs. FDFPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JLAAX vs. FDFPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Multimanager 2010 Lifetime Portfolio (JLAAX) and Fidelity Flex Freedom Blend 2065 Fund (FDFPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JLAAX achieves a 3.80% return, which is significantly lower than FDFPX's 12.26% return.


JLAAX

1D
0.61%
1M
-0.36%
6M
2.12%
YTD
3.80%
1Y
8.84%
3Y*
7.93%
5Y*
3.58%
10Y*
5.15%
ALL TIME*
4.51%

FDFPX

1D
2.29%
1M
-0.99%
6M
8.37%
YTD
12.26%
1Y
24.70%
3Y*
18.92%
5Y*
10.66%
10Y*
ALL TIME*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

JLAAX vs. FDFPX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JLAAX
John Hancock Funds II Multimanager 2010 Lifetime Portfolio
3.80%10.84%5.89%9.84%-12.11%7.36%10.12%4.61%
FDFPX
Fidelity Flex Freedom Blend 2065 Fund
12.26%22.81%17.81%20.93%-18.57%16.84%18.54%9.17%

Correlation

The correlation between JLAAX and FDFPX is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.86

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.88

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2019

0.89

The correlation between JLAAX and FDFPX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

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Return for Risk

JLAAX vs. FDFPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JLAAX
JLAAX Risk / Return Rank: 7070
Overall Rank
JLAAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JLAAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
JLAAX Omega Ratio Rank: 7575
Omega Ratio Rank
JLAAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
JLAAX Martin Ratio Rank: 7171
Martin Ratio Rank

FDFPX
FDFPX Risk / Return Rank: 7272
Overall Rank
FDFPX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FDFPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FDFPX Omega Ratio Rank: 6969
Omega Ratio Rank
FDFPX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FDFPX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JLAAX vs. FDFPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager 2010 Lifetime Portfolio (JLAAX) and Fidelity Flex Freedom Blend 2065 Fund (FDFPX). 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.


JLAAXFDFPXDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.34

1.30

+0.04

Calmar ratioReturn relative to maximum drawdown

2.16

2.40

-0.24

Martin ratioReturn relative to average drawdown

9.17

10.04

-0.87

JLAAX vs. FDFPX - Sharpe Ratio Comparison

The current JLAAX Sharpe Ratio is 1.74, which is comparable to the FDFPX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of JLAAX and FDFPX, 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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Drawdowns

JLAAX vs. FDFPX - Drawdown Comparison

The maximum JLAAX drawdown since its inception was -42.70%, which is greater than FDFPX's maximum drawdown of -31.22%. Use the drawdown chart below to compare losses from any high point for JLAAX and FDFPX.


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Drawdown Indicators


JLAAXFDFPXDifference

Max Drawdown

Largest peak-to-trough decline

-42.70%

-31.22%

-11.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.04%

-9.54%

+5.50%

Max Drawdown (3Y)

Largest decline over 3 years

-4.92%

-15.42%

+10.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.40%

-27.41%

+10.01%

Max Drawdown (10Y)

Largest decline over 10 years

-18.67%

Current Drawdown

Current decline from peak

-0.73%

-2.19%

+1.46%

Average Drawdown

Average peak-to-trough decline

-4.62%

-5.76%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

2.28%

-1.33%

Volatility

JLAAX vs. FDFPX - Volatility Comparison

The current volatility for John Hancock Funds II Multimanager 2010 Lifetime Portfolio (JLAAX) is 1.32%, while Fidelity Flex Freedom Blend 2065 Fund (FDFPX) has a volatility of 4.37%. This indicates that JLAAX experiences smaller price fluctuations and is considered to be less risky than FDFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JLAAXFDFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

4.37%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.28%

12.20%

-7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

5.04%

14.21%

-9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

15.34%

-8.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.77%

17.21%

-10.44%

JLAAX vs. FDFPX - Expense Ratio Comparison

JLAAX has a 0.42% expense ratio, which is higher than FDFPX's 0.00% expense ratio.


Dividends

JLAAX vs. FDFPX - Dividend Comparison

JLAAX's dividend yield for the trailing twelve months is around 5.58%, more than FDFPX's 3.81% yield.


PositionTTM20252024202320222021202020192018201720162015
FDFPX
Fidelity Flex Freedom Blend 2065 Fund
3.81%2.87%6.56%2.22%5.41%8.52%5.38%3.19%0.00%0.00%0.00%0.00%
JLAAX
John Hancock Funds II Multimanager 2010 Lifetime Portfolio
5.58%5.79%3.93%3.75%10.30%8.10%6.86%7.67%9.05%4.02%7.14%7.81%

Frequently Asked Questions


With a correlation of 0.91, JLAAX and FDFPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FDFPX has higher volatility (4.37%) compared to JLAAX (1.32%). In terms of maximum drawdown, JLAAX dropped -42.70% vs FDFPX's -31.22%.

JLAAX currently has the higher Sharpe Ratio (1.74 vs 1.61), 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.

Portfolio Optimizer

Find the right allocation for JLAAX and FDFPX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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