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JLBAX vs. FFFCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JLBAX vs. FFFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Multimanager 2015 Lifetime Portfolio (JLBAX) and Fidelity Freedom 2010 Fund (FFFCX). The values are adjusted to include any dividend payments, if applicable.

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JLBAX vs. FFFCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JLBAX
John Hancock Funds II Multimanager 2015 Lifetime Portfolio
0.13%11.60%6.41%10.55%-13.60%8.28%11.56%15.93%-4.97%8.47%
FFFCX
Fidelity Freedom 2010 Fund
0.41%11.39%5.26%9.82%-13.21%5.64%11.09%14.34%-3.74%12.48%

Returns By Period

In the year-to-date period, JLBAX achieves a 0.13% return, which is significantly lower than FFFCX's 0.41% return. Both investments have delivered pretty close results over the past 10 years, with JLBAX having a 5.69% annualized return and FFFCX not far behind at 5.51%.


JLBAX

1D
1.16%
1M
-2.96%
YTD
0.13%
6M
1.61%
1Y
9.70%
3Y*
8.09%
5Y*
3.77%
10Y*
5.69%

FFFCX

1D
1.02%
1M
-2.43%
YTD
0.41%
6M
1.73%
1Y
9.26%
3Y*
7.44%
5Y*
3.17%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JLBAX vs. FFFCX - Expense Ratio Comparison

JLBAX has a 0.42% expense ratio, which is lower than FFFCX's 0.49% expense ratio.


Return for Risk

JLBAX vs. FFFCX — Risk / Return Rank

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

JLBAX
JLBAX Risk / Return Rank: 7575
Overall Rank
JLBAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JLBAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
JLBAX Omega Ratio Rank: 7777
Omega Ratio Rank
JLBAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
JLBAX Martin Ratio Rank: 7474
Martin Ratio Rank

FFFCX
FFFCX Risk / Return Rank: 8686
Overall Rank
FFFCX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FFFCX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FFFCX Omega Ratio Rank: 8585
Omega Ratio Rank
FFFCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFFCX Martin Ratio Rank: 8686
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.

JLBAX vs. FFFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager 2015 Lifetime Portfolio (JLBAX) and Fidelity Freedom 2010 Fund (FFFCX). 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.


JLBAXFFFCXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.73

-0.22

Sortino ratio

Return per unit of downside risk

2.07

2.41

-0.33

Omega ratio

Gain probability vs. loss probability

1.32

1.36

-0.04

Calmar ratio

Return relative to maximum drawdown

1.90

2.39

-0.50

Martin ratio

Return relative to average drawdown

8.21

9.45

-1.24

JLBAX vs. FFFCX - Sharpe Ratio Comparison

The current JLBAX Sharpe Ratio is 1.50, which is comparable to the FFFCX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of JLBAX and FFFCX, 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


JLBAXFFFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.73

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.50

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.88

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.67

-0.25

Correlation

The correlation between JLBAX and FFFCX is 0.96, 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

JLBAX vs. FFFCX - Dividend Comparison

JLBAX's dividend yield for the trailing twelve months is around 6.64%, more than FFFCX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
JLBAX
John Hancock Funds II Multimanager 2015 Lifetime Portfolio
6.64%6.65%3.59%3.45%13.16%9.37%7.58%9.31%10.96%5.69%7.62%9.15%
FFFCX
Fidelity Freedom 2010 Fund
4.95%4.97%2.99%2.72%7.23%9.33%6.01%5.78%6.98%4.82%3.22%3.68%

Drawdowns

JLBAX vs. FFFCX - Drawdown Comparison

The maximum JLBAX drawdown since its inception was -47.29%, which is greater than FFFCX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for JLBAX and FFFCX.


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Drawdown Indicators


JLBAXFFFCXDifference

Max Drawdown

Largest peak-to-trough decline

-47.29%

-36.88%

-10.41%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-4.00%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-19.38%

-18.35%

-1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-20.07%

-18.35%

-1.72%

Current Drawdown

Current decline from peak

-3.31%

-2.82%

-0.49%

Average Drawdown

Average peak-to-trough decline

-5.55%

-4.60%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.01%

+0.22%

Volatility

JLBAX vs. FFFCX - Volatility Comparison

John Hancock Funds II Multimanager 2015 Lifetime Portfolio (JLBAX) has a higher volatility of 2.78% compared to Fidelity Freedom 2010 Fund (FFFCX) at 2.59%. This indicates that JLBAX's price experiences larger fluctuations and is considered to be riskier than FFFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JLBAXFFFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

2.59%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.10%

3.56%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

6.67%

5.56%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

6.33%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.73%

6.28%

+1.45%