JLCSX vs. DGTSX
JLCSX (John Hancock Funds Multi-Index Lifestyle Conservative Portfolio) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, JLCSX returned 4.05%/yr vs 5.07%/yr for DGTSX. Their correlation of 0.85 means they have usually moved in the same direction. JLCSX charges 0.51%/yr vs 0.24%/yr for DGTSX.
Performance
JLCSX vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, JLCSX achieves a 2.86% return, which is significantly lower than DGTSX's 4.21% return. Over the past 10 years, JLCSX has underperformed DGTSX with an annualized return of 4.05%, while DGTSX has yielded a comparatively higher 5.07% annualized return.
JLCSX
- 1D
- 0.47%
- 1M
- -0.46%
- 6M
- 1.90%
- YTD
- 2.86%
- 1Y
- 7.06%
- 3Y*
- 7.37%
- 5Y*
- 2.97%
- 10Y*
- 4.05%
- ALL TIME*
- 4.12%
DGTSX
- 1D
- 0.42%
- 1M
- -0.07%
- 6M
- 2.97%
- YTD
- 4.21%
- 1Y
- 8.21%
- 3Y*
- 7.71%
- 5Y*
- 5.06%
- 10Y*
- 5.07%
- ALL TIME*
- 4.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JLCSX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLCSX John Hancock Funds Multi-Index Lifestyle Conservative Portfolio | 2.86% | 9.74% | 5.71% | 9.80% | -12.01% | 3.06% | 9.06% | 12.76% | -2.56% | 5.40% |
DGTSX DFA Global Allocation 25/75 Portfolio | 4.21% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between JLCSX and DGTSX is 0.89, 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. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2013 | 0.85 |
The correlation between JLCSX and DGTSX has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
JLCSX vs. DGTSX — Risk / Return Rank
JLCSX
DGTSX
JLCSX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index Lifestyle Conservative Portfolio (JLCSX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
| JLCSX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 3.02 | -1.06 |
| Martin ratioReturn relative to average drawdown | 8.39 | 13.04 | -4.65 |
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Drawdowns
JLCSX vs. DGTSX - Drawdown Comparison
The maximum JLCSX drawdown since its inception was -16.93%, roughly equal to the maximum DGTSX drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for JLCSX and DGTSX.
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Drawdown Indicators
| JLCSX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.93% | -16.71% | -0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -3.67% | -2.64% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -4.49% | -7.46% | +2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -16.93% | -11.26% | -5.67% |
Max Drawdown (10Y)Largest decline over 10 years | -16.93% | -11.26% | -5.67% |
Current DrawdownCurrent decline from peak | -0.83% | -0.28% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -2.49% | -1.64% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 0.61% | +0.24% |
Volatility
JLCSX vs. DGTSX - Volatility Comparison
John Hancock Funds Multi-Index Lifestyle Conservative Portfolio (JLCSX) has a higher volatility of 1.20% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 0.91%. This indicates that JLCSX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLCSX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | 0.91% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 3.79% | 3.01% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.42% | 3.65% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.35% | 5.98% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.24% | 5.23% | +1.01% |
JLCSX vs. DGTSX - Expense Ratio Comparison
JLCSX has a 0.51% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
JLCSX vs. DGTSX - Dividend Comparison
JLCSX's dividend yield for the trailing twelve months is around 3.70%, less than DGTSX's 5.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.81% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
JLCSX John Hancock Funds Multi-Index Lifestyle Conservative Portfolio | 3.70% | 3.76% | 3.58% | 3.45% | 4.79% | 5.09% | 3.53% | 4.00% | 4.32% | 2.02% | 3.13% | 2.29% |
Frequently Asked Questions
JLCSX and DGTSX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JLCSX has higher volatility (1.20%) compared to DGTSX (0.91%). In terms of maximum drawdown, JLCSX dropped -16.93% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.19 vs 1.63), 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.
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