JLDAX vs. ISOLX
JLDAX (John Hancock Funds II Multimanager 2020 Lifetime Portfolio) and ISOLX (Voya Target In-Retirement Fund) are both Target Retirement Date funds. Over the past 10 years, JLDAX returned 6.57%/yr vs 5.53%/yr for ISOLX. Their correlation of 0.91 suggests significant overlap in exposure. JLDAX charges 0.42%/yr vs 0.20%/yr for ISOLX.
Performance
JLDAX vs. ISOLX - Performance Comparison
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Returns By Period
In the year-to-date period, JLDAX achieves a 5.55% return, which is significantly higher than ISOLX's 4.58% return. Over the past 10 years, JLDAX has outperformed ISOLX with an annualized return of 6.57%, while ISOLX has yielded a comparatively lower 5.53% annualized return.
JLDAX
- 1D
- -0.44%
- 1M
- -0.65%
- 6M
- 5.55%
- YTD
- 5.55%
- 1Y
- 11.57%
- 3Y*
- 9.92%
- 5Y*
- 4.11%
- 10Y*
- 6.57%
ISOLX
- 1D
- -0.34%
- 1M
- -0.67%
- 6M
- 4.58%
- YTD
- 4.58%
- 1Y
- 10.49%
- 3Y*
- 9.53%
- 5Y*
- 3.89%
- 10Y*
- 5.53%
JLDAX vs. ISOLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLDAX John Hancock Funds II Multimanager 2020 Lifetime Portfolio | 5.55% | 12.30% | 7.00% | 11.14% | -15.05% | 9.23% | 13.18% | 17.58% | -5.83% | 10.56% |
ISOLX Voya Target In-Retirement Fund | 4.58% | 11.96% | 7.03% | 11.13% | -14.97% | 6.53% | 10.46% | 14.40% | -2.96% | 9.49% |
Correlation
The correlation between JLDAX and ISOLX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2012 | 0.91 |
The correlation between JLDAX and ISOLX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
JLDAX vs. ISOLX — Risk / Return Rank
JLDAX
ISOLX
JLDAX vs. ISOLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager 2020 Lifetime Portfolio (JLDAX) and Voya Target In-Retirement Fund (ISOLX). 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.
| JLDAX | ISOLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.55 | -0.20 |
| Martin ratioReturn relative to average drawdown | 10.16 | 11.24 | -1.07 |
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Drawdowns
JLDAX vs. ISOLX - Drawdown Comparison
The maximum JLDAX drawdown since its inception was -51.18%, which is greater than ISOLX's maximum drawdown of -19.02%. Use the drawdown chart below to compare losses from any high point for JLDAX and ISOLX.
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Drawdown Indicators
| JLDAX | ISOLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.18% | -19.02% | -32.16% |
Max Drawdown (1Y)Largest decline over 1 year | -5.01% | -4.54% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -7.57% | -6.37% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -19.02% | -2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -21.82% | -19.02% | -2.80% |
Current DrawdownCurrent decline from peak | -0.65% | -0.67% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -2.81% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 0.99% | +0.16% |
Volatility
JLDAX vs. ISOLX - Volatility Comparison
John Hancock Funds II Multimanager 2020 Lifetime Portfolio (JLDAX) has a higher volatility of 2.72% compared to Voya Target In-Retirement Fund (ISOLX) at 2.32%. This indicates that JLDAX's price experiences larger fluctuations and is considered to be riskier than ISOLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLDAX | ISOLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 2.32% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 5.57% | 4.84% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.54% | 5.94% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.36% | 7.09% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 6.59% | +2.27% |
JLDAX vs. ISOLX - Expense Ratio Comparison
JLDAX has a 0.42% expense ratio, which is higher than ISOLX's 0.20% expense ratio.
Dividends
JLDAX vs. ISOLX - Dividend Comparison
JLDAX's dividend yield for the trailing twelve months is around 5.88%, more than ISOLX's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISOLX Voya Target In-Retirement Fund | 3.72% | 3.89% | 2.37% | 3.10% | 3.50% | 10.09% | 3.54% | 6.63% | 3.53% | 4.60% | 2.06% | 0.30% |
JLDAX John Hancock Funds II Multimanager 2020 Lifetime Portfolio | 5.88% | 6.21% | 3.47% | 3.27% | 14.23% | 11.32% | 7.30% | 9.46% | 10.82% | 5.85% | 7.48% | 7.28% |
Frequently Asked Questions
JLDAX and ISOLX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JLDAX has higher volatility (2.72%) compared to ISOLX (2.32%). In terms of maximum drawdown, JLDAX dropped -51.18% vs ISOLX's -19.02%.
ISOLX currently has the higher Sharpe Ratio (1.95 vs 1.80), 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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