JLFAX vs. LTTIX
JLFAX (John Hancock Funds II Multimanager 2030 Lifetime Portfolio) and LTTIX (MFS Lifetime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, JLFAX returned 8.61%/yr vs 6.24%/yr for LTTIX. Their correlation of 0.94 suggests significant overlap in exposure. JLFAX charges 0.42%/yr vs 0.00%/yr for LTTIX.
Performance
JLFAX vs. LTTIX - Performance Comparison
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Returns By Period
In the year-to-date period, JLFAX achieves a 8.62% return, which is significantly higher than LTTIX's 2.74% return. Over the past 10 years, JLFAX has outperformed LTTIX with an annualized return of 8.61%, while LTTIX has yielded a comparatively lower 6.24% annualized return.
JLFAX
- 1D
- 0.90%
- 1M
- 1.72%
- YTD
- 8.62%
- 6M
- 8.48%
- 1Y
- 19.34%
- 3Y*
- 12.78%
- 5Y*
- 5.79%
- 10Y*
- 8.61%
LTTIX
- 1D
- 0.00%
- 1M
- 0.08%
- YTD
- 2.74%
- 6M
- 2.70%
- 1Y
- 8.28%
- 3Y*
- 8.33%
- 5Y*
- 3.72%
- 10Y*
- 6.24%
JLFAX vs. LTTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLFAX John Hancock Funds II Multimanager 2030 Lifetime Portfolio | 8.62% | 14.71% | 9.45% | 14.13% | -18.52% | 12.48% | 17.06% | 21.26% | -7.64% | 15.11% |
LTTIX MFS Lifetime 2025 Fund | 2.74% | 9.29% | 6.73% | 10.36% | -12.36% | 8.61% | 10.61% | 17.82% | -3.97% | 13.16% |
Correlation
The correlation between JLFAX and LTTIX 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 | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.94 |
The correlation between JLFAX and LTTIX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
JLFAX vs. LTTIX — Risk / Return Rank
JLFAX
LTTIX
JLFAX vs. LTTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager 2030 Lifetime Portfolio (JLFAX) and MFS Lifetime 2025 Fund (LTTIX). 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.
| JLFAX | LTTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 2.47 | +0.41 |
| Martin ratioReturn relative to average drawdown | 12.46 | 10.68 | +1.77 |
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Drawdowns
JLFAX vs. LTTIX - Drawdown Comparison
The maximum JLFAX drawdown since its inception was -56.08%, which is greater than LTTIX's maximum drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for JLFAX and LTTIX.
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Drawdown Indicators
| JLFAX | LTTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.08% | -19.33% | -36.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.65% | -3.64% | -3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -10.75% | -5.77% | -4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -16.92% | -8.70% |
Max Drawdown (10Y)Largest decline over 10 years | -26.92% | -19.33% | -7.59% |
Current DrawdownCurrent decline from peak | -0.09% | -0.45% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -2.68% | -5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 0.84% | +0.70% |
Volatility
JLFAX vs. LTTIX - Volatility Comparison
John Hancock Funds II Multimanager 2030 Lifetime Portfolio (JLFAX) has a higher volatility of 3.79% compared to MFS Lifetime 2025 Fund (LTTIX) at 1.34%. This indicates that JLFAX's price experiences larger fluctuations and is considered to be riskier than LTTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLFAX | LTTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 1.34% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.56% | 3.32% | +4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.95% | 4.18% | +4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 6.37% | +4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.29% | 7.24% | +5.05% |
JLFAX vs. LTTIX - Expense Ratio Comparison
JLFAX has a 0.42% expense ratio, which is higher than LTTIX's 0.00% expense ratio.
Dividends
JLFAX vs. LTTIX - Dividend Comparison
JLFAX's dividend yield for the trailing twelve months is around 7.76%, less than LTTIX's 11.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLFAX John Hancock Funds II Multimanager 2030 Lifetime Portfolio | 7.76% | 8.42% | 2.62% | 2.78% | 17.43% | 9.16% | 5.75% | 10.32% | 12.22% | 6.66% | 6.77% | 6.39% |
LTTIX MFS Lifetime 2025 Fund | 11.54% | 8.13% | 7.07% | 3.30% | 5.88% | 7.35% | 2.83% | 3.68% | 4.32% | 3.51% | 4.03% | 1.82% |
Frequently Asked Questions
JLFAX and LTTIX 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.
JLFAX has higher volatility (3.79%) compared to LTTIX (1.34%). In terms of maximum drawdown, JLFAX dropped -56.08% vs LTTIX's -19.33%.
LTTIX currently has the higher Sharpe Ratio (2.16 vs 2.14), 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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