JLGSX vs. AYBLX
JLGSX (John Hancock Funds Multi-Index Lifestyle Growth Portfolio) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, JLGSX returned 10.10%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.94 suggests significant overlap in exposure. JLGSX charges 0.32%/yr vs 0.65%/yr for AYBLX.
Performance
JLGSX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, JLGSX achieves a 10.88% return, which is significantly lower than AYBLX's 13.99% return. Over the past 10 years, JLGSX has underperformed AYBLX with an annualized return of 10.10%, while AYBLX has yielded a comparatively higher 10.67% annualized return.
JLGSX
- 1D
- 0.00%
- 1M
- 1.67%
- YTD
- 10.88%
- 6M
- 10.22%
- 1Y
- 23.27%
- 3Y*
- 16.32%
- 5Y*
- 8.12%
- 10Y*
- 10.10%
AYBLX
- 1D
- -0.21%
- 1M
- 1.64%
- YTD
- 13.99%
- 6M
- 13.54%
- 1Y
- 32.24%
- 3Y*
- 17.53%
- 5Y*
- 9.58%
- 10Y*
- 10.67%
JLGSX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLGSX John Hancock Funds Multi-Index Lifestyle Growth Portfolio | 10.88% | 17.24% | 11.87% | 15.31% | -16.18% | 15.60% | 13.52% | 22.94% | -7.32% | 14.92% |
AYBLX Pioneer Balanced ESG Fund | 13.99% | 19.80% | 9.64% | 15.41% | -14.39% | 15.48% | 12.92% | 22.22% | -4.43% | 15.19% |
Correlation
The correlation between JLGSX and AYBLX is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2013 | 0.94 |
The correlation between JLGSX and AYBLX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
JLGSX vs. AYBLX — Risk / Return Rank
JLGSX
AYBLX
JLGSX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index Lifestyle Growth Portfolio (JLGSX) and Pioneer Balanced ESG Fund (AYBLX). 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.
| JLGSX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.62 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 5.16 | -2.00 |
| Martin ratioReturn relative to average drawdown | 13.54 | 24.00 | -10.46 |
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Drawdowns
JLGSX vs. AYBLX - Drawdown Comparison
The maximum JLGSX drawdown since its inception was -30.00%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for JLGSX and AYBLX.
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Drawdown Indicators
| JLGSX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.00% | -36.28% | +6.28% |
Max Drawdown (1Y)Largest decline over 1 year | -7.65% | -6.41% | -1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -13.39% | -13.39% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -20.26% | -3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -24.24% | -5.76% |
Current DrawdownCurrent decline from peak | -0.32% | -0.52% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -3.78% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.38% | +0.40% |
Volatility
JLGSX vs. AYBLX - Volatility Comparison
John Hancock Funds Multi-Index Lifestyle Growth Portfolio (JLGSX) has a higher volatility of 4.28% compared to Pioneer Balanced ESG Fund (AYBLX) at 3.63%. This indicates that JLGSX's price experiences larger fluctuations and is considered to be riskier than AYBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLGSX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 3.63% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.93% | 7.83% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.87% | 9.95% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 11.13% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.14% | 11.33% | +2.81% |
JLGSX vs. AYBLX - Expense Ratio Comparison
JLGSX has a 0.32% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
JLGSX vs. AYBLX - Dividend Comparison
JLGSX's dividend yield for the trailing twelve months is around 3.77%, more than AYBLX's 3.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AYBLX Pioneer Balanced ESG Fund | 3.24% | 3.58% | 2.59% | 1.76% | 3.23% | 8.61% | 4.12% | 6.03% | 9.97% | 9.42% | 2.63% | 4.14% |
JLGSX John Hancock Funds Multi-Index Lifestyle Growth Portfolio | 3.77% | 4.18% | 1.99% | 2.21% | 12.77% | 6.53% | 3.74% | 8.28% | 9.99% | 2.85% | 2.96% | 1.82% |
Frequently Asked Questions
With a correlation of 0.92, JLGSX and AYBLX 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.
JLGSX has higher volatility (4.28%) compared to AYBLX (3.63%). In terms of maximum drawdown, JLGSX dropped -30.00% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.23), 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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