JLGSX vs. JVMIX
JLGSX (John Hancock Funds Multi-Index Lifestyle Growth Portfolio) and JVMIX (John Hancock Funds Disciplined Value Mid Cap Fund Class I) are both mutual funds - JLGSX is a Diversified Portfolio fund managed by John Hancock, while JVMIX is a Mid Cap Value Equities fund managed by John Hancock. Over the past 10 years, JLGSX returned 9.86%/yr vs 10.34%/yr for JVMIX. Their correlation of 0.89 suggests significant overlap in exposure. JLGSX charges 0.32%/yr vs 0.87%/yr for JVMIX.
Performance
JLGSX vs. JVMIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JLGSX achieves a 11.23% return, which is significantly higher than JVMIX's 7.14% return. Both investments have delivered pretty close results over the past 10 years, with JLGSX having a 9.86% annualized return and JVMIX not far ahead at 10.34%.
JLGSX
- 1D
- 0.44%
- 1M
- 4.48%
- YTD
- 11.23%
- 6M
- 11.85%
- 1Y
- 24.69%
- 3Y*
- 16.62%
- 5Y*
- 8.25%
- 10Y*
- 9.86%
JVMIX
- 1D
- 0.89%
- 1M
- 1.31%
- YTD
- 7.14%
- 6M
- 5.90%
- 1Y
- 15.95%
- 3Y*
- 14.65%
- 5Y*
- 8.02%
- 10Y*
- 10.34%
JLGSX vs. JVMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLGSX John Hancock Funds Multi-Index Lifestyle Growth Portfolio | 11.23% | 17.24% | 11.87% | 15.31% | -16.18% | 15.60% | 13.52% | 22.94% | -7.32% | 14.92% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 7.14% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 15.10% |
Correlation
The correlation between JLGSX and JVMIX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.89 |
The correlation between JLGSX and JVMIX shifts across timeframes, from 0.76 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JLGSX vs. JVMIX — Risk / Return Rank
JLGSX
JVMIX
JLGSX vs. JVMIX - 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 John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). 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.
| JLGSX | JVMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.24 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 2.00 | +1.28 |
| Martin ratioReturn relative to average drawdown | 14.34 | 6.42 | +7.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JLGSX | JVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 1.34 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.44 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.51 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.30 | +0.33 |
Drawdowns
JLGSX vs. JVMIX - Drawdown Comparison
The maximum JLGSX drawdown since its inception was -30.00%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JLGSX and JVMIX.
Loading charts...
Drawdown Indicators
| JLGSX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.00% | -67.04% | +37.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.65% | -8.57% | +0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -13.39% | -21.13% | +7.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -21.13% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -42.64% | +12.64% |
Current DrawdownCurrent decline from peak | 0.00% | -1.44% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -13.37% | +9.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.66% | -0.91% |
Volatility
JLGSX vs. JVMIX - Volatility Comparison
John Hancock Funds Multi-Index Lifestyle Growth Portfolio (JLGSX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) have volatilities of 3.12% and 3.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JLGSX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 3.27% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 9.19% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.20% | 12.78% | -2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.12% | 18.39% | -5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.10% | 20.32% | -6.22% |
JLGSX vs. JVMIX - Expense Ratio Comparison
JLGSX has a 0.32% expense ratio, which is lower than JVMIX's 0.87% expense ratio.
Dividends
JLGSX vs. JVMIX - Dividend Comparison
JLGSX's dividend yield for the trailing twelve months is around 3.76%, less than JVMIX's 8.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLGSX John Hancock Funds Multi-Index Lifestyle Growth Portfolio | 3.76% | 4.18% | 1.99% | 2.21% | 12.77% | 6.53% | 3.74% | 8.28% | 9.99% | 2.85% | 2.96% | 1.82% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 8.63% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Frequently Asked Questions
JLGSX and JVMIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JVMIX has higher volatility (3.27%) compared to JLGSX (3.12%). In terms of maximum drawdown, JLGSX dropped -30.00% vs JVMIX's -67.04%.
JLGSX currently has the higher Sharpe Ratio (2.46 vs 1.34), 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.
Find the right allocation for JLGSX and JVMIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer