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JLGSX vs. JVMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JLGSX vs. JVMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Multi-Index Lifestyle Growth Portfolio (JLGSX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JLGSX vs. JVMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

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Return for Risk

JLGSX vs. JVMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JLGSX
JLGSX Risk / Return Rank: 7070
Overall Rank
JLGSX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JLGSX Sortino Ratio Rank: 6767
Sortino Ratio Rank
JLGSX Omega Ratio Rank: 6767
Omega Ratio Rank
JLGSX Calmar Ratio Rank: 7171
Calmar Ratio Rank
JLGSX Martin Ratio Rank: 7676
Martin Ratio Rank

JVMIX
JVMIX Risk / Return Rank: 2424
Overall Rank
JVMIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JVMIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
JVMIX Omega Ratio Rank: 2020
Omega Ratio Rank
JVMIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
JVMIX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


JLGSXJVMIXDifference
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

JLGSX vs. JVMIX - Sharpe Ratio Comparison

The current JLGSX Sharpe Ratio is 2.46, which is higher than the JVMIX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of JLGSX and JVMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JLGSXJVMIXDifference

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.


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Drawdown Indicators


JLGSXJVMIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-1.44%

+1.44%

Average Drawdown

Average peak-to-trough decline

-4.12%

-13.37%

+9.25%

Ulcer Index

Depth 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.


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Volatility by Period


JLGSXJVMIXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

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