JLIAX vs. JVMIX
Compare and contrast key facts about John Hancock Funds II Multimanager 2040 Lifetime Portfolio (JLIAX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
JLIAX is managed by John Hancock. It was launched on Oct 29, 2006. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Performance
JLIAX vs. JVMIX - Performance Comparison
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JLIAX vs. JVMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLIAX John Hancock Funds II Multimanager 2040 Lifetime Portfolio | -1.16% | 17.06% | 12.87% | 16.80% | -19.86% | 14.83% | 19.46% | 23.96% | -9.08% | 18.19% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 1.16% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 15.10% |
Returns By Period
In the year-to-date period, JLIAX achieves a -1.16% return, which is significantly lower than JVMIX's 1.16% return. Over the past 10 years, JLIAX has underperformed JVMIX with an annualized return of 9.25%, while JVMIX has yielded a comparatively higher 10.12% annualized return.
JLIAX
- 1D
- 2.50%
- 1M
- -5.54%
- YTD
- -1.16%
- 6M
- 0.93%
- 1Y
- 16.14%
- 3Y*
- 12.95%
- 5Y*
- 5.69%
- 10Y*
- 9.25%
JVMIX
- 1D
- 1.79%
- 1M
- -6.68%
- YTD
- 1.16%
- 6M
- 0.63%
- 1Y
- 13.98%
- 3Y*
- 12.68%
- 5Y*
- 8.23%
- 10Y*
- 10.12%
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JLIAX vs. JVMIX - Expense Ratio Comparison
JLIAX has a 0.42% expense ratio, which is lower than JVMIX's 0.87% expense ratio.
Return for Risk
JLIAX vs. JVMIX — Risk / Return Rank
JLIAX
JVMIX
JLIAX vs. JVMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager 2040 Lifetime Portfolio (JLIAX) 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.
| JLIAX | JVMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.80 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.25 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.16 | +0.44 |
Martin ratioReturn relative to average drawdown | 7.18 | 4.73 | +2.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JLIAX | JVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.80 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.45 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.50 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.29 | +0.08 |
Correlation
The correlation between JLIAX and JVMIX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JLIAX vs. JVMIX - Dividend Comparison
JLIAX's dividend yield for the trailing twelve months is around 9.28%, more than JVMIX's 9.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLIAX John Hancock Funds II Multimanager 2040 Lifetime Portfolio | 9.28% | 9.18% | 2.86% | 2.82% | 22.31% | 9.18% | 5.58% | 11.19% | 13.74% | 6.10% | 6.95% | 6.25% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 9.13% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Drawdowns
JLIAX vs. JVMIX - Drawdown Comparison
The maximum JLIAX drawdown since its inception was -56.47%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JLIAX and JVMIX.
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Drawdown Indicators
| JLIAX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.47% | -67.04% | +10.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -13.22% | +2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -27.78% | -21.13% | -6.65% |
Max Drawdown (10Y)Largest decline over 10 years | -31.05% | -42.64% | +11.59% |
Current DrawdownCurrent decline from peak | -6.26% | -6.93% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -13.43% | +4.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 3.23% | -0.91% |
Volatility
JLIAX vs. JVMIX - Volatility Comparison
John Hancock Funds II Multimanager 2040 Lifetime Portfolio (JLIAX) has a higher volatility of 5.50% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 4.40%. This indicates that JLIAX's price experiences larger fluctuations and is considered to be riskier than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLIAX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.50% | 4.40% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 9.77% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 18.11% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 18.44% | -4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 20.31% | -5.20% |