JLKOX vs. FRQKX
Compare and contrast key facts about John Hancock Funds Multimanager 2050 Lifetime Portfolio (JLKOX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX).
JLKOX is managed by John Hancock. It was launched on Apr 28, 2011. FRQKX is managed by BlackRock. It was launched on Aug 1, 2019.
Performance
JLKOX vs. FRQKX - Performance Comparison
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JLKOX vs. FRQKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JLKOX John Hancock Funds Multimanager 2050 Lifetime Portfolio | -4.61% | 12.30% | 15.50% | 18.67% | -19.67% | 15.80% | 20.38% | 8.24% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | -0.48% | 9.91% | 4.42% | 8.62% | -12.30% | 3.95% | 9.68% | 3.94% |
Returns By Period
In the year-to-date period, JLKOX achieves a -4.61% return, which is significantly lower than FRQKX's -0.48% return.
JLKOX
- 1D
- -0.46%
- 1M
- -9.32%
- YTD
- -4.61%
- 6M
- -7.26%
- 1Y
- 8.88%
- 3Y*
- 11.43%
- 5Y*
- 5.26%
- 10Y*
- 9.16%
FRQKX
- 1D
- 0.25%
- 1M
- -3.18%
- YTD
- -0.48%
- 6M
- 0.80%
- 1Y
- 7.18%
- 3Y*
- 6.11%
- 5Y*
- 2.52%
- 10Y*
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JLKOX vs. FRQKX - Expense Ratio Comparison
JLKOX has a 0.05% expense ratio, which is lower than FRQKX's 0.36% expense ratio.
Return for Risk
JLKOX vs. FRQKX — Risk / Return Rank
JLKOX
FRQKX
JLKOX vs. FRQKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multimanager 2050 Lifetime Portfolio (JLKOX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). 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.
| JLKOX | FRQKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 1.58 | -1.14 |
Sortino ratioReturn per unit of downside risk | 0.76 | 2.20 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.32 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 2.12 | -1.94 |
Martin ratioReturn relative to average drawdown | 0.66 | 8.53 | -7.87 |
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
| JLKOX | FRQKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.58 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.46 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.68 | -0.18 |
Correlation
The correlation between JLKOX and FRQKX is 0.74, 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
JLKOX vs. FRQKX - Dividend Comparison
JLKOX's dividend yield for the trailing twelve months is around 1.98%, less than FRQKX's 3.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLKOX John Hancock Funds Multimanager 2050 Lifetime Portfolio | 1.98% | 1.89% | 3.22% | 3.22% | 18.51% | 9.85% | 4.79% | 9.55% | 12.92% | 4.02% | 6.43% | 5.53% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | 3.27% | 3.09% | 2.91% | 2.86% | 5.12% | 6.11% | 3.61% | 2.57% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JLKOX vs. FRQKX - Drawdown Comparison
The maximum JLKOX drawdown since its inception was -32.04%, which is greater than FRQKX's maximum drawdown of -16.97%. Use the drawdown chart below to compare losses from any high point for JLKOX and FRQKX.
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Drawdown Indicators
| JLKOX | FRQKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.04% | -16.97% | -15.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -3.42% | -8.28% |
Max Drawdown (5Y)Largest decline over 5 years | -28.08% | -16.97% | -11.11% |
Max Drawdown (10Y)Largest decline over 10 years | -32.04% | — | — |
Current DrawdownCurrent decline from peak | -10.45% | -3.18% | -7.27% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -3.95% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 0.85% | +3.63% |
Volatility
JLKOX vs. FRQKX - Volatility Comparison
John Hancock Funds Multimanager 2050 Lifetime Portfolio (JLKOX) has a higher volatility of 5.36% compared to Fidelity Managed Retirement 2010 Fund Class K (FRQKX) at 1.97%. This indicates that JLKOX's price experiences larger fluctuations and is considered to be riskier than FRQKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLKOX | FRQKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 1.97% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 2.87% | +8.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.94% | 4.62% | +14.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 5.52% | +10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 5.77% | +10.67% |