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JLKOX vs. JLKUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JLKOX vs. JLKUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Multimanager 2050 Lifetime Portfolio (JLKOX) and John Hancock Funds Multimanager 2055 Lifetime Portfolio (JLKUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JLKOX having a 12.66% return and JLKUX slightly lower at 12.61%. Both investments have delivered pretty close results over the past 10 years, with JLKOX having a 10.73% annualized return and JLKUX not far ahead at 10.80%.


JLKOX

1D
-0.71%
1M
3.92%
YTD
12.66%
6M
7.43%
1Y
20.58%
3Y*
17.02%
5Y*
7.58%
10Y*
10.73%

JLKUX

1D
-0.73%
1M
3.88%
YTD
12.61%
6M
8.04%
1Y
21.26%
3Y*
17.27%
5Y*
7.71%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JLKOX vs. JLKUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JLKOX
John Hancock Funds Multimanager 2050 Lifetime Portfolio
12.66%12.30%15.50%18.67%-19.67%15.80%20.38%24.75%-8.96%18.37%
JLKUX
John Hancock Funds Multimanager 2055 Lifetime Portfolio
12.61%12.97%15.52%18.68%-19.64%15.82%20.34%24.86%-8.96%18.41%

Correlation

The correlation between JLKOX and JLKUX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2014

1.00

The correlation between JLKOX and JLKUX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

JLKOX vs. JLKUX — Risk / Return Rank

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

JLKOX
JLKOX Risk / Return Rank: 3737
Overall Rank
JLKOX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JLKOX Sortino Ratio Rank: 3131
Sortino Ratio Rank
JLKOX Omega Ratio Rank: 3939
Omega Ratio Rank
JLKOX Calmar Ratio Rank: 3939
Calmar Ratio Rank
JLKOX Martin Ratio Rank: 4141
Martin Ratio Rank

JLKUX
JLKUX Risk / Return Rank: 4343
Overall Rank
JLKUX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JLKUX Sortino Ratio Rank: 3535
Sortino Ratio Rank
JLKUX Omega Ratio Rank: 4343
Omega Ratio Rank
JLKUX Calmar Ratio Rank: 4646
Calmar Ratio Rank
JLKUX Martin Ratio Rank: 5050
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.

JLKOX vs. JLKUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multimanager 2050 Lifetime Portfolio (JLKOX) and John Hancock Funds Multimanager 2055 Lifetime Portfolio (JLKUX). 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.


JLKOXJLKUXDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.32

1.33

-0.01

Calmar ratioReturn relative to maximum drawdown

2.29

2.51

-0.22

Martin ratioReturn relative to average drawdown

8.55

9.79

-1.24

JLKOX vs. JLKUX - Sharpe Ratio Comparison

The current JLKOX Sharpe Ratio is 1.68, which is comparable to the JLKUX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of JLKOX and JLKUX, 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


JLKOXJLKUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.77

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.49

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.66

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.59

-0.02

Drawdowns

JLKOX vs. JLKUX - Drawdown Comparison

The maximum JLKOX drawdown since its inception was -32.04%, roughly equal to the maximum JLKUX drawdown of -32.07%. Use the drawdown chart below to compare losses from any high point for JLKOX and JLKUX.


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Drawdown Indicators


JLKOXJLKUXDifference

Max Drawdown

Largest peak-to-trough decline

-32.04%

-32.07%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.45%

-9.86%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-16.96%

-16.88%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-28.12%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

-32.07%

+0.03%

Current Drawdown

Current decline from peak

-0.71%

-0.73%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.22%

-5.30%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.39%

+0.25%

Volatility

JLKOX vs. JLKUX - Volatility Comparison

John Hancock Funds Multimanager 2050 Lifetime Portfolio (JLKOX) and John Hancock Funds Multimanager 2055 Lifetime Portfolio (JLKUX) have volatilities of 3.99% and 3.96%, 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


JLKOXJLKUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

3.96%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

11.53%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.24%

14.01%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

16.21%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

16.51%

+0.02%

JLKOX vs. JLKUX - Expense Ratio Comparison

Both JLKOX and JLKUX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

JLKOX vs. JLKUX - Dividend Comparison

JLKOX's dividend yield for the trailing twelve months is around 1.68%, more than JLKUX's 1.66% yield.


PositionTTM20252024202320222021202020192018201720162015
JLKOX
John Hancock Funds Multimanager 2050 Lifetime Portfolio
1.68%1.89%3.22%3.22%18.51%9.85%4.79%9.55%12.92%4.02%6.43%5.53%
JLKUX
John Hancock Funds Multimanager 2055 Lifetime Portfolio
1.66%1.87%3.23%3.28%15.00%9.92%4.36%8.74%11.46%3.34%4.83%2.95%

Frequently Asked Questions


With a correlation of 1.00, JLKOX and JLKUX 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.

JLKOX has higher volatility (3.99%) compared to JLKUX (3.96%). In terms of maximum drawdown, JLKOX dropped -32.04% vs JLKUX's -32.07%.

JLKUX currently has the higher Sharpe Ratio (1.77 vs 1.68), 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.

Portfolio Optimizer

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