JLKOX vs. JVMIX
Compare and contrast key facts about John Hancock Funds Multimanager 2050 Lifetime Portfolio (JLKOX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
JLKOX is managed by John Hancock. It was launched on Apr 28, 2011. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Performance
JLKOX vs. JVMIX - Performance Comparison
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JLKOX vs. JVMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLKOX John Hancock Funds Multimanager 2050 Lifetime Portfolio | -1.76% | 12.30% | 15.50% | 18.67% | -19.67% | 15.80% | 20.38% | 24.75% | -8.96% | 18.37% |
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, JLKOX achieves a -1.76% return, which is significantly lower than JVMIX's 1.16% return. Over the past 10 years, JLKOX has underperformed JVMIX with an annualized return of 9.49%, while JVMIX has yielded a comparatively higher 10.12% annualized return.
JLKOX
- 1D
- 2.99%
- 1M
- -6.22%
- YTD
- -1.76%
- 6M
- -4.82%
- 1Y
- 11.68%
- 3Y*
- 12.53%
- 5Y*
- 5.60%
- 10Y*
- 9.49%
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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JLKOX vs. JVMIX - Expense Ratio Comparison
JLKOX has a 0.05% expense ratio, which is lower than JVMIX's 0.87% expense ratio.
Return for Risk
JLKOX vs. JVMIX — Risk / Return Rank
JLKOX
JVMIX
JLKOX vs. JVMIX - 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 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.
| JLKOX | JVMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.80 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.25 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.16 | -0.78 |
Martin ratioReturn relative to average drawdown | 1.40 | 4.73 | -3.34 |
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 | JVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.80 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.45 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.50 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.29 | +0.22 |
Correlation
The correlation between JLKOX and JVMIX is 0.87, 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. JVMIX - Dividend Comparison
JLKOX's dividend yield for the trailing twelve months is around 1.92%, less than JVMIX's 9.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLKOX John Hancock Funds Multimanager 2050 Lifetime Portfolio | 1.92% | 1.89% | 3.22% | 3.22% | 18.51% | 9.85% | 4.79% | 9.55% | 12.92% | 4.02% | 6.43% | 5.53% |
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
JLKOX vs. JVMIX - Drawdown Comparison
The maximum JLKOX drawdown since its inception was -32.04%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JLKOX and JVMIX.
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Drawdown Indicators
| JLKOX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.04% | -67.04% | +35.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -13.22% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -28.08% | -21.13% | -6.95% |
Max Drawdown (10Y)Largest decline over 10 years | -32.04% | -42.64% | +10.60% |
Current DrawdownCurrent decline from peak | -7.77% | -6.93% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -13.43% | +8.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 3.23% | +1.28% |
Volatility
JLKOX vs. JVMIX - Volatility Comparison
John Hancock Funds Multimanager 2050 Lifetime Portfolio (JLKOX) has a higher volatility of 6.36% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 4.40%. This indicates that JLKOX'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
| JLKOX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 4.40% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 9.77% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.15% | 18.11% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 18.44% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 20.31% | -3.84% |