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JLKYX vs. FFFCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JLKYX vs. FFFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX) and Fidelity Freedom 2010 Fund (FFFCX). The values are adjusted to include any dividend payments, if applicable.

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JLKYX vs. FFFCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JLKYX
John Hancock Funds Multi-Index 2055 Lifetime Portfolio
-1.36%20.04%15.41%18.53%-18.04%18.38%16.13%25.07%-8.32%17.29%
FFFCX
Fidelity Freedom 2010 Fund
0.41%11.39%5.26%9.82%-13.21%5.64%11.09%14.34%-3.74%12.48%

Returns By Period

In the year-to-date period, JLKYX achieves a -1.36% return, which is significantly lower than FFFCX's 0.41% return. Over the past 10 years, JLKYX has outperformed FFFCX with an annualized return of 10.33%, while FFFCX has yielded a comparatively lower 5.51% annualized return.


JLKYX

1D
2.78%
1M
-5.68%
YTD
-1.36%
6M
1.09%
1Y
19.55%
3Y*
15.25%
5Y*
8.08%
10Y*
10.33%

FFFCX

1D
1.02%
1M
-2.43%
YTD
0.41%
6M
1.73%
1Y
9.26%
3Y*
7.44%
5Y*
3.17%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JLKYX vs. FFFCX - Expense Ratio Comparison

JLKYX has a 0.01% expense ratio, which is lower than FFFCX's 0.49% expense ratio.


Return for Risk

JLKYX vs. FFFCX — Risk / Return Rank

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

JLKYX
JLKYX Risk / Return Rank: 6666
Overall Rank
JLKYX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JLKYX Sortino Ratio Rank: 6464
Sortino Ratio Rank
JLKYX Omega Ratio Rank: 6464
Omega Ratio Rank
JLKYX Calmar Ratio Rank: 6666
Calmar Ratio Rank
JLKYX Martin Ratio Rank: 7575
Martin Ratio Rank

FFFCX
FFFCX Risk / Return Rank: 8686
Overall Rank
FFFCX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FFFCX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FFFCX Omega Ratio Rank: 8585
Omega Ratio Rank
FFFCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFFCX Martin Ratio Rank: 8686
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.

JLKYX vs. FFFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX) and Fidelity Freedom 2010 Fund (FFFCX). 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.


JLKYXFFFCXDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.73

-0.50

Sortino ratio

Return per unit of downside risk

1.78

2.41

-0.62

Omega ratio

Gain probability vs. loss probability

1.26

1.36

-0.09

Calmar ratio

Return relative to maximum drawdown

1.74

2.39

-0.66

Martin ratio

Return relative to average drawdown

8.09

9.45

-1.35

JLKYX vs. FFFCX - Sharpe Ratio Comparison

The current JLKYX Sharpe Ratio is 1.22, which is comparable to the FFFCX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of JLKYX and FFFCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JLKYXFFFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.73

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.50

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.88

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.67

-0.08

Correlation

The correlation between JLKYX and FFFCX is 0.88, 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

JLKYX vs. FFFCX - Dividend Comparison

JLKYX's dividend yield for the trailing twelve months is around 3.66%, less than FFFCX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
JLKYX
John Hancock Funds Multi-Index 2055 Lifetime Portfolio
3.66%3.61%1.77%2.16%8.08%5.71%3.88%8.54%10.69%4.33%3.23%1.75%
FFFCX
Fidelity Freedom 2010 Fund
4.95%4.97%2.99%2.72%7.23%9.33%6.01%5.78%6.98%4.82%3.22%3.68%

Drawdowns

JLKYX vs. FFFCX - Drawdown Comparison

The maximum JLKYX drawdown since its inception was -32.55%, smaller than the maximum FFFCX drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for JLKYX and FFFCX.


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Drawdown Indicators


JLKYXFFFCXDifference

Max Drawdown

Largest peak-to-trough decline

-32.55%

-36.88%

+4.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-4.00%

-7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.75%

-18.35%

-7.40%

Max Drawdown (10Y)

Largest decline over 10 years

-32.55%

-18.35%

-14.20%

Current Drawdown

Current decline from peak

-6.63%

-2.82%

-3.81%

Average Drawdown

Average peak-to-trough decline

-4.71%

-4.60%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

1.01%

+1.48%

Volatility

JLKYX vs. FFFCX - Volatility Comparison

John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX) has a higher volatility of 5.95% compared to Fidelity Freedom 2010 Fund (FFFCX) at 2.59%. This indicates that JLKYX's price experiences larger fluctuations and is considered to be riskier than FFFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JLKYXFFFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

2.59%

+3.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

3.56%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

5.56%

+10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

6.33%

+8.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

6.28%

+9.88%