JLMRX vs. FSRKX
JLMRX (John Hancock Funds Multi-Index Lifestyle Moderate Portfolio) and FSRKX (Fidelity Strategic Real Return Fund Class K6) are both Diversified Portfolio funds. Over the past 5 years, JLMRX returned 4.31%/yr vs 5.72%/yr for FSRKX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. JLMRX charges 0.45%/yr vs 0.51%/yr for FSRKX.
Performance
JLMRX vs. FSRKX - Performance Comparison
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Returns By Period
In the year-to-date period, JLMRX achieves a 5.23% return, which is significantly lower than FSRKX's 6.99% return.
JLMRX
- 1D
- 0.74%
- 1M
- -0.33%
- 6M
- 3.55%
- YTD
- 5.23%
- 1Y
- 11.05%
- 3Y*
- 9.35%
- 5Y*
- 4.31%
- 10Y*
- 5.71%
- ALL TIME*
- 5.47%
FSRKX
- 1D
- 0.00%
- 1M
- 0.64%
- 6M
- 3.39%
- YTD
- 6.99%
- 1Y
- 13.35%
- 3Y*
- 8.30%
- 5Y*
- 5.72%
- 10Y*
- —
- ALL TIME*
- 6.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JLMRX vs. FSRKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JLMRX John Hancock Funds Multi-Index Lifestyle Moderate Portfolio | 5.23% | 11.91% | 7.45% | 11.20% | -13.79% | 7.42% | 10.21% | 4.06% |
FSRKX Fidelity Strategic Real Return Fund Class K6 | 6.99% | 10.59% | 6.00% | 4.81% | -3.13% | 16.06% | 3.94% | 1.66% |
Correlation
The correlation between JLMRX and FSRKX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2019 | 0.68 |
Over the past year, the correlation between JLMRX and FSRKX has dropped to 0.44 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
JLMRX vs. FSRKX — Risk / Return Rank
JLMRX
FSRKX
JLMRX vs. FSRKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index Lifestyle Moderate Portfolio (JLMRX) and Fidelity Strategic Real Return Fund Class K6 (FSRKX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JLMRX | FSRKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.50 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.55 | -1.33 |
| Martin ratioReturn relative to average drawdown | 9.47 | 11.71 | -2.24 |
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Drawdowns
JLMRX vs. FSRKX - Drawdown Comparison
The maximum JLMRX drawdown since its inception was -20.60%, roughly equal to the maximum FSRKX drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for JLMRX and FSRKX.
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Drawdown Indicators
| JLMRX | FSRKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.60% | -19.93% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -4.79% | -3.60% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -6.98% | -5.84% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -19.46% | -12.74% | -6.72% |
Max Drawdown (10Y)Largest decline over 10 years | -20.60% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -2.37% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -3.19% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 1.11% | +0.01% |
Volatility
JLMRX vs. FSRKX - Volatility Comparison
John Hancock Funds Multi-Index Lifestyle Moderate Portfolio (JLMRX) and Fidelity Strategic Real Return Fund Class K6 (FSRKX) have volatilities of 1.77% and 1.83%, 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
| JLMRX | FSRKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 1.83% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 3.90% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.36% | 5.06% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.32% | 6.94% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.53% | 7.75% | +0.78% |
JLMRX vs. FSRKX - Expense Ratio Comparison
JLMRX has a 0.45% expense ratio, which is lower than FSRKX's 0.51% expense ratio.
Dividends
JLMRX vs. FSRKX - Dividend Comparison
JLMRX's dividend yield for the trailing twelve months is around 3.01%, less than FSRKX's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSRKX Fidelity Strategic Real Return Fund Class K6 | 3.29% | 4.83% | 4.98% | 5.38% | 7.38% | 5.43% | 2.31% | 1.16% | 0.00% | 0.00% | 0.00% | 0.00% |
JLMRX John Hancock Funds Multi-Index Lifestyle Moderate Portfolio | 3.01% | 3.13% | 3.06% | 3.05% | 6.73% | 5.05% | 4.11% | 5.53% | 6.16% | 2.18% | 2.98% | 2.41% |
Frequently Asked Questions
JLMRX and FSRKX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSRKX has higher volatility (1.83%) compared to JLMRX (1.77%). In terms of maximum drawdown, JLMRX dropped -20.60% vs FSRKX's -19.93%.
FSRKX currently has the higher Sharpe Ratio (2.56 vs 1.67), 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.
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