JLMRX vs. JHNBX
JLMRX (John Hancock Funds Multi-Index Lifestyle Moderate Portfolio) and JHNBX (John Hancock Bond Fund) are both mutual funds - JLMRX is a Diversified Portfolio fund managed by John Hancock, while JHNBX is a Intermediate Core-Plus Bond fund managed by John Hancock. Over the past 10 years, JLMRX returned 5.71%/yr vs 1.89%/yr for JHNBX. Their 0.32 correlation means their historical movements had little consistent relationship. JLMRX charges 0.45%/yr vs 0.76%/yr for JHNBX.
Performance
JLMRX vs. JHNBX - Performance Comparison
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Returns By Period
In the year-to-date period, JLMRX achieves a 5.23% return, which is significantly higher than JHNBX's -0.74% return. Over the past 10 years, JLMRX has outperformed JHNBX with an annualized return of 5.71%, while JHNBX has yielded a comparatively lower 1.89% annualized 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%
JHNBX
- 1D
- 0.08%
- 1M
- -1.33%
- 6M
- -1.15%
- YTD
- -0.74%
- 1Y
- 2.11%
- 3Y*
- 4.01%
- 5Y*
- -0.59%
- 10Y*
- 1.89%
- ALL TIME*
- 4.17%
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. JHNBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLMRX John Hancock Funds Multi-Index Lifestyle Moderate Portfolio | 5.23% | 11.91% | 7.45% | 11.20% | -13.79% | 7.42% | 10.21% | 16.25% | -3.93% | 8.36% |
JHNBX John Hancock Bond Fund | -0.74% | 7.53% | 1.97% | 6.24% | -15.22% | -0.68% | 10.31% | 10.09% | -1.15% | 4.94% |
Correlation
The correlation between JLMRX and JHNBX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.32 |
Over the past year, JLMRX and JHNBX have become more correlated (0.59) than their long-term average of 0.32, meaning their price movements have been converging.
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Return for Risk
JLMRX vs. JHNBX — Risk / Return Rank
JLMRX
JHNBX
JLMRX vs. JHNBX - 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 John Hancock Bond Fund (JHNBX). 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 | JHNBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.14 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.00 | +1.22 |
| Martin ratioReturn relative to average drawdown | 9.47 | 2.55 | +6.92 |
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Drawdowns
JLMRX vs. JHNBX - Drawdown Comparison
The maximum JLMRX drawdown since its inception was -20.60%, smaller than the maximum JHNBX drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for JLMRX and JHNBX.
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Drawdown Indicators
| JLMRX | JHNBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.60% | -24.74% | +4.14% |
Max Drawdown (1Y)Largest decline over 1 year | -4.79% | -3.25% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -6.98% | -5.67% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -19.46% | -20.13% | +0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -20.60% | -20.13% | -0.47% |
Current DrawdownCurrent decline from peak | -0.81% | -3.11% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -4.14% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 1.27% | -0.15% |
Volatility
JLMRX vs. JHNBX - Volatility Comparison
John Hancock Funds Multi-Index Lifestyle Moderate Portfolio (JLMRX) has a higher volatility of 1.77% compared to John Hancock Bond Fund (JHNBX) at 1.03%. This indicates that JLMRX's price experiences larger fluctuations and is considered to be riskier than JHNBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLMRX | JHNBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 1.03% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 3.11% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.36% | 3.92% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.32% | 5.89% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.53% | 4.93% | +3.60% |
JLMRX vs. JHNBX - Expense Ratio Comparison
JLMRX has a 0.45% expense ratio, which is lower than JHNBX's 0.76% expense ratio.
Dividends
JLMRX vs. JHNBX - Dividend Comparison
JLMRX's dividend yield for the trailing twelve months is around 3.01%, less than JHNBX's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHNBX John Hancock Bond Fund | 4.20% | 4.41% | 4.14% | 3.80% | 2.93% | 3.30% | 5.50% | 3.75% | 3.51% | 3.23% | 3.19% | 3.48% |
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 JHNBX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JLMRX has higher volatility (1.77%) compared to JHNBX (1.03%). In terms of maximum drawdown, JLMRX dropped -20.60% vs JHNBX's -24.74%.
JLMRX currently has the higher Sharpe Ratio (1.67 vs 0.83), 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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