JLMRX vs. SVBAX
JLMRX (John Hancock Funds Multi-Index Lifestyle Moderate Portfolio) and SVBAX (John Hancock Balanced Fund) are both Diversified Portfolio funds from John Hancock. Over the past 10 years, JLMRX returned 5.71%/yr vs 9.70%/yr for SVBAX. Their correlation of 0.91 means they have usually moved in the same direction. JLMRX charges 0.45%/yr vs 1.03%/yr for SVBAX.
Performance
JLMRX vs. SVBAX - 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 SVBAX's 9.73% return. Over the past 10 years, JLMRX has underperformed SVBAX with an annualized return of 5.71%, while SVBAX has yielded a comparatively higher 9.70% 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%
SVBAX
- 1D
- 1.78%
- 1M
- -0.37%
- 6M
- 7.75%
- YTD
- 9.73%
- 1Y
- 19.32%
- 3Y*
- 14.79%
- 5Y*
- 8.31%
- 10Y*
- 9.70%
- ALL TIME*
- 7.86%
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. SVBAX - 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% |
SVBAX John Hancock Balanced Fund | 9.73% | 15.69% | 13.31% | 18.22% | -15.79% | 14.49% | 15.97% | 21.28% | -5.02% | 13.40% |
Correlation
The correlation between JLMRX and SVBAX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.91 |
The correlation between JLMRX and SVBAX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
JLMRX vs. SVBAX — Risk / Return Rank
JLMRX
SVBAX
JLMRX vs. SVBAX - 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 Balanced Fund (SVBAX). 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 | SVBAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.23 | -1.01 |
| Martin ratioReturn relative to average drawdown | 9.47 | 14.71 | -5.25 |
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Drawdowns
JLMRX vs. SVBAX - Drawdown Comparison
The maximum JLMRX drawdown since its inception was -20.60%, smaller than the maximum SVBAX drawdown of -40.81%. Use the drawdown chart below to compare losses from any high point for JLMRX and SVBAX.
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Drawdown Indicators
| JLMRX | SVBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.60% | -40.81% | +20.21% |
Max Drawdown (1Y)Largest decline over 1 year | -4.79% | -5.57% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -6.98% | -12.06% | +5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.46% | -20.53% | +1.07% |
Max Drawdown (10Y)Largest decline over 10 years | -20.60% | -21.00% | +0.40% |
Current DrawdownCurrent decline from peak | -0.81% | -1.05% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -5.22% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 1.22% | -0.10% |
Volatility
JLMRX vs. SVBAX - Volatility Comparison
The current volatility for John Hancock Funds Multi-Index Lifestyle Moderate Portfolio (JLMRX) is 1.77%, while John Hancock Balanced Fund (SVBAX) has a volatility of 2.82%. This indicates that JLMRX experiences smaller price fluctuations and is considered to be less risky than SVBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLMRX | SVBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 2.82% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 7.40% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.36% | 9.09% | -2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.32% | 10.92% | -2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.53% | 10.81% | -2.28% |
JLMRX vs. SVBAX - Expense Ratio Comparison
JLMRX has a 0.45% expense ratio, which is lower than SVBAX's 1.03% expense ratio.
Dividends
JLMRX vs. SVBAX - Dividend Comparison
JLMRX's dividend yield for the trailing twelve months is around 3.01%, less than SVBAX's 11.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SVBAX John Hancock Balanced Fund | 11.42% | 12.45% | 3.72% | 1.48% | 1.60% | 2.73% | 1.60% | 2.19% | 8.06% | 3.51% | 1.70% | 4.57% |
Frequently Asked Questions
With a correlation of 0.93, JLMRX and SVBAX 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.
SVBAX has higher volatility (2.82%) compared to JLMRX (1.77%). In terms of maximum drawdown, JLMRX dropped -20.60% vs SVBAX's -40.81%.
SVBAX currently has the higher Sharpe Ratio (1.98 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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