JLMRX vs. TAGRX
JLMRX (John Hancock Funds Multi-Index Lifestyle Moderate Portfolio) and TAGRX (John Hancock Fundamental Large Cap Core Fund) are both mutual funds - JLMRX is a Diversified Portfolio fund managed by John Hancock, while TAGRX is a Large Cap Blend Equities fund managed by John Hancock. Over the past 10 years, JLMRX returned 5.71%/yr vs 12.00%/yr for TAGRX. Their correlation of 0.84 means they have usually moved in the same direction. JLMRX charges 0.45%/yr vs 1.01%/yr for TAGRX.
Performance
JLMRX vs. TAGRX - 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 TAGRX's 1.91% return. Over the past 10 years, JLMRX has underperformed TAGRX with an annualized return of 5.71%, while TAGRX has yielded a comparatively higher 12.00% 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%
TAGRX
- 1D
- 0.59%
- 1M
- -0.19%
- 6M
- 1.77%
- YTD
- 1.91%
- 1Y
- 11.73%
- 3Y*
- 13.14%
- 5Y*
- 7.31%
- 10Y*
- 12.00%
- ALL TIME*
- 8.71%
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. TAGRX - 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% |
TAGRX John Hancock Fundamental Large Cap Core Fund | 1.91% | 9.98% | 21.14% | 32.23% | -24.86% | 29.16% | 20.55% | 35.06% | -14.09% | 19.63% |
Correlation
The correlation between JLMRX and TAGRX is 0.80, 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. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.84 |
The correlation between JLMRX and TAGRX has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
JLMRX vs. TAGRX — Risk / Return Rank
JLMRX
TAGRX
JLMRX vs. TAGRX - 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 Fundamental Large Cap Core Fund (TAGRX). 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 | TAGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.12 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 0.61 | +1.61 |
| Martin ratioReturn relative to average drawdown | 9.47 | 2.06 | +7.41 |
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Drawdowns
JLMRX vs. TAGRX - Drawdown Comparison
The maximum JLMRX drawdown since its inception was -20.60%, smaller than the maximum TAGRX drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for JLMRX and TAGRX.
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Drawdown Indicators
| JLMRX | TAGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.60% | -58.45% | +37.85% |
Max Drawdown (1Y)Largest decline over 1 year | -4.79% | -14.04% | +9.25% |
Max Drawdown (3Y)Largest decline over 3 years | -6.98% | -26.11% | +19.13% |
Max Drawdown (5Y)Largest decline over 5 years | -19.46% | -29.10% | +9.64% |
Max Drawdown (10Y)Largest decline over 10 years | -20.60% | -36.96% | +16.36% |
Current DrawdownCurrent decline from peak | -0.81% | -2.14% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -11.51% | +8.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 4.17% | -3.05% |
Volatility
JLMRX vs. TAGRX - Volatility Comparison
The current volatility for John Hancock Funds Multi-Index Lifestyle Moderate Portfolio (JLMRX) is 1.77%, while John Hancock Fundamental Large Cap Core Fund (TAGRX) has a volatility of 3.54%. This indicates that JLMRX experiences smaller price fluctuations and is considered to be less risky than TAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLMRX | TAGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 3.54% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 10.39% | -5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.36% | 13.47% | -7.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.32% | 20.26% | -11.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.53% | 20.46% | -11.93% |
JLMRX vs. TAGRX - Expense Ratio Comparison
JLMRX has a 0.45% expense ratio, which is lower than TAGRX's 1.01% expense ratio.
Dividends
JLMRX vs. TAGRX - Dividend Comparison
JLMRX's dividend yield for the trailing twelve months is around 3.01%, less than TAGRX's 11.87% 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% |
TAGRX John Hancock Fundamental Large Cap Core Fund | 11.87% | 12.09% | 13.00% | 6.67% | 6.76% | 7.82% | 0.30% | 0.53% | 14.05% | 8.22% | 2.96% | 1.22% |
Frequently Asked Questions
JLMRX and TAGRX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TAGRX has higher volatility (3.54%) compared to JLMRX (1.77%). In terms of maximum drawdown, JLMRX dropped -20.60% vs TAGRX's -58.45%.
JLMRX currently has the higher Sharpe Ratio (1.67 vs 0.64), 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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