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JRLLX vs. FFTHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRLLX vs. FFTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Multi-Index 2015 Lifetime Portfolio (JRLLX) and Fidelity Freedom 2035 Fund (FFTHX). The values are adjusted to include any dividend payments, if applicable.

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JRLLX vs. FFTHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JRLLX
John Hancock Funds Multi-Index 2015 Lifetime Portfolio
-0.73%11.58%6.79%10.68%-12.86%8.33%9.82%17.10%-3.86%7.77%
FFTHX
Fidelity Freedom 2035 Fund
-2.36%19.16%11.03%17.67%-17.67%14.44%17.14%24.49%-8.40%20.73%

Returns By Period

In the year-to-date period, JRLLX achieves a -0.73% return, which is significantly higher than FFTHX's -2.36% return. Over the past 10 years, JRLLX has underperformed FFTHX with an annualized return of 5.71%, while FFTHX has yielded a comparatively higher 9.67% annualized return.


JRLLX

1D
0.09%
1M
-4.12%
YTD
-0.73%
6M
1.02%
1Y
8.86%
3Y*
8.02%
5Y*
4.16%
10Y*
5.71%

FFTHX

1D
-0.06%
1M
-7.22%
YTD
-2.36%
6M
0.40%
1Y
15.46%
3Y*
12.61%
5Y*
6.45%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRLLX vs. FFTHX - Expense Ratio Comparison

JRLLX has a 0.17% expense ratio, which is lower than FFTHX's 0.71% expense ratio.


Return for Risk

JRLLX vs. FFTHX — Risk / Return Rank

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

JRLLX
JRLLX Risk / Return Rank: 7373
Overall Rank
JRLLX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JRLLX Sortino Ratio Rank: 7575
Sortino Ratio Rank
JRLLX Omega Ratio Rank: 7575
Omega Ratio Rank
JRLLX Calmar Ratio Rank: 6666
Calmar Ratio Rank
JRLLX Martin Ratio Rank: 7676
Martin Ratio Rank

FFTHX
FFTHX Risk / Return Rank: 7474
Overall Rank
FFTHX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FFTHX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FFTHX Omega Ratio Rank: 7373
Omega Ratio Rank
FFTHX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FFTHX Martin Ratio Rank: 7676
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.

JRLLX vs. FFTHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index 2015 Lifetime Portfolio (JRLLX) and Fidelity Freedom 2035 Fund (FFTHX). 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.


JRLLXFFTHXDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.29

+0.07

Sortino ratio

Return per unit of downside risk

1.90

1.83

+0.07

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratio

Return relative to maximum drawdown

1.57

1.63

-0.06

Martin ratio

Return relative to average drawdown

7.36

7.29

+0.07

JRLLX vs. FFTHX - Sharpe Ratio Comparison

The current JRLLX Sharpe Ratio is 1.36, which is comparable to the FFTHX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of JRLLX and FFTHX, 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


JRLLXFFTHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.29

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.53

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.72

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.46

+0.17

Correlation

The correlation between JRLLX and FFTHX is 0.93, 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

JRLLX vs. FFTHX - Dividend Comparison

JRLLX's dividend yield for the trailing twelve months is around 3.93%, less than FFTHX's 5.15% yield.


TTM20252024202320222021202020192018201720162015
JRLLX
John Hancock Funds Multi-Index 2015 Lifetime Portfolio
3.93%3.90%3.46%3.22%5.01%6.68%6.00%6.84%7.78%3.20%3.78%2.17%
FFTHX
Fidelity Freedom 2035 Fund
5.15%5.03%2.75%1.86%11.21%11.62%5.93%6.75%7.66%3.17%4.00%5.97%

Drawdowns

JRLLX vs. FFTHX - Drawdown Comparison

The maximum JRLLX drawdown since its inception was -21.29%, smaller than the maximum FFTHX drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for JRLLX and FFTHX.


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Drawdown Indicators


JRLLXFFTHXDifference

Max Drawdown

Largest peak-to-trough decline

-21.29%

-52.86%

+31.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.53%

-8.78%

+3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-25.94%

+7.42%

Max Drawdown (10Y)

Largest decline over 10 years

-21.29%

-28.81%

+7.52%

Current Drawdown

Current decline from peak

-4.12%

-7.52%

+3.40%

Average Drawdown

Average peak-to-trough decline

-2.97%

-7.00%

+4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

1.96%

-0.78%

Volatility

JRLLX vs. FFTHX - Volatility Comparison

The current volatility for John Hancock Funds Multi-Index 2015 Lifetime Portfolio (JRLLX) is 2.40%, while Fidelity Freedom 2035 Fund (FFTHX) has a volatility of 4.39%. This indicates that JRLLX experiences smaller price fluctuations and is considered to be less risky than FFTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRLLXFFTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

4.39%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

7.13%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

6.72%

12.01%

-5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.84%

12.31%

-4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.61%

13.48%

-4.87%