JRLLX vs. FRKMX
Compare and contrast key facts about John Hancock Funds Multi-Index 2015 Lifetime Portfolio (JRLLX) and Fidelity Managed Retirement Income Fund Class K (FRKMX).
JRLLX is managed by John Hancock. It was launched on Nov 6, 2013. FRKMX is managed by BlackRock. It was launched on Aug 1, 2019.
Performance
JRLLX vs. FRKMX - Performance Comparison
Loading graphics...
JRLLX vs. FRKMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JRLLX John Hancock Funds Multi-Index 2015 Lifetime Portfolio | -0.73% | 11.58% | 6.79% | 10.68% | -12.86% | 8.33% | 9.82% | 5.07% |
FRKMX Fidelity Managed Retirement Income Fund Class K | -0.48% | 9.91% | 4.40% | 8.17% | -11.57% | 2.88% | 8.68% | 3.08% |
Returns By Period
In the year-to-date period, JRLLX achieves a -0.73% return, which is significantly lower than FRKMX's -0.48% 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%
FRKMX
- 1D
- 0.26%
- 1M
- -2.78%
- YTD
- -0.48%
- 6M
- 0.60%
- 1Y
- 6.86%
- 3Y*
- 6.03%
- 5Y*
- 2.48%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JRLLX vs. FRKMX - Expense Ratio Comparison
JRLLX has a 0.17% expense ratio, which is lower than FRKMX's 0.35% expense ratio.
Return for Risk
JRLLX vs. FRKMX — Risk / Return Rank
JRLLX
FRKMX
JRLLX vs. FRKMX - 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 Managed Retirement Income Fund Class K (FRKMX). 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.
| JRLLX | FRKMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.59 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.90 | 2.20 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.32 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.13 | -0.56 |
Martin ratioReturn relative to average drawdown | 7.36 | 8.58 | -1.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JRLLX | FRKMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.59 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.48 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.69 | -0.05 |
Correlation
The correlation between JRLLX and FRKMX is 0.86, 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. FRKMX - Dividend Comparison
JRLLX's dividend yield for the trailing twelve months is around 3.93%, more than FRKMX's 3.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FRKMX Fidelity Managed Retirement Income Fund Class K | 3.27% | 3.11% | 3.12% | 2.92% | 4.66% | 3.65% | 2.56% | 1.85% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JRLLX vs. FRKMX - Drawdown Comparison
The maximum JRLLX drawdown since its inception was -21.29%, which is greater than FRKMX's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for JRLLX and FRKMX.
Loading graphics...
Drawdown Indicators
| JRLLX | FRKMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.29% | -16.04% | -5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.53% | -3.42% | -2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -18.52% | -16.04% | -2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -21.29% | — | — |
Current DrawdownCurrent decline from peak | -4.12% | -3.17% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -3.64% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 0.85% | +0.33% |
Volatility
JRLLX vs. FRKMX - Volatility Comparison
John Hancock Funds Multi-Index 2015 Lifetime Portfolio (JRLLX) has a higher volatility of 2.40% compared to Fidelity Managed Retirement Income Fund Class K (FRKMX) at 1.96%. This indicates that JRLLX's price experiences larger fluctuations and is considered to be riskier than FRKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JRLLX | FRKMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 1.96% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 3.78% | 2.86% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.72% | 4.58% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.84% | 5.22% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.61% | 5.13% | +3.48% |