PortfoliosLab logoPortfoliosLab logo
JRLLX vs. JVMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRLLX vs. JVMIX - 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 John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JRLLX vs. JVMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JRLLX
John Hancock Funds Multi-Index 2015 Lifetime Portfolio
0.36%11.58%6.79%10.68%-12.86%8.33%9.82%17.10%-3.86%7.77%
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
1.16%11.28%10.46%16.64%-7.09%26.85%5.90%30.13%-14.90%15.10%

Returns By Period

In the year-to-date period, JRLLX achieves a 0.36% return, which is significantly lower than JVMIX's 1.16% return. Over the past 10 years, JRLLX has underperformed JVMIX with an annualized return of 5.83%, while JVMIX has yielded a comparatively higher 10.12% annualized return.


JRLLX

1D
1.10%
1M
-2.64%
YTD
0.36%
6M
1.86%
1Y
9.74%
3Y*
8.41%
5Y*
4.24%
10Y*
5.83%

JVMIX

1D
1.79%
1M
-6.68%
YTD
1.16%
6M
0.63%
1Y
13.98%
3Y*
12.68%
5Y*
8.23%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. JVMIX - Expense Ratio Comparison

JRLLX has a 0.17% expense ratio, which is lower than JVMIX's 0.87% expense ratio.


Return for Risk

JRLLX vs. JVMIX — Risk / Return Rank

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

JRLLX
JRLLX Risk / Return Rank: 7474
Overall Rank
JRLLX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JRLLX Sortino Ratio Rank: 7676
Sortino Ratio Rank
JRLLX Omega Ratio Rank: 7777
Omega Ratio Rank
JRLLX Calmar Ratio Rank: 6868
Calmar Ratio Rank
JRLLX Martin Ratio Rank: 7777
Martin Ratio Rank

JVMIX
JVMIX Risk / Return Rank: 3939
Overall Rank
JVMIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JVMIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JVMIX Omega Ratio Rank: 3434
Omega Ratio Rank
JVMIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
JVMIX Martin Ratio Rank: 4545
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. JVMIX - 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 John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). 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.


JRLLXJVMIXDifference

Sharpe ratio

Return per unit of total volatility

1.49

0.80

+0.68

Sortino ratio

Return per unit of downside risk

2.09

1.25

+0.84

Omega ratio

Gain probability vs. loss probability

1.32

1.17

+0.15

Calmar ratio

Return relative to maximum drawdown

1.86

1.16

+0.70

Martin ratio

Return relative to average drawdown

8.62

4.73

+3.88

JRLLX vs. JVMIX - Sharpe Ratio Comparison

The current JRLLX Sharpe Ratio is 1.49, which is higher than the JVMIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of JRLLX and JVMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JRLLXJVMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.80

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.45

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.50

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.29

+0.35

Correlation

The correlation between JRLLX and JVMIX is 0.82, 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. JVMIX - Dividend Comparison

JRLLX's dividend yield for the trailing twelve months is around 3.88%, less than JVMIX's 9.13% yield.


TTM20252024202320222021202020192018201720162015
JRLLX
John Hancock Funds Multi-Index 2015 Lifetime Portfolio
3.88%3.90%3.46%3.22%5.01%6.68%6.00%6.84%7.78%3.20%3.78%2.17%
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
9.13%9.24%12.05%4.02%5.27%6.67%1.13%2.40%13.85%5.94%1.91%5.88%

Drawdowns

JRLLX vs. JVMIX - Drawdown Comparison

The maximum JRLLX drawdown since its inception was -21.29%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JRLLX and JVMIX.


Loading graphics...

Drawdown Indicators


JRLLXJVMIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.29%

-67.04%

+45.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.53%

-13.22%

+7.69%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-21.13%

+2.61%

Max Drawdown (10Y)

Largest decline over 10 years

-21.29%

-42.64%

+21.35%

Current Drawdown

Current decline from peak

-3.07%

-6.93%

+3.86%

Average Drawdown

Average peak-to-trough decline

-2.97%

-13.43%

+10.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

3.23%

-2.04%

Volatility

JRLLX vs. JVMIX - Volatility Comparison

The current volatility for John Hancock Funds Multi-Index 2015 Lifetime Portfolio (JRLLX) is 2.71%, while John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a volatility of 4.40%. This indicates that JRLLX experiences smaller price fluctuations and is considered to be less risky than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JRLLXJVMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

4.40%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

3.93%

9.77%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

6.79%

18.11%

-11.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.86%

18.44%

-10.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.61%

20.31%

-11.70%