JRLLX vs. PDDDX
Compare and contrast key facts about John Hancock Funds Multi-Index 2015 Lifetime Portfolio (JRLLX) and Prudential Day One 2020 Fund (PDDDX).
JRLLX is managed by John Hancock. It was launched on Nov 6, 2013. PDDDX is managed by PGIM. It was launched on Dec 12, 2016.
Performance
JRLLX vs. PDDDX - Performance Comparison
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JRLLX vs. PDDDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 7.36% |
PDDDX Prudential Day One 2020 Fund | -0.38% | 10.40% | 15.97% | 9.52% | -12.63% | 36.80% | 8.13% | 14.99% | -4.65% | 10.17% |
Returns By Period
In the year-to-date period, JRLLX achieves a -0.73% return, which is significantly lower than PDDDX's -0.38% 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%
PDDDX
- 1D
- 0.19%
- 1M
- -3.71%
- YTD
- -0.38%
- 6M
- 0.92%
- 1Y
- 8.21%
- 3Y*
- 10.50%
- 5Y*
- 10.42%
- 10Y*
- —
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JRLLX vs. PDDDX - Expense Ratio Comparison
JRLLX has a 0.17% expense ratio, which is lower than PDDDX's 0.76% expense ratio.
Return for Risk
JRLLX vs. PDDDX — Risk / Return Rank
JRLLX
PDDDX
JRLLX vs. PDDDX - 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 Prudential Day One 2020 Fund (PDDDX). 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 | PDDDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.29 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.82 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.28 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.55 | +0.01 |
Martin ratioReturn relative to average drawdown | 7.36 | 7.61 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JRLLX | PDDDX | Difference | |
|---|---|---|---|
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 | 0.76 | -0.23 |
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 | 0.77 | -0.14 |
Correlation
The correlation between JRLLX and PDDDX 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. PDDDX - Dividend Comparison
JRLLX's dividend yield for the trailing twelve months is around 3.93%, less than PDDDX's 4.07% 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% |
PDDDX Prudential Day One 2020 Fund | 4.07% | 4.05% | 19.73% | 3.22% | 8.41% | 28.05% | 1.91% | 3.76% | 3.05% | 0.86% | 0.00% | 0.00% |
Drawdowns
JRLLX vs. PDDDX - Drawdown Comparison
The maximum JRLLX drawdown since its inception was -21.29%, which is greater than PDDDX's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for JRLLX and PDDDX.
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Drawdown Indicators
| JRLLX | PDDDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.29% | -18.88% | -2.41% |
Max Drawdown (1Y)Largest decline over 1 year | -5.53% | -5.29% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -18.52% | -16.64% | -1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -21.29% | — | — |
Current DrawdownCurrent decline from peak | -4.12% | -3.71% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -3.06% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 1.08% | +0.10% |
Volatility
JRLLX vs. PDDDX - Volatility Comparison
John Hancock Funds Multi-Index 2015 Lifetime Portfolio (JRLLX) has a higher volatility of 2.40% compared to Prudential Day One 2020 Fund (PDDDX) at 2.04%. This indicates that JRLLX's price experiences larger fluctuations and is considered to be riskier than PDDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRLLX | PDDDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 2.04% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 3.78% | 3.54% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.72% | 6.57% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.84% | 13.74% | -5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.61% | 11.45% | -2.84% |