JRLLX vs. VTINX
JRLLX (John Hancock Funds Multi-Index 2015 Lifetime Portfolio) and VTINX (Vanguard Target Retirement Income Fund) are both mutual funds - JRLLX is a Target Retirement Date fund managed by John Hancock, while VTINX is a Diversified Portfolio fund managed by Vanguard. Over the past 10 years, JRLLX returned 6.14%/yr vs 5.33%/yr for VTINX. Their correlation of 0.94 suggests significant overlap in exposure. JRLLX charges 0.17%/yr vs 0.08%/yr for VTINX.
Performance
JRLLX vs. VTINX - Performance Comparison
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Returns By Period
In the year-to-date period, JRLLX achieves a 5.44% return, which is significantly higher than VTINX's 4.69% return. Over the past 10 years, JRLLX has outperformed VTINX with an annualized return of 6.14%, while VTINX has yielded a comparatively lower 5.33% annualized return.
JRLLX
- 1D
- 0.17%
- 1M
- 2.02%
- YTD
- 5.44%
- 6M
- 5.71%
- 1Y
- 13.56%
- 3Y*
- 10.17%
- 5Y*
- 4.68%
- 10Y*
- 6.14%
VTINX
- 1D
- 0.14%
- 1M
- 2.12%
- YTD
- 4.69%
- 6M
- 4.90%
- 1Y
- 12.16%
- 3Y*
- 9.49%
- 5Y*
- 4.28%
- 10Y*
- 5.33%
JRLLX vs. VTINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRLLX John Hancock Funds Multi-Index 2015 Lifetime Portfolio | 5.44% | 11.58% | 6.79% | 10.68% | -12.86% | 8.33% | 9.82% | 17.10% | -3.86% | 7.77% |
VTINX Vanguard Target Retirement Income Fund | 4.69% | 11.31% | 6.66% | 10.66% | -12.75% | 5.24% | 10.02% | 13.16% | -1.98% | 7.46% |
Correlation
The correlation between JRLLX and VTINX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2013 | 0.94 |
The correlation between JRLLX and VTINX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
JRLLX vs. VTINX — Risk / Return Rank
JRLLX
VTINX
JRLLX vs. VTINX - 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 Vanguard Target Retirement Income Fund (VTINX). 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 | VTINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.50 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 2.97 | +0.30 |
| Martin ratioReturn relative to average drawdown | 14.32 | 13.09 | +1.23 |
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 | VTINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 2.52 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.71 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.93 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.93 | -0.24 |
Drawdowns
JRLLX vs. VTINX - Drawdown Comparison
The maximum JRLLX drawdown since its inception was -21.29%, which is greater than VTINX's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for JRLLX and VTINX.
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Drawdown Indicators
| JRLLX | VTINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.29% | -19.96% | -1.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.21% | -4.14% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -6.75% | -5.26% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -18.52% | -17.02% | -1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -21.29% | -17.02% | -4.27% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -2.20% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.94% | +0.02% |
Volatility
JRLLX vs. VTINX - Volatility Comparison
John Hancock Funds Multi-Index 2015 Lifetime Portfolio (JRLLX) and Vanguard Target Retirement Income Fund (VTINX) have volatilities of 1.71% and 1.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRLLX | VTINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 1.77% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 4.22% | 4.02% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.18% | 4.88% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.86% | 6.07% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.62% | 5.73% | +2.89% |
JRLLX vs. VTINX - Expense Ratio Comparison
JRLLX has a 0.17% expense ratio, which is higher than VTINX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JRLLX vs. VTINX - Dividend Comparison
JRLLX's dividend yield for the trailing twelve months is around 3.70%, less than VTINX's 4.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRLLX John Hancock Funds Multi-Index 2015 Lifetime Portfolio | 3.70% | 3.90% | 3.46% | 3.22% | 5.01% | 6.68% | 6.00% | 6.84% | 7.78% | 3.20% | 3.78% | 2.17% |
VTINX Vanguard Target Retirement Income Fund | 4.80% | 5.02% | 5.89% | 4.01% | 3.08% | 8.63% | 3.42% | 2.62% | 4.19% | 1.56% | 2.27% | 3.53% |
Frequently Asked Questions
With a correlation of 0.96, JRLLX and VTINX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VTINX has higher volatility (1.77%) compared to JRLLX (1.71%). In terms of maximum drawdown, JRLLX dropped -21.29% vs VTINX's -19.96%.
JRLLX currently has the higher Sharpe Ratio (2.65 vs 2.52), 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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