JRLPX vs. LTSTX
JRLPX (John Hancock Funds Multi-Index 2020 Lifetime Portfolio) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 5 years, JRLPX returned 4.31%/yr vs 5.16%/yr for LTSTX. Their 0.96 correlation means they have historically moved very closely together. JRLPX charges 0.41%/yr vs 0.01%/yr for LTSTX.
Performance
JRLPX vs. LTSTX - Performance Comparison
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Returns By Period
In the year-to-date period, JRLPX achieves a 5.57% return, which is significantly higher than LTSTX's 4.47% return.
JRLPX
- 1D
- 0.82%
- 1M
- -0.16%
- 6M
- 3.62%
- YTD
- 5.57%
- 1Y
- 11.46%
- 3Y*
- 9.34%
- 5Y*
- 4.31%
- 10Y*
- —
- ALL TIME*
- 5.30%
LTSTX
- 1D
- 0.79%
- 1M
- -0.17%
- 6M
- 2.78%
- YTD
- 4.47%
- 1Y
- 10.06%
- 3Y*
- 10.75%
- 5Y*
- 5.16%
- 10Y*
- 7.73%
- ALL TIME*
- 6.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JRLPX vs. LTSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRLPX John Hancock Funds Multi-Index 2020 Lifetime Portfolio | 5.57% | 12.16% | 7.00% | 10.80% | -14.09% | 9.41% | 10.63% | 18.27% | -4.93% | -4.75% |
LTSTX Principal LifeTime 2025 Fund | 4.47% | 12.16% | 11.91% | 13.30% | -15.23% | 10.91% | 13.70% | 20.50% | -6.41% | 0.88% |
Correlation
The correlation between JRLPX and LTSTX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2017 | 0.96 |
The correlation between JRLPX and LTSTX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
JRLPX vs. LTSTX — Risk / Return Rank
JRLPX
LTSTX
JRLPX vs. LTSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index 2020 Lifetime Portfolio (JRLPX) and Principal LifeTime 2025 Fund (LTSTX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRLPX | LTSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.24 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.80 | +0.56 |
| Martin ratioReturn relative to average drawdown | 10.00 | 7.79 | +2.21 |
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Drawdowns
JRLPX vs. LTSTX - Drawdown Comparison
The maximum JRLPX drawdown since its inception was -22.88%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for JRLPX and LTSTX.
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Drawdown Indicators
| JRLPX | LTSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.88% | -48.17% | +25.29% |
Max Drawdown (1Y)Largest decline over 1 year | -4.71% | -5.24% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -7.19% | -8.12% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -20.09% | -21.01% | +0.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.33% | — |
Current DrawdownCurrent decline from peak | -0.73% | -0.78% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -6.11% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 1.21% | -0.10% |
Volatility
JRLPX vs. LTSTX - Volatility Comparison
The current volatility for John Hancock Funds Multi-Index 2020 Lifetime Portfolio (JRLPX) is 1.77%, while Principal LifeTime 2025 Fund (LTSTX) has a volatility of 1.95%. This indicates that JRLPX experiences smaller price fluctuations and is considered to be less risky than LTSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRLPX | LTSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 1.95% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 5.39% | 5.99% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.35% | 7.19% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.67% | 9.23% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.23% | 9.76% | +0.47% |
JRLPX vs. LTSTX - Expense Ratio Comparison
JRLPX has a 0.41% expense ratio, which is higher than LTSTX's 0.01% expense ratio.
Dividends
JRLPX vs. LTSTX - Dividend Comparison
JRLPX's dividend yield for the trailing twelve months is around 3.15%, less than LTSTX's 11.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRLPX John Hancock Funds Multi-Index 2020 Lifetime Portfolio | 3.15% | 3.32% | 3.02% | 2.97% | 5.06% | 6.89% | 5.31% | 6.47% | 8.52% | 0.00% | 0.00% | 0.00% |
LTSTX Principal LifeTime 2025 Fund | 11.67% | 12.19% | 9.74% | 4.26% | 8.00% | 7.66% | 5.25% | 6.91% | 6.39% | 4.75% | 3.65% | 8.91% |
Frequently Asked Questions
With a correlation of 0.97, JRLPX and LTSTX 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.
LTSTX has higher volatility (1.95%) compared to JRLPX (1.77%). In terms of maximum drawdown, JRLPX dropped -22.88% vs LTSTX's -48.17%.
JRLPX currently has the higher Sharpe Ratio (1.75 vs 1.32), 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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