JRLVX vs. FDCFX
Compare and contrast key facts about John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) and Fidelity Advisor Freedom 2020 Fund Class C (FDCFX).
JRLVX is managed by John Hancock. It was launched on Nov 6, 2013. FDCFX is managed by Fidelity. It was launched on Jul 24, 2003.
Performance
JRLVX vs. FDCFX - Performance Comparison
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JRLVX vs. FDCFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRLVX John Hancock Funds Multi-Index 2045 Lifetime Portfolio | -0.92% | 19.25% | 14.50% | 18.00% | -18.06% | 18.45% | 16.23% | 25.03% | -8.29% | 17.40% |
FDCFX Fidelity Advisor Freedom 2020 Fund Class C | -0.41% | 13.47% | 6.05% | 11.14% | -16.84% | 7.64% | 12.30% | 17.51% | -5.79% | 14.18% |
Returns By Period
In the year-to-date period, JRLVX achieves a -0.92% return, which is significantly lower than FDCFX's -0.41% return. Over the past 10 years, JRLVX has outperformed FDCFX with an annualized return of 10.19%, while FDCFX has yielded a comparatively lower 5.96% annualized return.
JRLVX
- 1D
- 2.59%
- 1M
- -5.31%
- YTD
- -0.92%
- 6M
- 1.47%
- 1Y
- 18.74%
- 3Y*
- 14.72%
- 5Y*
- 7.76%
- 10Y*
- 10.19%
FDCFX
- 1D
- 1.50%
- 1M
- -3.57%
- YTD
- -0.41%
- 6M
- 0.95%
- 1Y
- 10.71%
- 3Y*
- 8.34%
- 5Y*
- 3.06%
- 10Y*
- 5.96%
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JRLVX vs. FDCFX - Expense Ratio Comparison
JRLVX has a 0.01% expense ratio, which is lower than FDCFX's 1.58% expense ratio.
Return for Risk
JRLVX vs. FDCFX — Risk / Return Rank
JRLVX
FDCFX
JRLVX vs. FDCFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) and Fidelity Advisor Freedom 2020 Fund Class C (FDCFX). 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.
| JRLVX | FDCFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.34 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.89 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.83 | -0.11 |
Martin ratioReturn relative to average drawdown | 8.20 | 7.53 | +0.66 |
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
| JRLVX | FDCFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.34 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.35 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.66 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.40 | +0.19 |
Correlation
The correlation between JRLVX and FDCFX is 0.94, 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
JRLVX vs. FDCFX - Dividend Comparison
JRLVX's dividend yield for the trailing twelve months is around 3.59%, less than FDCFX's 7.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRLVX John Hancock Funds Multi-Index 2045 Lifetime Portfolio | 3.59% | 3.55% | 1.89% | 2.24% | 8.03% | 6.00% | 4.26% | 8.99% | 10.96% | 4.29% | 3.40% | 1.90% |
FDCFX Fidelity Advisor Freedom 2020 Fund Class C | 7.07% | 7.04% | 3.91% | 1.54% | 8.31% | 10.14% | 6.37% | 6.02% | 8.67% | 5.15% | 3.63% | 3.32% |
Drawdowns
JRLVX vs. FDCFX - Drawdown Comparison
The maximum JRLVX drawdown since its inception was -32.53%, smaller than the maximum FDCFX drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for JRLVX and FDCFX.
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Drawdown Indicators
| JRLVX | FDCFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -47.97% | +15.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -6.09% | -5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.64% | -23.25% | -2.39% |
Max Drawdown (10Y)Largest decline over 10 years | -32.53% | -23.25% | -9.28% |
Current DrawdownCurrent decline from peak | -6.13% | -4.10% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -6.07% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.48% | +0.88% |
Volatility
JRLVX vs. FDCFX - Volatility Comparison
John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) has a higher volatility of 5.56% compared to Fidelity Advisor Freedom 2020 Fund Class C (FDCFX) at 3.70%. This indicates that JRLVX's price experiences larger fluctuations and is considered to be riskier than FDCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRLVX | FDCFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 3.70% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 5.28% | +3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 8.39% | +7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 8.81% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 9.02% | +6.94% |