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JRLVX vs. FHRDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRLVX vs. FHRDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) and Fidelity Freedom Blend Income Fund Class K6 (FHRDX). The values are adjusted to include any dividend payments, if applicable.

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JRLVX vs. FHRDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
-3.42%19.25%14.50%18.00%-18.06%18.45%16.23%25.03%-11.95%
FHRDX
Fidelity Freedom Blend Income Fund Class K6
-0.45%10.18%4.41%8.29%-11.59%3.03%8.77%10.78%-2.11%

Returns By Period

In the year-to-date period, JRLVX achieves a -3.42% return, which is significantly lower than FHRDX's -0.45% return.


JRLVX

1D
-0.25%
1M
-8.07%
YTD
-3.42%
6M
-0.73%
1Y
16.15%
3Y*
13.74%
5Y*
7.47%
10Y*
9.91%

FHRDX

1D
0.29%
1M
-3.42%
YTD
-0.45%
6M
0.87%
1Y
7.34%
3Y*
6.15%
5Y*
2.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRLVX vs. FHRDX - Expense Ratio Comparison

JRLVX has a 0.01% expense ratio, which is lower than FHRDX's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

JRLVX vs. FHRDX — Risk / Return Rank

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

JRLVX
JRLVX Risk / Return Rank: 5959
Overall Rank
JRLVX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JRLVX Sortino Ratio Rank: 5858
Sortino Ratio Rank
JRLVX Omega Ratio Rank: 5959
Omega Ratio Rank
JRLVX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JRLVX Martin Ratio Rank: 6666
Martin Ratio Rank

FHRDX
FHRDX Risk / Return Rank: 8282
Overall Rank
FHRDX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FHRDX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FHRDX Omega Ratio Rank: 7979
Omega Ratio Rank
FHRDX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FHRDX Martin Ratio Rank: 8484
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.

JRLVX vs. FHRDX - 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 Freedom Blend Income Fund Class K6 (FHRDX). 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.


JRLVXFHRDXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.57

-0.50

Sortino ratio

Return per unit of downside risk

1.57

2.19

-0.62

Omega ratio

Gain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratio

Return relative to maximum drawdown

1.30

2.01

-0.71

Martin ratio

Return relative to average drawdown

6.28

8.52

-2.25

JRLVX vs. FHRDX - Sharpe Ratio Comparison

The current JRLVX Sharpe Ratio is 1.07, which is lower than the FHRDX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of JRLVX and FHRDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JRLVXFHRDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.57

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.49

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.78

-0.21

Correlation

The correlation between JRLVX and FHRDX is 0.70, 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. FHRDX - Dividend Comparison

JRLVX's dividend yield for the trailing twelve months is around 3.68%, more than FHRDX's 3.45% yield.


TTM20252024202320222021202020192018201720162015
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
3.68%3.55%1.89%2.24%8.03%6.00%4.26%8.99%10.96%4.29%3.40%1.90%
FHRDX
Fidelity Freedom Blend Income Fund Class K6
3.45%3.32%3.21%3.05%4.82%4.13%2.75%2.54%1.55%0.00%0.00%0.00%

Drawdowns

JRLVX vs. FHRDX - Drawdown Comparison

The maximum JRLVX drawdown since its inception was -32.53%, which is greater than FHRDX's maximum drawdown of -16.01%. Use the drawdown chart below to compare losses from any high point for JRLVX and FHRDX.


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Drawdown Indicators


JRLVXFHRDXDifference

Max Drawdown

Largest peak-to-trough decline

-32.53%

-16.01%

-16.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-3.70%

-7.53%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-16.01%

-9.63%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

Current Drawdown

Current decline from peak

-8.50%

-3.42%

-5.08%

Average Drawdown

Average peak-to-trough decline

-4.61%

-3.27%

-1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

0.87%

+1.46%

Volatility

JRLVX vs. FHRDX - Volatility Comparison

John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) has a higher volatility of 4.70% compared to Fidelity Freedom Blend Income Fund Class K6 (FHRDX) at 2.17%. This indicates that JRLVX's price experiences larger fluctuations and is considered to be riskier than FHRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRLVXFHRDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

2.17%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

3.19%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

4.80%

+10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

5.28%

+9.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

4.95%

+10.99%