JRLVX vs. FRQKX
Compare and contrast key facts about John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX).
JRLVX is managed by John Hancock. It was launched on Nov 6, 2013. FRQKX is managed by BlackRock. It was launched on Aug 1, 2019.
Performance
JRLVX vs. FRQKX - Performance Comparison
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JRLVX vs. FRQKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JRLVX John Hancock Funds Multi-Index 2045 Lifetime Portfolio | -0.92% | 19.25% | 14.50% | 18.00% | -18.06% | 18.45% | 16.23% | 8.70% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | 0.27% | 9.91% | 4.42% | 8.62% | -12.30% | 3.95% | 9.68% | 3.94% |
Returns By Period
In the year-to-date period, JRLVX achieves a -0.92% return, which is significantly lower than FRQKX's 0.27% 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%
FRQKX
- 1D
- 0.75%
- 1M
- -2.06%
- YTD
- 0.27%
- 6M
- 1.34%
- 1Y
- 7.69%
- 3Y*
- 6.38%
- 5Y*
- 2.56%
- 10Y*
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JRLVX vs. FRQKX - Expense Ratio Comparison
JRLVX has a 0.01% expense ratio, which is lower than FRQKX's 0.36% expense ratio.
Return for Risk
JRLVX vs. FRQKX — Risk / Return Rank
JRLVX
FRQKX
JRLVX vs. FRQKX - 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 Managed Retirement 2010 Fund Class K (FRQKX). 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 | FRQKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.73 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.42 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.37 | -0.64 |
Martin ratioReturn relative to average drawdown | 8.20 | 9.37 | -1.17 |
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 | FRQKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.73 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.47 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.70 | -0.11 |
Correlation
The correlation between JRLVX and FRQKX is 0.78, 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. FRQKX - Dividend Comparison
JRLVX's dividend yield for the trailing twelve months is around 3.59%, more than FRQKX's 3.24% 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% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | 3.24% | 3.09% | 2.91% | 2.86% | 5.12% | 6.11% | 3.61% | 2.57% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JRLVX vs. FRQKX - Drawdown Comparison
The maximum JRLVX drawdown since its inception was -32.53%, which is greater than FRQKX's maximum drawdown of -16.97%. Use the drawdown chart below to compare losses from any high point for JRLVX and FRQKX.
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Drawdown Indicators
| JRLVX | FRQKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -16.97% | -15.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -3.42% | -7.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.64% | -16.97% | -8.67% |
Max Drawdown (10Y)Largest decline over 10 years | -32.53% | — | — |
Current DrawdownCurrent decline from peak | -6.13% | -2.45% | -3.68% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -3.95% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 0.86% | +1.50% |
Volatility
JRLVX vs. FRQKX - Volatility Comparison
John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) has a higher volatility of 5.56% compared to Fidelity Managed Retirement 2010 Fund Class K (FRQKX) at 2.14%. This indicates that JRLVX's price experiences larger fluctuations and is considered to be riskier than FRQKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRLVX | FRQKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 2.14% | +3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 2.96% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 4.67% | +10.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 5.53% | +9.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 5.77% | +10.19% |