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JRLVX vs. PHTYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRLVX vs. PHTYX - 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 Principal LifeTime Hybrid 2045 Fund (PHTYX). The values are adjusted to include any dividend payments, if applicable.

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JRLVX vs. PHTYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-8.29%17.40%
PHTYX
Principal LifeTime Hybrid 2045 Fund
-4.03%18.54%16.13%19.35%-18.26%18.37%15.78%24.79%-9.07%19.81%

Returns By Period

In the year-to-date period, JRLVX achieves a -3.42% return, which is significantly higher than PHTYX's -4.03% return. Both investments have delivered pretty close results over the past 10 years, with JRLVX having a 9.91% annualized return and PHTYX not far ahead at 9.95%.


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%

PHTYX

1D
-0.24%
1M
-7.54%
YTD
-4.03%
6M
-1.36%
1Y
15.19%
3Y*
14.03%
5Y*
7.67%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRLVX vs. PHTYX - Expense Ratio Comparison

JRLVX has a 0.01% expense ratio, which is lower than PHTYX's 0.05% 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. PHTYX — 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

PHTYX
PHTYX Risk / Return Rank: 5858
Overall Rank
PHTYX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PHTYX Sortino Ratio Rank: 6060
Sortino Ratio Rank
PHTYX Omega Ratio Rank: 5858
Omega Ratio Rank
PHTYX Calmar Ratio Rank: 5151
Calmar Ratio Rank
PHTYX Martin Ratio Rank: 6565
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. PHTYX - 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 Principal LifeTime Hybrid 2045 Fund (PHTYX). 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.


JRLVXPHTYXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.04

+0.03

Sortino ratio

Return per unit of downside risk

1.57

1.56

0.00

Omega ratio

Gain probability vs. loss probability

1.23

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.30

1.24

+0.06

Martin ratio

Return relative to average drawdown

6.28

6.22

+0.06

JRLVX vs. PHTYX - Sharpe Ratio Comparison

The current JRLVX Sharpe Ratio is 1.07, which is comparable to the PHTYX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of JRLVX and PHTYX, 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


JRLVXPHTYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.04

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.53

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.68

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.62

-0.04

Correlation

The correlation between JRLVX and PHTYX is 0.98, 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. PHTYX - Dividend Comparison

JRLVX's dividend yield for the trailing twelve months is around 3.68%, less than PHTYX's 5.14% 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%
PHTYX
Principal LifeTime Hybrid 2045 Fund
5.14%4.94%4.41%3.05%9.68%4.72%3.45%3.63%4.66%2.24%2.00%1.66%

Drawdowns

JRLVX vs. PHTYX - Drawdown Comparison

The maximum JRLVX drawdown since its inception was -32.53%, which is greater than PHTYX's maximum drawdown of -30.61%. Use the drawdown chart below to compare losses from any high point for JRLVX and PHTYX.


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Drawdown Indicators


JRLVXPHTYXDifference

Max Drawdown

Largest peak-to-trough decline

-32.53%

-30.61%

-1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-11.00%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-24.94%

-0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

-30.61%

-1.92%

Current Drawdown

Current decline from peak

-8.50%

-7.95%

-0.55%

Average Drawdown

Average peak-to-trough decline

-4.61%

-4.63%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.19%

+0.14%

Volatility

JRLVX vs. PHTYX - Volatility Comparison

John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) and Principal LifeTime Hybrid 2045 Fund (PHTYX) have volatilities of 4.70% and 4.60%, 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


JRLVXPHTYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

4.60%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

8.23%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

14.73%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

14.48%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

14.75%

+1.19%