JRTIX vs. DGRO
JRTIX (John Hancock Funds Multi-Index 2030 Lifetime Portfolio) and DGRO (iShares Core Dividend Growth ETF) are both funds - JRTIX is a Target Retirement Date fund managed by John Hancock, while DGRO is a Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Over the past 5 years, JRTIX returned 5.66%/yr vs 11.08%/yr for DGRO. Their correlation of 0.86 means they have usually moved in the same direction. JRTIX charges 0.31%/yr vs 0.08%/yr for DGRO.
Performance
JRTIX vs. DGRO - Performance Comparison
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Returns By Period
In the year-to-date period, JRTIX achieves a 7.43% return, which is significantly lower than DGRO's 13.39% return.
JRTIX
- 1D
- 1.11%
- 1M
- -0.27%
- 6M
- 4.96%
- YTD
- 7.43%
- 1Y
- 15.21%
- 3Y*
- 11.60%
- 5Y*
- 5.66%
- 10Y*
- —
- ALL TIME*
- 7.52%
DGRO
- 1D
- -0.28%
- 1M
- 0.97%
- 6M
- 9.59%
- YTD
- 13.39%
- 1Y
- 24.21%
- 3Y*
- 16.30%
- 5Y*
- 11.08%
- 10Y*
- 13.44%
- ALL TIME*
- 12.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $103.52M | $104.25M | $110.17M | |
| $0.00 | $0.00 | $0.00 |
JRTIX vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRTIX John Hancock Funds Multi-Index 2030 Lifetime Portfolio | 7.43% | 14.83% | 9.55% | 13.58% | -17.14% | 13.76% | 14.04% | 21.96% | -6.87% | 4.78% |
DGRO iShares Core Dividend Growth ETF | 13.39% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 16.55% |
Correlation
The correlation between JRTIX and DGRO is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2017 | 0.86 |
Over the past year, the correlation between JRTIX and DGRO has dropped to 0.66 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
JRTIX vs. DGRO — Risk / Return Rank
JRTIX
DGRO
JRTIX vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index 2030 Lifetime Portfolio (JRTIX) and iShares Core Dividend Growth ETF (DGRO). 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.
| JRTIX | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.45 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 3.61 | -1.22 |
| Martin ratioReturn relative to average drawdown | 9.96 | 14.07 | -4.11 |
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Drawdowns
JRTIX vs. DGRO - Drawdown Comparison
The maximum JRTIX drawdown since its inception was -27.48%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for JRTIX and DGRO.
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Drawdown Indicators
| JRTIX | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.48% | -35.10% | +7.62% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -6.47% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -10.29% | -14.03% | +3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -19.31% | -4.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.10% | — |
Current DrawdownCurrent decline from peak | -1.02% | -1.35% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -3.41% | -1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.66% | -0.23% |
Volatility
JRTIX vs. DGRO - Volatility Comparison
The current volatility for John Hancock Funds Multi-Index 2030 Lifetime Portfolio (JRTIX) is 2.29%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.21%. This indicates that JRTIX experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRTIX | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.29% | 3.21% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 7.12% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.54% | 9.61% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.26% | 13.79% | -2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.98% | 16.58% | -3.60% |
JRTIX vs. DGRO - Expense Ratio Comparison
JRTIX has a 0.31% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Dividends
JRTIX vs. DGRO - Dividend Comparison
JRTIX's dividend yield for the trailing twelve months is around 2.41%, more than DGRO's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 1.89% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
JRTIX John Hancock Funds Multi-Index 2030 Lifetime Portfolio | 2.41% | 2.59% | 2.43% | 2.47% | 7.47% | 5.97% | 4.79% | 7.59% | 9.73% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRTIX and DGRO have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRO has higher volatility (3.21%) compared to JRTIX (2.29%). In terms of maximum drawdown, JRTIX dropped -27.48% vs DGRO's -35.10%.
DGRO currently has the higher Sharpe Ratio (2.44 vs 1.68), 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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