JRTIX vs. FRQKX
Compare and contrast key facts about John Hancock Funds Multi-Index 2030 Lifetime Portfolio (JRTIX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX).
JRTIX 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
JRTIX vs. FRQKX - Performance Comparison
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JRTIX vs. FRQKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JRTIX John Hancock Funds Multi-Index 2030 Lifetime Portfolio | -1.77% | 14.83% | 9.55% | 13.58% | -17.14% | 13.76% | 14.04% | 7.40% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | -0.48% | 9.91% | 4.42% | 8.62% | -12.30% | 3.95% | 9.68% | 3.94% |
Returns By Period
In the year-to-date period, JRTIX achieves a -1.77% return, which is significantly lower than FRQKX's -0.48% return.
JRTIX
- 1D
- 0.00%
- 1M
- -5.92%
- YTD
- -1.77%
- 6M
- 0.33%
- 1Y
- 12.07%
- 3Y*
- 10.20%
- 5Y*
- 5.20%
- 10Y*
- —
FRQKX
- 1D
- 0.25%
- 1M
- -3.18%
- YTD
- -0.48%
- 6M
- 0.80%
- 1Y
- 7.18%
- 3Y*
- 6.11%
- 5Y*
- 2.52%
- 10Y*
- —
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JRTIX vs. FRQKX - Expense Ratio Comparison
JRTIX has a 0.31% expense ratio, which is lower than FRQKX's 0.36% expense ratio.
Return for Risk
JRTIX vs. FRQKX — Risk / Return Rank
JRTIX
FRQKX
JRTIX vs. FRQKX - 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 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.
| JRTIX | FRQKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.58 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.66 | 2.20 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 2.12 | -0.75 |
Martin ratioReturn relative to average drawdown | 6.63 | 8.53 | -1.90 |
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
| JRTIX | FRQKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.58 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.46 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.68 | -0.16 |
Correlation
The correlation between JRTIX and FRQKX is 0.85, 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
JRTIX vs. FRQKX - Dividend Comparison
JRTIX's dividend yield for the trailing twelve months is around 2.64%, less than FRQKX's 3.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JRTIX John Hancock Funds Multi-Index 2030 Lifetime Portfolio | 2.64% | 2.59% | 2.43% | 2.47% | 7.47% | 5.97% | 4.79% | 7.59% | 9.73% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | 3.27% | 3.09% | 2.91% | 2.86% | 5.12% | 6.11% | 3.61% | 2.57% | 0.00% |
Drawdowns
JRTIX vs. FRQKX - Drawdown Comparison
The maximum JRTIX drawdown since its inception was -27.48%, which is greater than FRQKX's maximum drawdown of -16.97%. Use the drawdown chart below to compare losses from any high point for JRTIX and FRQKX.
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Drawdown Indicators
| JRTIX | FRQKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.48% | -16.97% | -10.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.29% | -3.42% | -4.87% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -16.97% | -6.78% |
Current DrawdownCurrent decline from peak | -5.99% | -3.18% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -3.95% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 0.85% | +0.86% |
Volatility
JRTIX vs. FRQKX - Volatility Comparison
John Hancock Funds Multi-Index 2030 Lifetime Portfolio (JRTIX) has a higher volatility of 3.42% compared to Fidelity Managed Retirement 2010 Fund Class K (FRQKX) at 1.97%. This indicates that JRTIX'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
| JRTIX | FRQKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 1.97% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 5.87% | 2.87% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.63% | 4.62% | +6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.18% | 5.52% | +5.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.09% | 5.77% | +7.32% |