JRTIX vs. JVMIX
JRTIX (John Hancock Funds Multi-Index 2030 Lifetime Portfolio) and JVMIX (John Hancock Funds Disciplined Value Mid Cap Fund Class I) are both mutual funds - JRTIX is a Target Retirement Date fund managed by John Hancock, while JVMIX is a Mid Cap Value Equities fund managed by John Hancock. Over the past 5 years, JRTIX returned 5.66%/yr vs 10.01%/yr for JVMIX. Their correlation of 0.84 means they have usually moved in the same direction. JRTIX charges 0.31%/yr vs 0.87%/yr for JVMIX.
Performance
JRTIX vs. JVMIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRTIX achieves a 7.43% return, which is significantly lower than JVMIX's 14.20% 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%
JVMIX
- 1D
- -0.70%
- 1M
- 2.05%
- 6M
- 9.53%
- YTD
- 14.20%
- 1Y
- 19.00%
- 3Y*
- 13.89%
- 5Y*
- 10.01%
- 10Y*
- 10.75%
- ALL TIME*
- 6.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JRTIX vs. JVMIX - 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% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 14.20% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 11.12% |
Correlation
The correlation between JRTIX and JVMIX is 0.68, 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. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
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 | 0.84 |
The correlation between JRTIX and JVMIX shifts across timeframes, from 0.68 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JRTIX vs. JVMIX — Risk / Return Rank
JRTIX
JVMIX
JRTIX vs. JVMIX - 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 John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). 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 | JVMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.03 | +0.36 |
| Martin ratioReturn relative to average drawdown | 9.96 | 6.54 | +3.42 |
Loading charts...
Drawdowns
JRTIX vs. JVMIX - Drawdown Comparison
The maximum JRTIX drawdown since its inception was -27.48%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JRTIX and JVMIX.
Loading charts...
Drawdown Indicators
| JRTIX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.48% | -67.04% | +39.56% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -8.57% | +2.58% |
Max Drawdown (3Y)Largest decline over 3 years | -10.29% | -21.13% | +10.84% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -21.13% | -2.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.64% | — |
Current DrawdownCurrent decline from peak | -1.02% | -1.60% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -13.30% | +8.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 2.65% | -1.22% |
Volatility
JRTIX vs. JVMIX - Volatility Comparison
The current volatility for John Hancock Funds Multi-Index 2030 Lifetime Portfolio (JRTIX) is 2.29%, while John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a volatility of 3.46%. This indicates that JRTIX experiences smaller price fluctuations and is considered to be less risky than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRTIX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.29% | 3.46% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 9.10% | -2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.54% | 12.98% | -4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.26% | 18.22% | -6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.98% | 20.22% | -7.24% |
JRTIX vs. JVMIX - Expense Ratio Comparison
JRTIX has a 0.31% expense ratio, which is lower than JVMIX's 0.87% expense ratio.
Dividends
JRTIX vs. JVMIX - Dividend Comparison
JRTIX's dividend yield for the trailing twelve months is around 2.41%, less than JVMIX's 8.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 8.09% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Frequently Asked Questions
JRTIX and JVMIX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JVMIX has higher volatility (3.46%) compared to JRTIX (2.29%). In terms of maximum drawdown, JRTIX dropped -27.48% vs JVMIX's -67.04%.
JRTIX currently has the higher Sharpe Ratio (1.68 vs 1.34), 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.
Find the right allocation for JRTIX and JVMIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer