JRTIX vs. SVBAX
Compare and contrast key facts about John Hancock Funds Multi-Index 2030 Lifetime Portfolio (JRTIX) and John Hancock Balanced Fund (SVBAX).
JRTIX is managed by John Hancock. It was launched on Nov 6, 2013. SVBAX is managed by John Hancock. It was launched on Oct 4, 1992.
Performance
JRTIX vs. SVBAX - Performance Comparison
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JRTIX vs. SVBAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRTIX John Hancock Funds Multi-Index 2030 Lifetime Portfolio | -1.77% | 14.83% | 9.55% | 13.58% | -17.14% | 13.76% | 14.04% | 21.96% | -6.87% | 4.78% |
SVBAX John Hancock Balanced Fund | -2.58% | 15.69% | 13.31% | 18.22% | -15.79% | 14.49% | 15.97% | 21.28% | -5.02% | 8.79% |
Returns By Period
In the year-to-date period, JRTIX achieves a -1.77% return, which is significantly higher than SVBAX's -2.58% return.
JRTIX
- 1D
- 0.00%
- 1M
- -5.92%
- YTD
- -1.77%
- 6M
- 0.33%
- 1Y
- 12.07%
- 3Y*
- 10.20%
- 5Y*
- 5.20%
- 10Y*
- —
SVBAX
- 1D
- -0.24%
- 1M
- -5.47%
- YTD
- -2.58%
- 6M
- 1.01%
- 1Y
- 14.91%
- 3Y*
- 12.95%
- 5Y*
- 7.35%
- 10Y*
- 8.91%
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JRTIX vs. SVBAX - Expense Ratio Comparison
JRTIX has a 0.31% expense ratio, which is lower than SVBAX's 1.03% expense ratio.
Return for Risk
JRTIX vs. SVBAX — Risk / Return Rank
JRTIX
SVBAX
JRTIX vs. SVBAX - 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 Balanced Fund (SVBAX). 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 | SVBAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.38 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.99 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.80 | -0.44 |
Martin ratioReturn relative to average drawdown | 6.63 | 8.90 | -2.28 |
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 | SVBAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.38 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.69 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.67 | -0.15 |
Correlation
The correlation between JRTIX and SVBAX is 0.93, 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. SVBAX - Dividend Comparison
JRTIX's dividend yield for the trailing twelve months is around 2.64%, less than SVBAX's 12.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
SVBAX John Hancock Balanced Fund | 12.82% | 12.45% | 3.72% | 1.48% | 1.60% | 2.73% | 1.60% | 2.19% | 8.06% | 3.51% | 1.70% | 4.57% |
Drawdowns
JRTIX vs. SVBAX - Drawdown Comparison
The maximum JRTIX drawdown since its inception was -27.48%, smaller than the maximum SVBAX drawdown of -40.81%. Use the drawdown chart below to compare losses from any high point for JRTIX and SVBAX.
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Drawdown Indicators
| JRTIX | SVBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.48% | -40.81% | +13.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.29% | -7.73% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -20.53% | -3.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.00% | — |
Current DrawdownCurrent decline from peak | -5.99% | -5.57% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -5.26% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.56% | +0.15% |
Volatility
JRTIX vs. SVBAX - Volatility Comparison
John Hancock Funds Multi-Index 2030 Lifetime Portfolio (JRTIX) has a higher volatility of 3.42% compared to John Hancock Balanced Fund (SVBAX) at 3.23%. This indicates that JRTIX's price experiences larger fluctuations and is considered to be riskier than SVBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRTIX | SVBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 3.23% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 5.87% | 6.04% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.63% | 11.07% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.18% | 10.70% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.09% | 10.74% | +2.35% |