JRTMX vs. VTABX

Last updated Jun 25, 2026

JRTMX (John Hancock Funds Multi-Index 2035 Lifetime Portfolio) and VTABX (Vanguard Total International Bond Index Fund Admiral Shares) are both mutual funds - JRTMX is a Target Retirement Date fund managed by John Hancock, while VTABX is a Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged. Over the past 5 years, JRTMX returned 6.77%/yr vs 0.46%/yr for VTABX. At a 0.18 correlation, their price movements are largely independent. JRTMX charges 0.29%/yr vs 0.10%/yr for VTABX.

Performance

JRTMX vs. VTABX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Multi-Index 2035 Lifetime Portfolio (JRTMX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JRTMX achieves a 8.03% return, which is significantly higher than VTABX's 1.08% return.

JRTMX

• 1D: -1.37%
• 1M: 0.06%
• YTD: 8.03%
• 6M: 7.31%
• 1Y: 18.30%
• 3Y*: 14.61%
• 5Y*: 6.77%
• 10Y*: —

VTABX

• 1D: 0.16%
• 1M: 1.07%
• YTD: 1.08%
• 6M: 1.24%
• 1Y: 2.22%
• 3Y*: 4.29%
• 5Y*: 0.46%
• 10Y*: 1.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JRTMX vs. VTABX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
JRTMX John Hancock Funds Multi-Index 2035 Lifetime Portfolio	8.03%	16.54%	11.04%	15.26%	-17.97%	15.75%	15.08%	10.57%
VTABX Vanguard Total International Bond Index Fund Admiral Shares	1.08%	2.96%	3.92%	8.77%	-12.92%	-2.22%	4.54%	-1.28%

Correlation

The correlation between JRTMX and VTABX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Aug 27, 2019	0.18

Over the past year, JRTMX and VTABX have become more correlated (0.41) than their long-term average of 0.18, meaning their price movements have been converging.

Return for Risk

JRTMX vs. VTABX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRTMX

JRTMX Risk / Return Rank: 66
JRTMX Sharpe Ratio Rank: 64
JRTMX Sortino Ratio Rank: 63
JRTMX Omega Ratio Rank: 63
JRTMX Calmar Ratio Rank: 67
JRTMX Martin Ratio Rank: 73

VTABX

VTABX Risk / Return Rank: 9
VTABX Sharpe Ratio Rank: 10
VTABX Sortino Ratio Rank: 9
VTABX Omega Ratio Rank: 9
VTABX Calmar Ratio Rank: 9
VTABX Martin Ratio Rank: 8

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.

JRTMX vs. VTABX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index 2035 Lifetime Portfolio (JRTMX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). 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.

	JRTMX	VTABX	Difference
Sharpe ratio: Return per unit of total volatility	1.99	0.76	+1.23
Sortino ratio: Return per unit of downside risk	2.77	1.10	+1.67
Omega ratio: Gain probability vs. loss probability	1.37	1.14	+0.23
Calmar ratio: Return relative to maximum drawdown	2.78	0.80	+1.97
Martin ratio: Return relative to average drawdown	11.90	2.18	+9.72

JRTMX vs. VTABX - Sharpe Ratio Comparison

The current JRTMX Sharpe Ratio is 1.99, which is higher than the VTABX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of JRTMX and VTABX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JRTMX vs. VTABX - Drawdown Comparison

The maximum JRTMX drawdown since its inception was -29.63%, which is greater than VTABX's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for JRTMX and VTABX.

Drawdown Indicators

	JRTMX	VTABX	Difference
Max Drawdown Largest peak-to-trough decline	-29.63%	-16.16%	-13.47%
Max Drawdown (1Y) Largest decline over 1 year	-7.06%	-2.90%	-4.16%
Max Drawdown (3Y) Largest decline over 3 years	-12.18%	-2.90%	-9.28%
Max Drawdown (5Y) Largest decline over 5 years	-24.97%	-15.81%	-9.16%
Max Drawdown (10Y) Largest decline over 10 years	—	-16.16%	—
Current Drawdown Current decline from peak	-1.73%	-0.79%	-0.94%
Average Drawdown Average peak-to-trough decline	-5.60%	-3.04%	-2.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	1.07%	+0.57%

Volatility

JRTMX vs. VTABX - Volatility Comparison

John Hancock Funds Multi-Index 2035 Lifetime Portfolio (JRTMX) has a higher volatility of 4.04% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 0.90%. This indicates that JRTMX's price experiences larger fluctuations and is considered to be riskier than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JRTMX	VTABX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.04%	0.90%	+3.14%
Volatility (6M) Calculated over the trailing 6-month period	8.19%	2.63%	+5.56%
Volatility (1Y) Calculated over the trailing 1-year period	9.89%	3.07%	+6.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.64%	4.45%	+8.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.44%	3.61%	+11.83%

JRTMX vs. VTABX - Expense Ratio Comparison

JRTMX has a 0.29% expense ratio, which is higher than VTABX's 0.10% expense ratio.

Dividends

JRTMX vs. VTABX - Dividend Comparison

JRTMX's dividend yield for the trailing twelve months is around 2.33%, less than VTABX's 4.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JRTMX John Hancock Funds Multi-Index 2035 Lifetime Portfolio	2.33%	2.52%	2.12%	2.26%	7.16%	5.67%	4.72%	8.45%	0.00%	0.00%	0.00%	0.00%
VTABX Vanguard Total International Bond Index Fund Admiral Shares	4.44%	4.36%	4.33%	4.39%	1.48%	3.70%	1.08%	4.28%	3.00%	2.23%	1.80%	1.64%

Frequently Asked Questions

Can I hold both JRTMX and VTABX in my portfolio?

JRTMX and VTABX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JRTMX or VTABX?

JRTMX has higher volatility (4.04%) compared to VTABX (0.90%). In terms of maximum drawdown, JRTMX dropped -29.63% vs VTABX's -16.16%.

Which has better risk-adjusted returns?

JRTMX currently has the higher Sharpe Ratio (1.99 vs 0.76), 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.