JRTVX vs. URFFX
JRTVX (John Hancock Funds Multi-Index 2040 Lifetime Portfolio) and URFFX (USAA Target Retirement 2050 Fund) are both Target Retirement Date funds. Over the past 5 years, JRTVX returned 7.71%/yr vs 9.38%/yr for URFFX. Their 0.98 correlation means they have historically moved very closely together. JRTVX charges 0.27%/yr vs 0.58%/yr for URFFX.
Performance
JRTVX vs. URFFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRTVX achieves a 9.62% return, which is significantly lower than URFFX's 13.05% return.
JRTVX
- 1D
- 1.59%
- 1M
- -0.29%
- 6M
- 6.63%
- YTD
- 9.62%
- 1Y
- 19.73%
- 3Y*
- 14.45%
- 5Y*
- 7.71%
- 10Y*
- —
- ALL TIME*
- 9.38%
URFFX
- 1D
- 1.41%
- 1M
- 0.64%
- 6M
- 9.62%
- YTD
- 13.05%
- 1Y
- 24.29%
- 3Y*
- 16.22%
- 5Y*
- 9.38%
- 10Y*
- 10.12%
- ALL TIME*
- 8.09%
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 |
JRTVX vs. URFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRTVX John Hancock Funds Multi-Index 2040 Lifetime Portfolio | 9.62% | 17.91% | 12.73% | 16.55% | -18.24% | 17.27% | 15.79% | 24.46% | -8.25% | 7.04% |
URFFX USAA Target Retirement 2050 Fund | 13.05% | 19.35% | 11.86% | 18.12% | -15.66% | 17.70% | 10.52% | 20.16% | -9.01% | 13.53% |
Correlation
The correlation between JRTVX and URFFX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2017 | 0.98 |
The correlation between JRTVX and URFFX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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
JRTVX vs. URFFX — Risk / Return Rank
JRTVX
URFFX
JRTVX vs. URFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Multi-Index 2040 Lifetime Portfolio (JRTVX) and USAA Target Retirement 2050 Fund (URFFX). 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.
| JRTVX | URFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.87 | -0.54 |
| Martin ratioReturn relative to average drawdown | 9.79 | 12.30 | -2.52 |
Loading charts...
Drawdowns
JRTVX vs. URFFX - Drawdown Comparison
The maximum JRTVX drawdown since its inception was -31.52%, smaller than the maximum URFFX drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for JRTVX and URFFX.
Loading charts...
Drawdown Indicators
| JRTVX | URFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.52% | -44.25% | +12.73% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -7.89% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -13.83% | -14.14% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.46% | -23.76% | -1.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.97% | — |
Current DrawdownCurrent decline from peak | -1.32% | -0.17% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -5.88% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.84% | +0.02% |
Volatility
JRTVX vs. URFFX - Volatility Comparison
John Hancock Funds Multi-Index 2040 Lifetime Portfolio (JRTVX) has a higher volatility of 3.14% compared to USAA Target Retirement 2050 Fund (URFFX) at 2.93%. This indicates that JRTVX's price experiences larger fluctuations and is considered to be riskier than URFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRTVX | URFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 2.93% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 9.82% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.24% | 11.86% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 13.97% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 14.33% | +1.34% |
JRTVX vs. URFFX - Expense Ratio Comparison
JRTVX has a 0.27% expense ratio, which is lower than URFFX's 0.58% expense ratio.
Dividends
JRTVX vs. URFFX - Dividend Comparison
JRTVX's dividend yield for the trailing twelve months is around 2.71%, less than URFFX's 5.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRTVX John Hancock Funds Multi-Index 2040 Lifetime Portfolio | 2.71% | 2.97% | 1.88% | 2.05% | 7.35% | 5.73% | 4.57% | 8.90% | 11.23% | 0.00% | 0.00% | 0.00% |
URFFX USAA Target Retirement 2050 Fund | 5.72% | 6.46% | 2.61% | 3.39% | 11.40% | 8.13% | 6.25% | 11.76% | 10.21% | 5.55% | 3.91% | 2.57% |
Frequently Asked Questions
With a correlation of 0.99, JRTVX and URFFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JRTVX has higher volatility (3.14%) compared to URFFX (2.93%). In terms of maximum drawdown, JRTVX dropped -31.52% vs URFFX's -44.25%.
URFFX currently has the higher Sharpe Ratio (1.91 vs 1.62), 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 JRTVX and URFFX
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