PortfoliosLab logoPortfoliosLab logo
PDAHX vs. JLKYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDAHX vs. JLKYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Day One Income Fund (PDAHX) and John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PDAHX vs. JLKYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDAHX
Prudential Day One Income Fund
1.03%10.37%8.27%8.89%-11.69%9.21%8.22%13.58%-3.26%8.25%
JLKYX
John Hancock Funds Multi-Index 2055 Lifetime Portfolio
-1.36%20.04%15.41%18.53%-18.04%18.38%16.13%25.07%-8.32%16.54%

Returns By Period

In the year-to-date period, PDAHX achieves a 1.03% return, which is significantly higher than JLKYX's -1.36% return.


PDAHX

1D
0.95%
1M
-2.04%
YTD
1.03%
6M
2.12%
1Y
9.03%
3Y*
8.37%
5Y*
4.54%
10Y*

JLKYX

1D
2.78%
1M
-5.68%
YTD
-1.36%
6M
1.09%
1Y
19.55%
3Y*
15.25%
5Y*
8.08%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PDAHX vs. JLKYX - Expense Ratio Comparison

PDAHX has a 0.16% expense ratio, which is higher than JLKYX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

PDAHX vs. JLKYX — Risk / Return Rank

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

PDAHX
PDAHX Risk / Return Rank: 8181
Overall Rank
PDAHX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PDAHX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PDAHX Omega Ratio Rank: 8181
Omega Ratio Rank
PDAHX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PDAHX Martin Ratio Rank: 8787
Martin Ratio Rank

JLKYX
JLKYX Risk / Return Rank: 6666
Overall Rank
JLKYX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JLKYX Sortino Ratio Rank: 6464
Sortino Ratio Rank
JLKYX Omega Ratio Rank: 6464
Omega Ratio Rank
JLKYX Calmar Ratio Rank: 6666
Calmar Ratio Rank
JLKYX Martin Ratio Rank: 7575
Martin Ratio Rank
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.

PDAHX vs. JLKYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Day One Income Fund (PDAHX) and John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX). 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.


PDAHXJLKYXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.22

+0.37

Sortino ratio

Return per unit of downside risk

2.23

1.78

+0.45

Omega ratio

Gain probability vs. loss probability

1.34

1.26

+0.07

Calmar ratio

Return relative to maximum drawdown

2.08

1.74

+0.34

Martin ratio

Return relative to average drawdown

9.97

8.09

+1.88

PDAHX vs. JLKYX - Sharpe Ratio Comparison

The current PDAHX Sharpe Ratio is 1.59, which is higher than the JLKYX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of PDAHX and JLKYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PDAHXJLKYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.22

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.54

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.58

+0.27

Correlation

The correlation between PDAHX and JLKYX is 0.81, 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

PDAHX vs. JLKYX - Dividend Comparison

PDAHX's dividend yield for the trailing twelve months is around 4.80%, more than JLKYX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
PDAHX
Prudential Day One Income Fund
4.80%4.92%7.35%3.54%7.78%7.72%2.22%4.25%3.70%1.88%0.00%0.00%
JLKYX
John Hancock Funds Multi-Index 2055 Lifetime Portfolio
3.66%3.61%1.77%2.16%8.08%5.71%3.88%8.54%10.69%4.33%3.23%1.75%

Drawdowns

PDAHX vs. JLKYX - Drawdown Comparison

The maximum PDAHX drawdown since its inception was -15.65%, smaller than the maximum JLKYX drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for PDAHX and JLKYX.


Loading graphics...

Drawdown Indicators


PDAHXJLKYXDifference

Max Drawdown

Largest peak-to-trough decline

-15.65%

-32.55%

+16.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.60%

-11.59%

+6.99%

Max Drawdown (5Y)

Largest decline over 5 years

-15.65%

-25.75%

+10.10%

Max Drawdown (10Y)

Largest decline over 10 years

-32.55%

Current Drawdown

Current decline from peak

-2.31%

-6.63%

+4.32%

Average Drawdown

Average peak-to-trough decline

-2.71%

-4.71%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

2.49%

-1.53%

Volatility

PDAHX vs. JLKYX - Volatility Comparison

The current volatility for Prudential Day One Income Fund (PDAHX) is 2.16%, while John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX) has a volatility of 5.95%. This indicates that PDAHX experiences smaller price fluctuations and is considered to be less risky than JLKYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PDAHXJLKYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

5.95%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

9.49%

-6.22%

Volatility (1Y)

Calculated over the trailing 1-year period

5.84%

16.39%

-10.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.54%

15.16%

-8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.41%

16.16%

-9.75%