PUDZX vs. JILGX

Last updated Jun 5, 2026

PUDZX (PGIM Real Assets Fund) and JILGX (John Hancock Funds II Multimanager Lifestyle Growth Portfolio) are both Diversified Portfolio funds. Over the past 10 years, PUDZX returned 6.84%/yr vs 8.60%/yr for JILGX. A 0.68 correlation means they provide meaningful diversification when combined. PUDZX charges 0.25%/yr vs 0.17%/yr for JILGX.

Performance

PUDZX vs. JILGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Real Assets Fund (PUDZX) and John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PUDZX achieves a 12.74% return, which is significantly higher than JILGX's 11.12% return. Over the past 10 years, PUDZX has underperformed JILGX with an annualized return of 6.84%, while JILGX has yielded a comparatively higher 8.60% annualized return.

PUDZX

• 1D: -0.28%
• 1M: -1.74%
• YTD: 12.74%
• 6M: 12.56%
• 1Y: 21.27%
• 3Y*: 13.32%
• 5Y*: 7.90%
• 10Y*: 6.84%

JILGX

• 1D: -0.63%
• 1M: 3.25%
• YTD: 11.12%
• 6M: 0.36%
• 1Y: 11.00%
• 3Y*: 12.16%
• 5Y*: 5.06%
• 10Y*: 8.60%

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

PUDZX vs. JILGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PUDZX PGIM Real Assets Fund	12.74%	13.40%	8.61%	3.26%	-2.76%	18.49%	4.84%	16.29%	-9.20%	6.22%
JILGX John Hancock Funds II Multimanager Lifestyle Growth Portfolio	11.12%	4.24%	11.94%	16.22%	-17.44%	14.29%	17.61%	22.27%	-8.28%	15.94%

Correlation

The correlation between PUDZX and JILGX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jan 4, 2011	0.68

Over the past year, the correlation between PUDZX and JILGX has dropped to 0.37 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Return for Risk

PUDZX vs. JILGX — Risk / Return Rank

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

PUDZX

PUDZX Risk / Return Rank: 88
PUDZX Sharpe Ratio Rank: 87
PUDZX Sortino Ratio Rank: 81
PUDZX Omega Ratio Rank: 81
PUDZX Calmar Ratio Rank: 95
PUDZX Martin Ratio Rank: 95

JILGX

JILGX Risk / Return Rank: 11
JILGX Sharpe Ratio Rank: 11
JILGX Sortino Ratio Rank: 9
JILGX Omega Ratio Rank: 16
JILGX Calmar Ratio Rank: 10
JILGX Martin Ratio Rank: 9

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.

PUDZX vs. JILGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Real Assets Fund (PUDZX) and John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX). 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.

	PUDZX	JILGX	Difference
Sharpe ratio: Return per unit of total volatility	2.85	0.82	+2.03
Sortino ratio: Return per unit of downside risk	3.89	1.03	+2.85
Omega ratio: Gain probability vs. loss probability	1.53	1.20	+0.33
Calmar ratio: Return relative to maximum drawdown	6.00	0.92	+5.07
Martin ratio: Return relative to average drawdown	22.02	2.41	+19.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PUDZX vs. JILGX - Sharpe Ratio Comparison

The current PUDZX Sharpe Ratio is 2.85, which is higher than the JILGX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PUDZX and JILGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PUDZX	JILGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.85	0.82	+2.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.36	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.60	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.46	+0.08

Drawdowns

PUDZX vs. JILGX - Drawdown Comparison

The maximum PUDZX drawdown since its inception was -21.53%, smaller than the maximum JILGX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for PUDZX and JILGX.

Drawdown Indicators

	PUDZX	JILGX	Difference
Max Drawdown Largest peak-to-trough decline	-21.53%	-50.66%	+29.13%
Max Drawdown (1Y) Largest decline over 1 year	-3.56%	-14.01%	+10.45%
Max Drawdown (3Y) Largest decline over 3 years	-8.20%	-14.34%	+6.14%
Max Drawdown (5Y) Largest decline over 5 years	-17.98%	-25.25%	+7.27%
Max Drawdown (10Y) Largest decline over 10 years	-21.53%	-29.58%	+8.05%
Current Drawdown Current decline from peak	-2.37%	-0.99%	-1.38%
Average Drawdown Average peak-to-trough decline	-5.26%	-6.99%	+1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	5.06%	-4.09%

Volatility

PUDZX vs. JILGX - Volatility Comparison

The current volatility for PGIM Real Assets Fund (PUDZX) is 2.05%, while John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX) has a volatility of 3.64%. This indicates that PUDZX experiences smaller price fluctuations and is considered to be less risky than JILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PUDZX	JILGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.05%	3.64%	-1.59%
Volatility (6M) Calculated over the trailing 6-month period	6.08%	14.19%	-8.11%
Volatility (1Y) Calculated over the trailing 1-year period	7.49%	15.80%	-8.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.53%	14.49%	-3.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.70%	14.45%	-4.75%

PUDZX vs. JILGX - Expense Ratio Comparison

PUDZX has a 0.25% expense ratio, which is higher than JILGX's 0.17% 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%.

Dividends

PUDZX vs. JILGX - Dividend Comparison

PUDZX's dividend yield for the trailing twelve months is around 7.75%, more than JILGX's 2.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JILGX John Hancock Funds II Multimanager Lifestyle Growth Portfolio	2.14%	2.38%	2.94%	6.20%	14.58%	10.72%	6.35%	12.46%	11.94%	6.15%	7.98%	8.76%
PUDZX PGIM Real Assets Fund	7.75%	8.93%	6.67%	3.66%	9.10%	13.00%	4.94%	3.40%	2.14%	2.10%	1.39%	1.72%

Frequently Asked Questions

Can I hold both PUDZX and JILGX in my portfolio?

PUDZX and JILGX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PUDZX or JILGX?

JILGX has higher volatility (3.64%) compared to PUDZX (2.05%). In terms of maximum drawdown, PUDZX dropped -21.53% vs JILGX's -50.66%.

Which has better risk-adjusted returns?

PUDZX currently has the higher Sharpe Ratio (2.85 vs 0.82), 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.