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SSDJX vs. JIEHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSDJX vs. JIEHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Target Retirement 2050 Fund (SSDJX) and John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX). The values are adjusted to include any dividend payments, if applicable.

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SSDJX vs. JIEHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSDJX
State Street Target Retirement 2050 Fund
-3.49%20.71%12.35%19.18%-19.24%13.12%19.69%25.73%-8.12%18.55%
JIEHX
John Hancock Funds Multi-Index 2060 Lifetime Portfolio
-4.06%20.12%15.37%18.47%-18.03%18.48%16.08%25.00%-8.22%16.82%

Returns By Period

In the year-to-date period, SSDJX achieves a -3.49% return, which is significantly higher than JIEHX's -4.06% return.


SSDJX

1D
0.06%
1M
-8.42%
YTD
-3.49%
6M
-0.92%
1Y
16.73%
3Y*
13.50%
5Y*
6.61%
10Y*
9.75%

JIEHX

1D
-0.34%
1M
-8.66%
YTD
-4.06%
6M
-1.32%
1Y
16.78%
3Y*
14.22%
5Y*
7.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSDJX vs. JIEHX - Expense Ratio Comparison

SSDJX has a 0.21% expense ratio, which is higher than JIEHX'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

SSDJX vs. JIEHX — Risk / Return Rank

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

SSDJX
SSDJX Risk / Return Rank: 6666
Overall Rank
SSDJX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SSDJX Sortino Ratio Rank: 6767
Sortino Ratio Rank
SSDJX Omega Ratio Rank: 6868
Omega Ratio Rank
SSDJX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SSDJX Martin Ratio Rank: 6969
Martin Ratio Rank

JIEHX
JIEHX Risk / Return Rank: 5757
Overall Rank
JIEHX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
JIEHX Sortino Ratio Rank: 5757
Sortino Ratio Rank
JIEHX Omega Ratio Rank: 5858
Omega Ratio Rank
JIEHX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JIEHX Martin Ratio Rank: 6464
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.

SSDJX vs. JIEHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2050 Fund (SSDJX) and John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX). 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.


SSDJXJIEHXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.04

+0.10

Sortino ratio

Return per unit of downside risk

1.68

1.54

+0.14

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratio

Return relative to maximum drawdown

1.41

1.29

+0.12

Martin ratio

Return relative to average drawdown

6.51

6.13

+0.39

SSDJX vs. JIEHX - Sharpe Ratio Comparison

The current SSDJX Sharpe Ratio is 1.15, which is comparable to the JIEHX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of SSDJX and JIEHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSDJXJIEHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.04

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.51

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.60

-0.01

Correlation

The correlation between SSDJX and JIEHX is 0.97, 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

SSDJX vs. JIEHX - Dividend Comparison

SSDJX's dividend yield for the trailing twelve months is around 6.27%, more than JIEHX's 3.70% yield.


TTM20252024202320222021202020192018201720162015
SSDJX
State Street Target Retirement 2050 Fund
6.27%6.05%4.63%3.13%5.47%4.87%4.13%6.79%5.05%0.45%1.73%1.86%
JIEHX
John Hancock Funds Multi-Index 2060 Lifetime Portfolio
3.70%3.55%1.76%2.17%6.57%5.15%3.18%6.88%6.99%1.76%0.00%0.00%

Drawdowns

SSDJX vs. JIEHX - Drawdown Comparison

The maximum SSDJX drawdown since its inception was -29.95%, smaller than the maximum JIEHX drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for SSDJX and JIEHX.


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Drawdown Indicators


SSDJXJIEHXDifference

Max Drawdown

Largest peak-to-trough decline

-29.95%

-32.55%

+2.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-11.60%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-27.45%

-25.70%

-1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-29.95%

Current Drawdown

Current decline from peak

-8.67%

-9.18%

+0.51%

Average Drawdown

Average peak-to-trough decline

-5.11%

-5.06%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.45%

-0.13%

Volatility

SSDJX vs. JIEHX - Volatility Comparison

The current volatility for State Street Target Retirement 2050 Fund (SSDJX) is 4.66%, while John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX) has a volatility of 5.04%. This indicates that SSDJX experiences smaller price fluctuations and is considered to be less risky than JIEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSDJXJIEHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

5.04%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

9.12%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.62%

16.25%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

15.13%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.70%

16.48%

-1.78%