SWNRX vs. JRLVX
Compare and contrast key facts about Schwab Target 2050 Fund (SWNRX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX).
SWNRX is managed by Charles Schwab. It was launched on Jan 22, 2013. JRLVX is managed by John Hancock. It was launched on Nov 6, 2013.
Performance
SWNRX vs. JRLVX - Performance Comparison
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SWNRX vs. JRLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWNRX Schwab Target 2050 Fund | -0.36% | 19.56% | 13.90% | 20.65% | -19.60% | 17.76% | 15.28% | 23.39% | -10.31% | 22.98% |
JRLVX John Hancock Funds Multi-Index 2045 Lifetime Portfolio | -0.92% | 19.25% | 14.50% | 18.00% | -18.06% | 18.45% | 16.23% | 25.03% | -8.29% | 17.40% |
Returns By Period
In the year-to-date period, SWNRX achieves a -0.36% return, which is significantly higher than JRLVX's -0.92% return. Both investments have delivered pretty close results over the past 10 years, with SWNRX having a 10.11% annualized return and JRLVX not far ahead at 10.19%.
SWNRX
- 1D
- 1.06%
- 1M
- -3.04%
- YTD
- -0.36%
- 6M
- 1.85%
- 1Y
- 19.06%
- 3Y*
- 15.25%
- 5Y*
- 7.82%
- 10Y*
- 10.11%
JRLVX
- 1D
- 2.59%
- 1M
- -5.31%
- YTD
- -0.92%
- 6M
- 1.47%
- 1Y
- 18.74%
- 3Y*
- 14.72%
- 5Y*
- 7.76%
- 10Y*
- 10.19%
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SWNRX vs. JRLVX - Expense Ratio Comparison
SWNRX has a 0.00% expense ratio, which is lower than JRLVX's 0.01% expense ratio. Despite the difference, 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
SWNRX vs. JRLVX — Risk / Return Rank
SWNRX
JRLVX
SWNRX vs. JRLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Fund (SWNRX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX). 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.
| SWNRX | JRLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.24 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.80 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.27 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.72 | +0.16 |
Martin ratioReturn relative to average drawdown | 8.30 | 8.20 | +0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWNRX | JRLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.24 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.53 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.64 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.59 | +0.05 |
Correlation
The correlation between SWNRX and JRLVX 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
SWNRX vs. JRLVX - Dividend Comparison
SWNRX's dividend yield for the trailing twelve months is around 4.93%, more than JRLVX's 3.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWNRX Schwab Target 2050 Fund | 4.93% | 4.91% | 3.33% | 3.38% | 8.27% | 5.97% | 2.35% | 4.95% | 6.51% | 2.71% | 5.34% | 5.80% |
JRLVX John Hancock Funds Multi-Index 2045 Lifetime Portfolio | 3.59% | 3.55% | 1.89% | 2.24% | 8.03% | 6.00% | 4.26% | 8.99% | 10.96% | 4.29% | 3.40% | 1.90% |
Drawdowns
SWNRX vs. JRLVX - Drawdown Comparison
The maximum SWNRX drawdown since its inception was -31.50%, roughly equal to the maximum JRLVX drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for SWNRX and JRLVX.
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Drawdown Indicators
| SWNRX | JRLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.50% | -32.53% | +1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -11.23% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -25.64% | -5.54% |
Max Drawdown (10Y)Largest decline over 10 years | -31.50% | -32.53% | +1.03% |
Current DrawdownCurrent decline from peak | -5.80% | -6.13% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -4.61% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.36% | +0.06% |
Volatility
SWNRX vs. JRLVX - Volatility Comparison
Schwab Target 2050 Fund (SWNRX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) have volatilities of 5.58% and 5.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWNRX | JRLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 5.56% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 8.84% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.29% | 15.49% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 14.74% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 15.96% | +0.31% |