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SWYJX vs. JRLVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWYJX vs. JRLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2055 Index Fund (SWYJX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWYJX achieves a -0.41% return, which is significantly lower than JRLVX's -0.06% return.


SWYJX

1D
-0.05%
1M
-2.55%
YTD
-0.41%
6M
1.56%
1Y
31.00%
3Y*
15.72%
5Y*
8.66%
10Y*

JRLVX

1D
0.00%
1M
-2.38%
YTD
-0.06%
6M
1.92%
1Y
30.55%
3Y*
14.91%
5Y*
7.94%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWYJX vs. JRLVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWYJX
Schwab Target 2055 Index Fund
-0.41%19.90%14.52%21.23%-17.80%18.36%14.79%25.78%-7.85%21.01%
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
-0.06%19.25%14.50%18.00%-18.06%18.45%16.23%25.03%-8.29%17.40%

Correlation

The correlation between SWYJX and JRLVX is 0.98 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk. Consider pairing with a less correlated asset class instead.


SWYJX vs. JRLVX - Expense Ratio Comparison

SWYJX has a 0.04% expense ratio, which is higher than JRLVX'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%.


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Return for Risk

SWYJX vs. JRLVX — Risk / Return Rank

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

SWYJX
SWYJX Risk / Return Rank: 6060
Overall Rank
SWYJX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SWYJX Sortino Ratio Rank: 5858
Sortino Ratio Rank
SWYJX Omega Ratio Rank: 5858
Omega Ratio Rank
SWYJX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SWYJX Martin Ratio Rank: 6868
Martin Ratio Rank

JRLVX
JRLVX Risk / Return Rank: 6262
Overall Rank
JRLVX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
JRLVX Sortino Ratio Rank: 6060
Sortino Ratio Rank
JRLVX Omega Ratio Rank: 6161
Omega Ratio Rank
JRLVX Calmar Ratio Rank: 5959
Calmar Ratio Rank
JRLVX Martin Ratio Rank: 7171
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.

SWYJX vs. JRLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2055 Index Fund (SWYJX) 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.


SWYJXJRLVXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.23

-0.02

Sortino ratio

Return per unit of downside risk

1.78

1.79

-0.01

Omega ratio

Gain probability vs. loss probability

1.26

1.27

0.00

Calmar ratio

Return relative to maximum drawdown

1.76

1.76

0.00

Martin ratio

Return relative to average drawdown

8.17

8.22

-0.04

SWYJX vs. JRLVX - Sharpe Ratio Comparison

The current SWYJX Sharpe Ratio is 1.21, which is comparable to the JRLVX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SWYJX and JRLVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SWYJXJRLVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.23

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.54

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.59

+0.07

Drawdowns

SWYJX vs. JRLVX - Drawdown Comparison

The maximum SWYJX drawdown since its inception was -31.18%, roughly equal to the maximum JRLVX drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for SWYJX and JRLVX.


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Drawdown Indicators


SWYJXJRLVXDifference

Max Drawdown

Largest peak-to-trough decline

-31.18%

-32.53%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-8.50%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-25.69%

-25.64%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

Current Drawdown

Current decline from peak

-5.55%

-5.32%

-0.23%

Average Drawdown

Average peak-to-trough decline

-4.69%

-4.61%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.41%

+0.02%

Volatility

SWYJX vs. JRLVX - Volatility Comparison

Schwab Target 2055 Index Fund (SWYJX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) have volatilities of 5.61% and 5.35%, 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


SWYJXJRLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

5.35%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

8.86%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

15.51%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

14.73%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

15.95%

+0.17%

Dividends

SWYJX vs. JRLVX - Dividend Comparison

SWYJX's dividend yield for the trailing twelve months is around 1.95%, less than JRLVX's 3.56% yield.


TTM20252024202320222021202020192018201720162015
SWYJX
Schwab Target 2055 Index Fund
1.95%1.95%1.99%1.99%1.93%1.77%1.62%1.96%2.17%1.47%1.25%0.00%
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
3.56%3.55%1.89%2.24%8.03%6.00%4.26%8.99%10.96%4.29%3.40%1.90%