TRRGX vs. JRLVX
Compare and contrast key facts about T. Rowe Price Retirement 2015 Fund (TRRGX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX).
TRRGX is managed by T. Rowe Price. It was launched on Feb 26, 2004. JRLVX is managed by John Hancock. It was launched on Nov 6, 2013.
Performance
TRRGX vs. JRLVX - Performance Comparison
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TRRGX vs. JRLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRRGX T. Rowe Price Retirement 2015 Fund | -0.52% | 6.04% | 8.85% | 13.01% | -14.10% | 9.65% | 12.56% | 17.41% | -4.24% | 13.36% |
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, TRRGX achieves a -0.52% return, which is significantly higher than JRLVX's -0.92% return. Over the past 10 years, TRRGX has underperformed JRLVX with an annualized return of 6.12%, while JRLVX has yielded a comparatively higher 10.19% annualized return.
TRRGX
- 1D
- 1.45%
- 1M
- -3.63%
- YTD
- -0.52%
- 6M
- -4.46%
- 1Y
- 4.00%
- 3Y*
- 7.50%
- 5Y*
- 3.41%
- 10Y*
- 6.12%
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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TRRGX vs. JRLVX - Expense Ratio Comparison
TRRGX has a 0.51% expense ratio, which is higher than JRLVX's 0.01% expense ratio.
Return for Risk
TRRGX vs. JRLVX — Risk / Return Rank
TRRGX
JRLVX
TRRGX vs. JRLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2015 Fund (TRRGX) 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.
| TRRGX | JRLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.24 | -0.78 |
Sortino ratioReturn per unit of downside risk | 0.63 | 1.80 | -1.17 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.27 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.72 | -1.22 |
Martin ratioReturn relative to average drawdown | 1.50 | 8.20 | -6.70 |
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
| TRRGX | JRLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.24 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.53 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.64 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.59 | -0.05 |
Correlation
The correlation between TRRGX and JRLVX is 0.95, 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
TRRGX vs. JRLVX - Dividend Comparison
TRRGX has not paid dividends to shareholders, while JRLVX's dividend yield for the trailing twelve months is around 3.59%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRGX T. Rowe Price Retirement 2015 Fund | 0.00% | 0.00% | 4.00% | 5.52% | 12.45% | 11.34% | 9.02% | 5.24% | 10.35% | 7.28% | 1.62% | 3.07% |
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
TRRGX vs. JRLVX - Drawdown Comparison
The maximum TRRGX drawdown since its inception was -43.17%, which is greater than JRLVX's maximum drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for TRRGX and JRLVX.
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Drawdown Indicators
| TRRGX | JRLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.17% | -32.53% | -10.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -11.23% | +3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -19.89% | -25.64% | +5.75% |
Max Drawdown (10Y)Largest decline over 10 years | -21.31% | -32.53% | +11.22% |
Current DrawdownCurrent decline from peak | -5.95% | -6.13% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -4.61% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.36% | +0.09% |
Volatility
TRRGX vs. JRLVX - Volatility Comparison
The current volatility for T. Rowe Price Retirement 2015 Fund (TRRGX) is 3.20%, while John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) has a volatility of 5.56%. This indicates that TRRGX experiences smaller price fluctuations and is considered to be less risky than JRLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRRGX | JRLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 5.56% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.02% | 8.84% | -1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.54% | 15.49% | -5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.62% | 14.74% | -6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.66% | 15.96% | -7.30% |