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TRRHX vs. JRLVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRRHX vs. JRLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2025 Fund (TRRHX) 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, TRRHX achieves a 5.67% return, which is significantly lower than JRLVX's 9.95% return. Over the past 10 years, TRRHX has underperformed JRLVX with an annualized return of 8.05%, while JRLVX has yielded a comparatively higher 11.47% annualized return.


TRRHX

1D
0.11%
1M
-0.59%
YTD
5.67%
6M
5.19%
1Y
7.19%
3Y*
9.81%
5Y*
4.24%
10Y*
8.05%

JRLVX

1D
0.06%
1M
-0.99%
YTD
9.95%
6M
9.04%
1Y
22.74%
3Y*
17.76%
5Y*
8.80%
10Y*
11.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRRHX vs. JRLVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRHX
T. Rowe Price Retirement 2025 Fund
5.67%6.59%9.71%14.63%-15.59%12.02%14.68%20.96%-5.68%17.69%
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
9.95%19.25%14.50%18.00%-18.06%18.45%16.23%25.03%-8.29%17.40%

Correlation

The correlation between TRRHX and JRLVX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2013

0.96

The correlation between TRRHX and JRLVX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

TRRHX vs. JRLVX — Risk / Return Rank

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

TRRHX
TRRHX Risk / Return Rank: 1313
Overall Rank
TRRHX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TRRHX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TRRHX Omega Ratio Rank: 1616
Omega Ratio Rank
TRRHX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRRHX Martin Ratio Rank: 1212
Martin Ratio Rank

JRLVX
JRLVX Risk / Return Rank: 6363
Overall Rank
JRLVX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
JRLVX Sortino Ratio Rank: 5757
Sortino Ratio Rank
JRLVX Omega Ratio Rank: 5959
Omega Ratio Rank
JRLVX Calmar Ratio Rank: 6565
Calmar Ratio Rank
JRLVX Martin Ratio Rank: 7272
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.

TRRHX vs. JRLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2025 Fund (TRRHX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRRHXJRLVXDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.17

1.35

-0.17

Calmar ratioReturn relative to maximum drawdown

0.93

2.66

-1.73

Martin ratioReturn relative to average drawdown

2.81

11.47

-8.66

TRRHX vs. JRLVX - Sharpe Ratio Comparison

The current TRRHX Sharpe Ratio is 0.80, which is lower than the JRLVX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of TRRHX 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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Drawdowns

TRRHX vs. JRLVX - Drawdown Comparison

The maximum TRRHX drawdown since its inception was -50.04%, which is greater than JRLVX's maximum drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for TRRHX and JRLVX.


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Drawdown Indicators


TRRHXJRLVXDifference

Max Drawdown

Largest peak-to-trough decline

-50.04%

-32.53%

-17.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-8.50%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-8.69%

-15.27%

+6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-25.64%

+3.64%

Max Drawdown (10Y)

Largest decline over 10 years

-26.42%

-32.53%

+6.11%

Current Drawdown

Current decline from peak

-1.17%

-2.12%

+0.95%

Average Drawdown

Average peak-to-trough decline

-5.76%

-4.54%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.97%

+0.58%

Volatility

TRRHX vs. JRLVX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2025 Fund (TRRHX) is 3.03%, while John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) has a volatility of 5.05%. This indicates that TRRHX 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


TRRHXJRLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

5.05%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

9.99%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

9.13%

12.08%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.02%

14.90%

-4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

15.98%

-5.20%

TRRHX vs. JRLVX - Expense Ratio Comparison

TRRHX has a 0.55% expense ratio, which is higher than JRLVX's 0.01% expense ratio.


Dividends

TRRHX vs. JRLVX - Dividend Comparison

TRRHX has not paid dividends to shareholders, while JRLVX's dividend yield for the trailing twelve months is around 3.23%.


PositionTTM20252024202320222021202020192018201720162015
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
3.23%3.55%1.89%2.24%8.03%6.00%4.26%8.99%10.96%4.29%3.40%1.90%
TRRHX
T. Rowe Price Retirement 2025 Fund
0.00%0.00%4.13%6.58%12.69%10.87%5.21%4.95%7.52%3.70%2.00%3.11%

Frequently Asked Questions


With a correlation of 0.94, TRRHX and JRLVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JRLVX has higher volatility (5.05%) compared to TRRHX (3.03%). In terms of maximum drawdown, TRRHX dropped -50.04% vs JRLVX's -32.53%.

JRLVX currently has the higher Sharpe Ratio (1.88 vs 0.80), 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.

Portfolio Optimizer

Find the right allocation for TRRHX and JRLVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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