C000210326 Performance — JNL/AQR Large Cap Defensive Style Fund, Class I
Data updated: 2026-05-28
C000210326 returned +1.47% year to date and +9.81% over one year to Mar 2026. Annualised returns are +12.95% over 3 years and +9.92% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $144, against $150 for the category, and to $110 over one year, against $114. Volatility over the past three years was 9.40% a year. In the 12 months to Mar 2026 the fund lost a net $37.5M, and assets reached $404.45M.
C000210326 Growth of $100
What $100 invested in JNL/AQR Large Cap Defensive Style Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000210326 | Category average |
|---|---|---|
| 1 year (Apr 2025 – Mar 2026) | $110 | $114 |
| 3 years (Apr 2023 – Mar 2026) | $144 | $150 |
| 5 years (Apr 2021 – Mar 2026) | $160 | $155 |
| Since data start (Jul 2019 – Mar 2026) | $201 | $205 |
C000210326 Trailing Returns
Total returns to Mar 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.47% |
| 1 year | +9.81% |
| 3 years (annualised) | +12.95% |
| 5 years (annualised) | +9.92% |
C000210326 Annual Returns
Calendar-year total returns of JNL/AQR Large Cap Defensive Style Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Mar) | +1.47% |
| 2025 | +13.41% |
| 2024 | +15.66% |
| 2023 | +10.91% |
| 2022 | −8.30% |
| 2021 | +22.41% |
| 2020 | +12.14% |
| 2019 (Jul–Dec) | +8.08% |
C000210326 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.1% | +2.5% | −4.0% | — | — | — | — | — | — | — | — | — |
| 2025 | +3.5% | +2.1% | −0.8% | −0.3% | +2.8% | +1.9% | −0.5% | +2.3% | +2.2% | −0.8% | +1.5% | −1.2% |
| 2024 | +2.3% | +3.7% | +2.8% | −3.3% | +2.7% | +1.6% | +2.4% | +4.2% | +0.6% | −1.5% | +5.2% | −5.5% |
| 2023 | +2.7% | −2.7% | +2.5% | +1.9% | −3.6% | +4.6% | +2.3% | −1.3% | −3.1% | −0.2% | +5.6% | +2.3% |
| 2022 | −5.7% | −2.2% | +4.3% | −4.9% | +0.7% | −5.8% | +5.2% | −2.6% | −7.6% | +9.2% | +6.2% | −3.9% |
| 2021 | −1.9% | −0.2% | +5.5% | +4.2% | +1.3% | +2.0% | +3.6% | +2.2% | −5.5% | +6.3% | −2.4% | +6.1% |
| 2020 | +1.0% | −8.4% | −11.4% | +10.0% | +5.7% | +0.5% | +6.0% | +6.2% | −2.6% | −3.0% | +7.7% | +2.2% |
| 2019 | — | — | — | — | — | — | +1.5% | +0.7% | +1.0% | +0.2% | +1.8% | +2.6% |
C000210326 Risk
Risk measures from monthly returns over Apr 2023 – Mar 2026.
- 3-year volatility (annualised): 9.40%
- 3-year Sharpe ratio: 0.90 (vs 4.5% risk-free rate)
- Best month: +5.64% (Nov 2023)
- Worst month: −5.52% (Dec 2024)
C000210326 Fund Flows
Monthly money in and out of JNL/AQR Large Cap Defensive Style Fund, from SEC Form N-PORT.
- 12-month net flow: −$37.5M
- 12-month gross sales (incl. reinvestments): $117.2M
- Sales ÷ redemptions: 0.76×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2026 | $9.1M | $11.3M | −$2.2M |
| Feb 2026 | $3.8M | $10.8M | −$7.0M |
| Jan 2026 | $4.7M | $11.1M | −$6.5M |
| Dec 2025 | $4.0M | $10.2M | −$6.2M |
| Nov 2025 | $3.8M | $12.5M | −$8.6M |
| Oct 2025 | $6.1M | $12.4M | −$6.3M |
| Sep 2025 | $5.8M | $15.5M | −$9.6M |
| Aug 2025 | $7.6M | $14.4M | −$6.7M |
| Jul 2025 | $8.0M | $16.7M | −$8.7M |
| Jun 2025 | $10.6M | $9.1M | $1.5M |
| May 2025 | $15.7M | $13.2M | $2.5M |
| Apr 2025 | $37.9M | $17.5M | $20.3M |
C000210326 Assets Under Management
Net assets of JNL/AQR Large Cap Defensive Style Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-03-31 | $404.45M |
| 2025-12-31 | $414.04M |
| 2025-09-30 | $437.61M |
| 2025-06-30 | $445.50M |
| 2025-03-31 | $401.47M |
| 2024-12-31 | $394.33M |
| 2024-09-30 | $420.87M |
| 2024-06-30 | $409.02M |
| 2024-03-31 | $416.88M |
| 2023-12-31 | $393.41M |
| 2023-09-30 | $380.00M |
| 2023-06-30 | $399.27M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.