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John Hancock Variable Insurance Trust Managed Vola...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

Issuer

Blackrock

Inception Date

Jan 6, 1997

Min. Investment

$0

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JELCX has an expense ratio of 0.18%, which is considered low compared to other funds.


Expense ratio chart for JELCX: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
0.72%
9.51%
JELCX (John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio)
Benchmark (^GSPC)

Returns By Period

John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio had a return of 1.76% year-to-date (YTD) and 6.75% in the last 12 months. Over the past 10 years, John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio had an annualized return of 0.60%, while the S&P 500 had an annualized return of 11.29%, indicating that John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio did not perform as well as the benchmark.


JELCX

YTD

1.76%

1M

1.23%

6M

0.73%

1Y

6.75%

5Y*

-0.95%

10Y*

0.60%

^GSPC (Benchmark)

YTD

4.22%

1M

2.22%

6M

9.51%

1Y

22.46%

5Y*

12.74%

10Y*

11.29%

*Annualized

Monthly Returns

The table below presents the monthly returns of JELCX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.24%1.76%
20240.10%-1.14%1.26%-2.90%2.34%1.14%2.47%1.61%1.48%-2.52%2.10%-2.19%3.60%
20233.11%-1.81%1.54%0.51%-1.00%0.81%0.70%-1.20%-3.03%-4.19%4.80%3.30%3.18%
2022-2.74%-1.59%-1.88%-4.66%0.10%-2.68%2.56%-2.11%-4.02%-1.41%3.22%-0.39%-14.80%
2021-0.43%-0.26%-0.17%1.74%0.43%1.02%1.01%0.50%-1.57%0.97%-0.50%0.74%3.47%
20201.36%-0.67%-7.02%2.27%0.89%1.15%1.39%0.34%-0.77%-1.93%3.88%1.45%1.95%
20192.92%0.82%1.73%0.98%-0.18%2.48%0.43%1.42%0.09%0.68%0.67%0.63%13.39%
20180.61%-1.56%-0.00%-0.44%0.71%-0.00%0.70%-2.09%-0.44%-2.41%0.73%-0.84%-4.99%
20170.81%1.25%0.18%0.97%0.96%0.17%0.95%-1.11%0.09%0.60%0.43%0.46%5.88%
2016-0.63%0.09%2.53%0.88%0.35%1.04%1.72%-2.11%0.26%-1.12%-1.22%0.59%2.31%
20151.24%0.65%0.16%0.24%-0.24%-1.13%0.82%-7.22%-0.61%1.76%-0.09%-1.01%-5.59%
20140.40%1.58%-0.23%0.70%1.24%0.69%-0.76%-4.29%-1.28%0.81%0.81%-0.39%-0.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JELCX is 53, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JELCX is 5353
Overall Rank
The Sharpe Ratio Rank of JELCX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of JELCX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of JELCX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of JELCX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of JELCX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio (JELCX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JELCX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.261.77
The chart of Sortino ratio for JELCX, currently valued at 1.81, compared to the broader market0.002.004.006.008.0010.0012.001.812.39
The chart of Omega ratio for JELCX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.32
The chart of Calmar ratio for JELCX, currently valued at 0.45, compared to the broader market0.005.0010.0015.0020.000.452.66
The chart of Martin ratio for JELCX, currently valued at 4.66, compared to the broader market0.0020.0040.0060.0080.004.6610.85
JELCX
^GSPC

The current John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio Sharpe ratio is 1.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.26
1.77
JELCX (John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio provided a 3.33% dividend yield over the last twelve months, with an annual payout of $0.33 per share. The fund has been increasing its distributions for 2 consecutive years.


2.40%2.60%2.80%3.00%3.20%3.40%$0.00$0.10$0.20$0.30$0.4020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.33$0.33$0.30$0.29$0.36$0.36$0.28$0.30$0.29$0.28$0.30$0.35

Dividend yield

3.33%3.39%3.06%3.05%3.12%3.07%2.39%2.78%2.55%2.48%2.73%2.90%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.31$0.33
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.28$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.27$0.29
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.34$0.36
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.32$0.36
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.28$0.28
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2014$0.35$0.35

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.02%
0
JELCX (John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio was 24.86%, occurring on Mar 9, 2009. Recovery took 209 trading sessions.

The current John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio drawdown is 8.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.86%Apr 12, 2007479Mar 9, 2009209Jan 5, 2010688
-19.75%Nov 10, 2021492Oct 25, 2023
-12.7%Feb 24, 202019Mar 19, 2020214Jan 25, 2021233
-12.42%Aug 26, 2014353Jan 20, 2016860Jun 20, 20191213
-8.76%Apr 13, 200652Jun 27, 2006152Feb 6, 2007204

Volatility

Volatility Chart

The current John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio volatility is 1.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.44%
3.19%
JELCX (John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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