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Inception Date
May 1, 2005
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

JESGX Performance Chart

John Hancock Variable Insurance Trust Small Cap Stock Trust (JESGX) is up 10.0% since the beginning of the year. JESGX is currently trading at $8 per share. Investors who bought $1,000 worth of JESGX shares 5 years ago would now be looking at an investment worth $1,139.


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S&P 500 Index

Returns By Period

John Hancock Variable Insurance Trust Small Cap Stock Trust (JESGX) has returned 9.95% so far this year and 28.60% over the past 12 months.


John Hancock Variable Insurance Trust Small Cap Stock Trust

1D
0.37%
1M
3.73%
YTD
9.95%
6M
9.05%
1Y
28.60%
3Y*
14.93%
5Y*
2.63%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JESGX Monthly Returns History

Based on dividend-adjusted daily data since Feb 1, 2017, JESGX's average daily return is +0.06%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +16.5%, while the worst month was Mar 2020 at -19.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JESGX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -13.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.09%-0.54%-5.69%11.21%5.30%-0.98%9.95%
20256.75%-10.78%-4.19%-0.84%3.90%4.73%1.56%3.53%1.93%2.55%4.40%-0.27%12.66%
2024-2.05%5.94%3.14%-7.36%5.35%-0.16%6.08%0.46%1.23%-1.98%10.09%-8.04%11.64%
20236.96%-1.30%-3.01%-0.58%-0.39%8.43%2.17%-3.54%-4.59%-7.50%9.36%11.03%16.10%
2022-13.65%1.47%-0.33%-11.94%-5.45%-8.71%11.75%-3.02%-7.72%9.69%2.85%-7.02%-30.38%
20211.93%3.13%-2.87%3.86%-5.62%4.44%-1.44%1.55%-4.81%4.58%-5.11%2.40%1.18%

Benchmark Metrics

John Hancock Variable Insurance Trust Small Cap Stock Trust has an annualized alpha of -3.12%, beta of 1.12, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since February 02, 2017.

  • This fund participated in 112.55% of S&P 500 Index downside but only 100.92% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.12% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.12 and R2 of 0.72, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-3.12%
Beta
1.12
0.72
Upside Capture
100.92%
Downside Capture
112.55%

Expense Ratio

JESGX has a high expense ratio of 1.12%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JESGX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JESGX Risk / Return Rank: 4141
Overall Rank
JESGX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JESGX Sortino Ratio Rank: 4141
Sortino Ratio Rank
JESGX Omega Ratio Rank: 3636
Omega Ratio Rank
JESGX Calmar Ratio Rank: 4444
Calmar Ratio Rank
JESGX Martin Ratio Rank: 4646
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for John Hancock Variable Insurance Trust Small Cap Stock Trust (JESGX) and compare them to S&P 500 Index.


JESGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratioReturn relative to maximum drawdown

2.52

2.93

-0.41

Martin ratioReturn relative to average drawdown

9.55

13.52

-3.97

Dividends

Dividend History

John Hancock Variable Insurance Trust Small Cap Stock Trust provided a 0.06% dividend yield over the last twelve months, with an annual payout of $0.01 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.01$0.01$0.00$0.00$2.09$1.84$1.27$3.36$0.66

Dividend yield

0.06%0.07%0.00%0.00%41.46%17.95%10.63%37.80%7.24%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Variable Insurance Trust Small Cap Stock Trust. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.01
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.09$0.00$0.00$2.09
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.84$0.00$0.00$1.84

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Variable Insurance Trust Small Cap Stock Trust. 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 Small Cap Stock Trust was 42.87%, occurring on Jun 16, 2022. Recovery took 954 trading sessions.

The current John Hancock Variable Insurance Trust Small Cap Stock Trust drawdown is 0.98%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-42.87%Jun 2022
1y 4mo3y 11mo
5y 3moFeb 2021 - May 2026
COVID crash2020
-38.66%Mar 2020
27d3mo 22d
4mo 19dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018
-28.29%Dec 2018
3mo 8d5mo 28d
9mo 6dSep 2018 - Jun 2019
2019 pullback2019
-9.76%Oct 2019
2mo 11d1mo 8d
3mo 19dJul 2019 - Nov 2019
2018 pullback2018
-8.53%Feb 2018
10d27d
1mo 7dJan 2018 - Mar 2018

Drawdown Indicators


JESGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.87%

-56.78%

+13.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-9.10%

-4.74%

Max Drawdown (3Y)

Largest decline over 3 years

-26.97%

-18.90%

-8.07%

Max Drawdown (5Y)

Largest decline over 5 years

-41.18%

-25.43%

-15.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.98%

-0.74%

-0.24%

Average Drawdown

Average peak-to-trough decline

-14.86%

-10.72%

-4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

1.97%

+1.49%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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