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Inception Date
Oct 31, 2013
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JHMPX Performance Chart

John Hancock Variable Insurance Trust Lifestyle Moderate Portfolio (JHMPX) is up 5.1% since the beginning of the year. JHMPX is currently trading at $14 per share. Investors who bought $1,000 worth of JHMPX shares 5 years ago would now be looking at an investment worth $1,246.


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S&P 500 Index

Returns By Period

John Hancock Variable Insurance Trust Lifestyle Moderate Portfolio (JHMPX) has returned 5.13% so far this year and 13.99% over the past 12 months.


John Hancock Variable Insurance Trust Lifestyle Moderate Portfolio

1D
0.07%
1M
1.78%
YTD
5.13%
6M
5.63%
1Y
13.99%
3Y*
10.33%
5Y*
4.50%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHMPX Monthly Returns History

Based on dividend-adjusted daily data since Feb 1, 2017, JHMPX's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2023 with a return of +6.4%, while the worst month was Mar 2020 at -7.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JHMPX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +3.7%, while the worst single day was Mar 12, 2020 at -4.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.38%1.59%-3.72%4.09%1.78%0.07%5.13%
20252.60%-1.11%-0.16%0.32%1.76%2.83%0.08%2.44%1.49%0.72%0.45%0.40%12.39%
20240.25%0.91%1.97%-3.30%3.08%1.05%2.48%1.80%1.46%-2.66%2.54%-2.40%7.13%
20235.26%-2.46%2.20%0.96%-1.18%2.31%1.33%-1.54%-3.36%-2.34%6.42%4.55%12.20%
2022-3.29%-1.83%-0.80%-5.50%0.28%-4.53%4.53%-3.26%-6.38%1.98%5.63%-2.28%-15.10%
2021-0.51%0.45%0.64%2.27%0.74%0.86%1.22%0.78%-2.09%2.02%-0.81%1.53%7.25%

Benchmark Metrics

John Hancock Variable Insurance Trust Lifestyle Moderate Portfolio has an annualized alpha of 0.93%, beta of 0.37, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since February 02, 2017.

  • This fund participated in 54.22% of S&P 500 Index downside but only 42.13% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.37 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.93%
Beta
0.37
0.72
Upside Capture
42.13%
Downside Capture
54.22%

Expense Ratio

JHMPX has an expense ratio of 0.13%, which is considered low.


Return for Risk

Risk / Return Rank

JHMPX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


JHMPX Risk / Return Rank: 6969
Overall Rank
JHMPX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
JHMPX Sortino Ratio Rank: 7474
Sortino Ratio Rank
JHMPX Omega Ratio Rank: 7070
Omega Ratio Rank
JHMPX Calmar Ratio Rank: 6464
Calmar Ratio Rank
JHMPX Martin Ratio Rank: 6767
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 Lifestyle Moderate Portfolio (JHMPX) and compare them to S&P 500 Index.


JHMPXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.45

2.39

+0.07

Sortino ratio

Return per unit of downside risk

3.60

3.25

+0.35

Omega ratio

Gain probability vs. loss probability

1.47

1.43

+0.03

Calmar ratio

Return relative to maximum drawdown

3.08

3.11

-0.03

Martin ratio

Return relative to average drawdown

13.06

14.38

-1.33

Dividends

Dividend History

John Hancock Variable Insurance Trust Lifestyle Moderate Portfolio provided a 5.56% dividend yield over the last twelve months, with an annual payout of $0.76 per share.


4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.76$0.76$0.59$1.29$1.41$1.05$0.87$0.65$0.55

Dividend yield

5.56%5.85%4.81%10.70%11.76%6.67%5.55%4.38%4.12%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Variable Insurance Trust Lifestyle Moderate Portfolio. 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$0.37$0.00$0.40$0.76
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.33$0.59
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.01$0.00$0.28$1.29
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.08$0.00$0.32$1.41
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.41$1.05

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 Lifestyle Moderate 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 Lifestyle Moderate Portfolio was 20.52%, occurring on Oct 14, 2022. Recovery took 435 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-20.52%Oct 2022
11mo 10d1y 9mo
2y 8moNov 2021 - Jul 2024
COVID crash2020
-17.61%Mar 2020
1mo 2d2mo 17d
3mo 19dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018
-7.83%Dec 2018
1y 5d2mo 24d
1y 2moDec 2017 - Mar 2019
2025 selloff2025
-7.00%Apr 2025
1mo 22d1mo 5d
2mo 27dFeb 2025 - May 2025
2026 pullback2026
-5.27%Mar 2026
29d21d
1mo 20dFeb 2026 - Apr 2026

Drawdown Indicators


JHMPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.52%

-56.78%

+36.26%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-9.10%

+3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-7.71%

-18.90%

+11.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.52%

-25.43%

+4.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.65%

-10.72%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

1.97%

-0.79%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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