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JECIX vs. JIBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JECIX vs. JIBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Variable Insurance Trust Mid Cap Index Trust Fund (JECIX) and John Hancock Funds II Blue Chip Growth Fund (JIBCX). The values are adjusted to include any dividend payments, if applicable.

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JECIX vs. JIBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JECIX
John Hancock Variable Insurance Trust Mid Cap Index Trust Fund
-0.48%7.11%13.37%16.06%-13.02%24.16%12.90%25.60%-12.01%6.58%
JIBCX
John Hancock Funds II Blue Chip Growth Fund
-14.89%8.28%35.89%49.47%-38.12%16.88%34.25%29.71%1.72%29.77%

Returns By Period

In the year-to-date period, JECIX achieves a -0.48% return, which is significantly higher than JIBCX's -14.89% return.


JECIX

1D
-2.44%
1M
-8.82%
YTD
-0.48%
6M
1.17%
1Y
13.65%
3Y*
10.57%
5Y*
5.97%
10Y*

JIBCX

1D
-0.36%
1M
-9.00%
YTD
-14.89%
6M
-20.62%
1Y
1.49%
3Y*
17.14%
5Y*
6.15%
10Y*
13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JECIX vs. JIBCX - Expense Ratio Comparison

JECIX has a 0.45% expense ratio, which is lower than JIBCX's 0.81% expense ratio.


Return for Risk

JECIX vs. JIBCX — Risk / Return Rank

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

JECIX
JECIX Risk / Return Rank: 2020
Overall Rank
JECIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
JECIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
JECIX Omega Ratio Rank: 2828
Omega Ratio Rank
JECIX Calmar Ratio Rank: 88
Calmar Ratio Rank
JECIX Martin Ratio Rank: 88
Martin Ratio Rank

JIBCX
JIBCX Risk / Return Rank: 44
Overall Rank
JIBCX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
JIBCX Sortino Ratio Rank: 66
Sortino Ratio Rank
JIBCX Omega Ratio Rank: 66
Omega Ratio Rank
JIBCX Calmar Ratio Rank: 22
Calmar Ratio Rank
JIBCX Martin Ratio Rank: 22
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.

JECIX vs. JIBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Mid Cap Index Trust Fund (JECIX) and John Hancock Funds II Blue Chip Growth Fund (JIBCX). 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.


JECIXJIBCXDifference

Sharpe ratio

Return per unit of total volatility

0.65

-0.02

+0.67

Sortino ratio

Return per unit of downside risk

1.11

0.16

+0.95

Omega ratio

Gain probability vs. loss probability

1.15

1.02

+0.13

Calmar ratio

Return relative to maximum drawdown

0.14

-0.45

+0.59

Martin ratio

Return relative to average drawdown

0.45

-1.07

+1.52

JECIX vs. JIBCX - Sharpe Ratio Comparison

The current JECIX Sharpe Ratio is 0.65, which is higher than the JIBCX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of JECIX and JIBCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JECIXJIBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

-0.02

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.26

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.48

-0.11

Correlation

The correlation between JECIX and JIBCX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JECIX vs. JIBCX - Dividend Comparison

JECIX's dividend yield for the trailing twelve months is around 8.88%, while JIBCX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JECIX
John Hancock Variable Insurance Trust Mid Cap Index Trust Fund
8.88%8.84%4.56%6.14%18.58%6.37%11.51%9.64%9.09%0.22%0.00%0.00%
JIBCX
John Hancock Funds II Blue Chip Growth Fund
0.00%0.00%6.97%3.23%5.57%16.46%4.72%1.46%7.73%16.16%6.35%13.20%

Drawdowns

JECIX vs. JIBCX - Drawdown Comparison

The maximum JECIX drawdown since its inception was -42.07%, smaller than the maximum JIBCX drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for JECIX and JIBCX.


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Drawdown Indicators


JECIXJIBCXDifference

Max Drawdown

Largest peak-to-trough decline

-42.07%

-54.15%

+12.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-24.47%

+10.32%

Max Drawdown (5Y)

Largest decline over 5 years

-24.16%

-42.74%

+18.58%

Max Drawdown (10Y)

Largest decline over 10 years

-42.74%

Current Drawdown

Current decline from peak

-8.86%

-24.47%

+15.61%

Average Drawdown

Average peak-to-trough decline

-6.55%

-9.26%

+2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

10.42%

-3.64%

Volatility

JECIX vs. JIBCX - Volatility Comparison

The current volatility for John Hancock Variable Insurance Trust Mid Cap Index Trust Fund (JECIX) is 4.63%, while John Hancock Funds II Blue Chip Growth Fund (JIBCX) has a volatility of 5.66%. This indicates that JECIX experiences smaller price fluctuations and is considered to be less risky than JIBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JECIXJIBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

5.66%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

14.52%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

24.25%

26.21%

-1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.31%

24.47%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

22.95%

-0.90%