JECIX vs. QCGDX
Compare and contrast key facts about John Hancock Variable Insurance Trust Mid Cap Index Trust Fund (JECIX) and Quantified Common Ground Fund (QCGDX).
JECIX is managed by John Hancock. It was launched on May 1, 2000. QCGDX is managed by Advisors Preferred. It was launched on Dec 26, 2019.
Performance
JECIX vs. QCGDX - Performance Comparison
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JECIX vs. QCGDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 0.09% |
QCGDX Quantified Common Ground Fund | 2.93% | 1.02% | 9.87% | 14.74% | -12.23% | 32.19% | 14.65% | 0.10% |
Returns By Period
In the year-to-date period, JECIX achieves a -0.48% return, which is significantly lower than QCGDX's 2.93% return.
JECIX
- 1D
- -2.44%
- 1M
- -8.82%
- YTD
- -0.48%
- 6M
- 1.17%
- 1Y
- 13.65%
- 3Y*
- 10.57%
- 5Y*
- 5.97%
- 10Y*
- —
QCGDX
- 1D
- -0.45%
- 1M
- -4.57%
- YTD
- 2.93%
- 6M
- 4.54%
- 1Y
- 6.11%
- 3Y*
- 9.12%
- 5Y*
- 7.01%
- 10Y*
- —
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JECIX vs. QCGDX - Expense Ratio Comparison
JECIX has a 0.45% expense ratio, which is lower than QCGDX's 1.68% expense ratio.
Return for Risk
JECIX vs. QCGDX — Risk / Return Rank
JECIX
QCGDX
JECIX vs. QCGDX - 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 Quantified Common Ground Fund (QCGDX). 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.
| JECIX | QCGDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.54 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.11 | 0.83 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 0.72 | -0.59 |
Martin ratioReturn relative to average drawdown | 0.45 | 2.84 | -2.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JECIX | QCGDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.54 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.48 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.57 | -0.20 |
Correlation
The correlation between JECIX and QCGDX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JECIX vs. QCGDX - Dividend Comparison
JECIX's dividend yield for the trailing twelve months is around 8.88%, more than QCGDX's 0.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QCGDX Quantified Common Ground Fund | 0.67% | 0.69% | 4.42% | 0.22% | 0.00% | 5.44% | 1.65% | 0.00% | 0.00% | 0.00% |
Drawdowns
JECIX vs. QCGDX - Drawdown Comparison
The maximum JECIX drawdown since its inception was -42.07%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for JECIX and QCGDX.
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Drawdown Indicators
| JECIX | QCGDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.07% | -22.37% | -19.70% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -8.85% | -5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -20.18% | -3.98% |
Current DrawdownCurrent decline from peak | -8.86% | -4.69% | -4.17% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -6.27% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.78% | 2.25% | +4.53% |
Volatility
JECIX vs. QCGDX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Mid Cap Index Trust Fund (JECIX) is 4.63%, while Quantified Common Ground Fund (QCGDX) has a volatility of 4.92%. This indicates that JECIX experiences smaller price fluctuations and is considered to be less risky than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JECIX | QCGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 4.92% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 9.53% | +2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.25% | 13.53% | +10.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.31% | 14.77% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.05% | 16.53% | +5.52% |