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JECIX vs. VO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JECIX vs. VO - 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 Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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JECIX vs. VO - 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%
VO
Vanguard Mid-Cap ETF
-0.68%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%16.05%

Returns By Period

In the year-to-date period, JECIX achieves a -0.48% return, which is significantly higher than VO's -0.68% return.


JECIX

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

VO

1D
2.22%
1M
-5.86%
YTD
-0.68%
6M
-1.48%
1Y
12.73%
3Y*
12.61%
5Y*
6.66%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JECIX vs. VO - Expense Ratio Comparison

JECIX has a 0.45% expense ratio, which is higher than VO's 0.04% expense ratio.


Return for Risk

JECIX vs. VO — 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

VO
VO Risk / Return Rank: 4646
Overall Rank
VO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4343
Sortino Ratio Rank
VO Omega Ratio Rank: 4444
Omega Ratio Rank
VO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VO Martin Ratio Rank: 5454
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. VO - 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 Vanguard Mid-Cap ETF (VO). 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.


JECIXVODifference

Sharpe ratio

Return per unit of total volatility

0.65

0.73

-0.07

Sortino ratio

Return per unit of downside risk

1.11

1.12

-0.02

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratio

Return relative to maximum drawdown

0.14

1.05

-0.91

Martin ratio

Return relative to average drawdown

0.45

4.84

-4.39

JECIX vs. VO - Sharpe Ratio Comparison

The current JECIX Sharpe Ratio is 0.65, which is comparable to the VO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of JECIX and VO, 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


JECIXVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.73

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.38

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.48

-0.11

Correlation

The correlation between JECIX and VO is 0.90, 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. VO - Dividend Comparison

JECIX's dividend yield for the trailing twelve months is around 8.88%, more than VO's 1.51% yield.


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%
VO
Vanguard Mid-Cap ETF
1.51%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Drawdowns

JECIX vs. VO - Drawdown Comparison

The maximum JECIX drawdown since its inception was -42.07%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for JECIX and VO.


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Drawdown Indicators


JECIXVODifference

Max Drawdown

Largest peak-to-trough decline

-42.07%

-58.87%

+16.80%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-12.74%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.16%

-27.57%

+3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-39.37%

Current Drawdown

Current decline from peak

-8.86%

-6.12%

-2.74%

Average Drawdown

Average peak-to-trough decline

-6.55%

-7.91%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

2.76%

+4.02%

Volatility

JECIX vs. VO - Volatility Comparison

The current volatility for John Hancock Variable Insurance Trust Mid Cap Index Trust Fund (JECIX) is 4.63%, while Vanguard Mid-Cap ETF (VO) has a volatility of 4.89%. This indicates that JECIX experiences smaller price fluctuations and is considered to be less risky than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JECIXVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.89%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

9.72%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

24.25%

17.57%

+6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.31%

17.62%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

18.94%

+3.11%