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JELBX vs. AWSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JELBX vs. AWSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio (JELBX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). The values are adjusted to include any dividend payments, if applicable.

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JELBX vs. AWSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JELBX
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio
-1.37%9.73%9.33%12.06%-15.06%9.76%1.76%17.91%-4.89%7.55%
AWSHX
American Funds Washington Mutual Investors Fund Class A
-3.17%17.20%19.02%17.21%-8.45%28.44%7.69%24.86%-6.16%20.03%

Returns By Period

In the year-to-date period, JELBX achieves a -1.37% return, which is significantly higher than AWSHX's -3.17% return. Over the past 10 years, JELBX has underperformed AWSHX with an annualized return of 4.01%, while AWSHX has yielded a comparatively higher 12.07% annualized return.


JELBX

1D
1.80%
1M
-4.10%
YTD
-1.37%
6M
0.20%
1Y
7.81%
3Y*
8.54%
5Y*
3.75%
10Y*
4.01%

AWSHX

1D
2.21%
1M
-5.85%
YTD
-3.17%
6M
-1.40%
1Y
12.98%
3Y*
16.12%
5Y*
11.18%
10Y*
12.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JELBX vs. AWSHX - Expense Ratio Comparison

JELBX has a 0.17% expense ratio, which is lower than AWSHX's 0.58% expense ratio.


Return for Risk

JELBX vs. AWSHX — Risk / Return Rank

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

JELBX
JELBX Risk / Return Rank: 2727
Overall Rank
JELBX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JELBX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JELBX Omega Ratio Rank: 3434
Omega Ratio Rank
JELBX Calmar Ratio Rank: 1515
Calmar Ratio Rank
JELBX Martin Ratio Rank: 1515
Martin Ratio Rank

AWSHX
AWSHX Risk / Return Rank: 4848
Overall Rank
AWSHX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AWSHX Sortino Ratio Rank: 4242
Sortino Ratio Rank
AWSHX Omega Ratio Rank: 4242
Omega Ratio Rank
AWSHX Calmar Ratio Rank: 5454
Calmar Ratio Rank
AWSHX Martin Ratio Rank: 6262
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.

JELBX vs. AWSHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio (JELBX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). 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.


JELBXAWSHXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.86

+0.03

Sortino ratio

Return per unit of downside risk

1.35

1.34

+0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

0.62

1.35

-0.72

Martin ratio

Return relative to average drawdown

2.16

6.00

-3.84

JELBX vs. AWSHX - Sharpe Ratio Comparison

The current JELBX Sharpe Ratio is 0.90, which is comparable to the AWSHX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of JELBX and AWSHX, 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


JELBXAWSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.86

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.80

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.74

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.62

-0.50

Correlation

The correlation between JELBX and AWSHX is 0.84, 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

JELBX vs. AWSHX - Dividend Comparison

JELBX's dividend yield for the trailing twelve months is around 6.87%, less than AWSHX's 10.44% yield.


TTM20252024202320222021202020192018201720162015
JELBX
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio
6.87%6.78%2.98%10.88%6.00%2.55%7.95%6.43%10.30%0.00%0.00%0.00%
AWSHX
American Funds Washington Mutual Investors Fund Class A
10.44%10.08%10.06%6.14%6.31%6.05%3.06%6.19%4.36%7.26%6.37%6.25%

Drawdowns

JELBX vs. AWSHX - Drawdown Comparison

The maximum JELBX drawdown since its inception was -50.73%, smaller than the maximum AWSHX drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for JELBX and AWSHX.


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Drawdown Indicators


JELBXAWSHXDifference

Max Drawdown

Largest peak-to-trough decline

-50.73%

-53.95%

+3.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-10.37%

+3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.54%

-18.64%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-18.81%

-34.65%

+15.84%

Current Drawdown

Current decline from peak

-4.69%

-6.35%

+1.66%

Average Drawdown

Average peak-to-trough decline

-13.20%

-6.43%

-6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.32%

+0.51%

Volatility

JELBX vs. AWSHX - Volatility Comparison

The current volatility for John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio (JELBX) is 4.11%, while American Funds Washington Mutual Investors Fund Class A (AWSHX) has a volatility of 4.41%. This indicates that JELBX experiences smaller price fluctuations and is considered to be less risky than AWSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JELBXAWSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.41%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

6.16%

8.28%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

15.30%

-4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.52%

14.12%

-5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.50%

16.33%

-7.83%