JELBX vs. AWSHX
Compare and contrast key facts about John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio (JELBX) and American Funds Washington Mutual Investors Fund Class A (AWSHX).
JELBX is managed by BlackRock. It was launched on Jan 6, 1997. AWSHX is managed by American Funds. It was launched on Jul 31, 1952.
Performance
JELBX vs. AWSHX - Performance Comparison
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JELBX vs. AWSHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
JELBX
AWSHX
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.
| JELBX | AWSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.86 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.34 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.35 | -0.72 |
Martin ratioReturn relative to average drawdown | 2.16 | 6.00 | -3.84 |
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
| JELBX | AWSHX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| JELBX | AWSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.69% | -6.35% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -13.20% | -6.43% | -6.77% |
Ulcer IndexDepth 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
| JELBX | AWSHX | Difference | |
|---|---|---|---|
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% |