JELBX vs. AWSHX

In the year-to-date period, JELBX achieves a -0.09% return, which is significantly lower than AWSHX's 4.43% return. Over the past 10 years, JELBX has underperformed AWSHX with an annualized return of 3.99%, while AWSHX has yielded a comparatively higher 11.62% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

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.

The current JELBX Sharpe Ratio is 0.59, which is lower than the AWSHX Sharpe Ratio of 0.97. 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.

JELBX's dividend yield for the trailing twelve months is around 2.98%, less than AWSHX's 9.66% yield.

The maximum JELBX drawdown since its inception was -44.27%, smaller than the maximum AWSHX drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for JELBX and AWSHX.

The current volatility for John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio (JELBX) is 1.49%, while American Funds Washington Mutual Investors Fund Class A (AWSHX) has a volatility of 3.98%. 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.