JELBX vs. AWSHX
JELBX (John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio) and AWSHX (American Funds Washington Mutual Investors Fund Class A) are both mutual funds - JELBX is a Diversified Portfolio fund managed by BlackRock, while AWSHX is a Large Cap Blend Equities fund actively managed by American Funds. Over the past 10 years, JELBX returned 4.32%/yr vs 12.84%/yr for AWSHX. Their correlation of 0.84 means they have usually moved in the same direction. JELBX charges 0.17%/yr vs 0.58%/yr for AWSHX.
Performance
JELBX vs. AWSHX - Performance Comparison
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Returns By Period
In the year-to-date period, JELBX achieves a 5.13% return, which is significantly lower than AWSHX's 9.02% return. Over the past 10 years, JELBX has underperformed AWSHX with an annualized return of 4.32%, while AWSHX has yielded a comparatively higher 12.84% annualized return.
JELBX
- 1D
- 1.15%
- 1M
- -0.86%
- 6M
- 3.24%
- YTD
- 5.13%
- 1Y
- 11.78%
- 3Y*
- 9.21%
- 5Y*
- 4.10%
- 10Y*
- 4.32%
- ALL TIME*
- 1.51%
AWSHX
- 1D
- 0.59%
- 1M
- 1.03%
- 6M
- 7.13%
- YTD
- 9.02%
- 1Y
- 17.38%
- 3Y*
- 17.11%
- 5Y*
- 12.39%
- 10Y*
- 12.84%
- ALL TIME*
- 10.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
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 | 5.13% | 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 | 9.02% | 17.20% | 19.02% | 17.21% | -8.45% | 28.44% | 7.69% | 24.86% | -6.16% | 20.03% |
Correlation
The correlation between JELBX and AWSHX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.84 |
The correlation between JELBX and AWSHX shifts across timeframes, from 0.73 (3 years) to 0.84 (all time), reflecting how their relationship changes across market environments.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JELBX | AWSHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.83 | +0.15 |
| Martin ratioReturn relative to average drawdown | 7.96 | 7.93 | +0.03 |
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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 | -6.38% | -8.37% | +1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -9.82% | -14.66% | +4.84% |
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 | -1.71% | -0.51% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -13.06% | -6.39% | -6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.93% | -0.41% |
Volatility
JELBX vs. AWSHX - Volatility Comparison
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio (JELBX) and American Funds Washington Mutual Investors Fund Class A (AWSHX) have volatilities of 2.37% and 2.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 2.37% | 2.39% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.15% | 7.81% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.87% | 10.52% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.71% | 14.06% | -5.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.56% | 16.28% | -7.72% |
JELBX vs. AWSHX - Expense Ratio Comparison
JELBX has a 0.17% expense ratio, which is lower than AWSHX's 0.58% expense ratio.
Dividends
JELBX vs. AWSHX - Dividend Comparison
JELBX's dividend yield for the trailing twelve months is around 6.45%, less than AWSHX's 9.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWSHX American Funds Washington Mutual Investors Fund Class A | 9.49% | 10.08% | 10.06% | 6.14% | 6.31% | 6.05% | 3.06% | 6.19% | 4.36% | 7.26% | 6.37% | 6.25% |
JELBX John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 6.45% | 6.78% | 2.98% | 10.88% | 6.00% | 2.55% | 7.95% | 6.43% | 10.30% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JELBX and AWSHX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AWSHX has higher volatility (2.39%) compared to JELBX (2.37%). In terms of maximum drawdown, JELBX dropped -50.73% vs AWSHX's -53.95%.
AWSHX currently has the higher Sharpe Ratio (1.46 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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