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JELCX vs. AVEFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JELCX vs. AVEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio (JELCX) and Ave Maria Bond Fund (AVEFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JELCX achieves a 3.35% return, which is significantly higher than AVEFX's 0.79% return. Over the past 10 years, JELCX has underperformed AVEFX with an annualized return of 2.13%, while AVEFX has yielded a comparatively higher 3.78% annualized return.


JELCX

1D
0.48%
1M
1.06%
YTD
3.35%
6M
3.26%
1Y
9.88%
3Y*
6.04%
5Y*
1.27%
10Y*
2.13%

AVEFX

1D
-0.16%
1M
-0.58%
YTD
0.79%
6M
0.77%
1Y
3.51%
3Y*
5.44%
5Y*
2.92%
10Y*
3.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JELCX vs. AVEFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JELCX
John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio
3.35%8.84%3.59%5.49%-14.80%3.47%3.39%13.38%-2.18%3.24%
AVEFX
Ave Maria Bond Fund
0.79%5.63%5.71%5.16%-2.84%4.38%5.60%8.30%0.41%4.16%

Correlation

The correlation between JELCX and AVEFX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since May 6, 2003

0.70

The correlation between JELCX and AVEFX shifts across timeframes, from 0.59 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JELCX vs. AVEFX — Risk / Return Rank

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

JELCX
JELCX Risk / Return Rank: 6363
Overall Rank
JELCX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JELCX Sortino Ratio Rank: 6868
Sortino Ratio Rank
JELCX Omega Ratio Rank: 6666
Omega Ratio Rank
JELCX Calmar Ratio Rank: 5656
Calmar Ratio Rank
JELCX Martin Ratio Rank: 6161
Martin Ratio Rank

AVEFX
AVEFX Risk / Return Rank: 1818
Overall Rank
AVEFX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
AVEFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
AVEFX Omega Ratio Rank: 2020
Omega Ratio Rank
AVEFX Calmar Ratio Rank: 1616
Calmar Ratio Rank
AVEFX Martin Ratio Rank: 1313
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.

JELCX vs. AVEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio (JELCX) and Ave Maria Bond Fund (AVEFX). 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.


JELCXAVEFXDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.41

1.22

+0.19

Calmar ratioReturn relative to maximum drawdown

2.75

1.34

+1.41

Martin ratioReturn relative to average drawdown

11.31

3.45

+7.85

JELCX vs. AVEFX - Sharpe Ratio Comparison

The current JELCX Sharpe Ratio is 2.12, which is higher than the AVEFX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of JELCX and AVEFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JELCX vs. AVEFX - Drawdown Comparison

The maximum JELCX drawdown since its inception was -33.80%, which is greater than AVEFX's maximum drawdown of -10.24%. Use the drawdown chart below to compare losses from any high point for JELCX and AVEFX.


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Drawdown Indicators


JELCXAVEFXDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-10.24%

-23.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

-2.75%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-7.02%

-2.82%

-4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.46%

-7.57%

-10.89%

Max Drawdown (10Y)

Largest decline over 10 years

-18.46%

-10.24%

-8.22%

Current Drawdown

Current decline from peak

0.00%

-2.75%

+2.75%

Average Drawdown

Average peak-to-trough decline

-10.45%

-0.97%

-9.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.07%

-0.13%

Volatility

JELCX vs. AVEFX - Volatility Comparison

John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio (JELCX) has a higher volatility of 1.87% compared to Ave Maria Bond Fund (AVEFX) at 0.95%. This indicates that JELCX's price experiences larger fluctuations and is considered to be riskier than AVEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JELCXAVEFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

0.95%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

4.01%

2.30%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

5.24%

2.99%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

4.14%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.57%

4.02%

+1.55%

JELCX vs. AVEFX - Expense Ratio Comparison

JELCX has a 0.18% expense ratio, which is lower than AVEFX's 0.41% expense ratio.


Dividends

JELCX vs. AVEFX - Dividend Comparison

JELCX's dividend yield for the trailing twelve months is around 3.68%, more than AVEFX's 3.49% yield.


PositionTTM20252024202320222021202020192018201720162015
AVEFX
Ave Maria Bond Fund
3.49%3.51%2.94%2.47%3.59%2.32%2.43%3.31%3.21%2.04%2.94%1.89%
JELCX
John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio
3.68%3.81%3.39%5.18%3.05%3.12%4.47%2.39%5.92%0.00%0.00%0.00%

Frequently Asked Questions


JELCX and AVEFX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JELCX has higher volatility (1.87%) compared to AVEFX (0.95%). In terms of maximum drawdown, JELCX dropped -33.80% vs AVEFX's -10.24%.

JELCX currently has the higher Sharpe Ratio (2.12 vs 1.24), 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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