JELCX vs. CSTAX
JELCX (John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio) and CSTAX (American Funds College 2027 Fund) are both Diversified Portfolio funds. Over the past 10 years, JELCX returned 2.13%/yr vs 4.99%/yr for CSTAX. A 0.76 correlation means they provide meaningful diversification when combined. JELCX charges 0.18%/yr vs 0.41%/yr for CSTAX.
Performance
JELCX vs. CSTAX - Performance Comparison
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Returns By Period
In the year-to-date period, JELCX achieves a 3.35% return, which is significantly higher than CSTAX's 1.38% return. Over the past 10 years, JELCX has underperformed CSTAX with an annualized return of 2.13%, while CSTAX has yielded a comparatively higher 4.99% 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%
CSTAX
- 1D
- 0.16%
- 1M
- 0.40%
- YTD
- 1.38%
- 6M
- 1.52%
- 1Y
- 6.38%
- 3Y*
- 6.72%
- 5Y*
- 2.95%
- 10Y*
- 4.99%
JELCX vs. CSTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CSTAX American Funds College 2027 Fund | 1.38% | 9.00% | 5.57% | 6.57% | -9.87% | 6.52% | 7.66% | 13.35% | -2.23% | 11.77% |
Correlation
The correlation between JELCX and CSTAX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.76 |
The correlation between JELCX and CSTAX has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.
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Return for Risk
JELCX vs. CSTAX — Risk / Return Rank
JELCX
CSTAX
JELCX vs. CSTAX - 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 American Funds College 2027 Fund (CSTAX). 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.
| JELCX | CSTAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 2.39 | +0.36 |
| Martin ratioReturn relative to average drawdown | 11.31 | 9.06 | +2.25 |
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Drawdowns
JELCX vs. CSTAX - Drawdown Comparison
The maximum JELCX drawdown since its inception was -33.80%, which is greater than CSTAX's maximum drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for JELCX and CSTAX.
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Drawdown Indicators
| JELCX | CSTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -14.52% | -19.28% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -2.72% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -7.02% | -4.89% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -18.46% | -14.52% | -3.94% |
Max Drawdown (10Y)Largest decline over 10 years | -18.46% | -14.52% | -3.94% |
Current DrawdownCurrent decline from peak | 0.00% | -0.48% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -10.45% | -2.34% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.72% | +0.22% |
Volatility
JELCX vs. CSTAX - Volatility Comparison
John Hancock Variable Insurance Trust Managed Volatility Conservative Portfolio (JELCX) has a higher volatility of 1.87% compared to American Funds College 2027 Fund (CSTAX) at 1.22%. This indicates that JELCX's price experiences larger fluctuations and is considered to be riskier than CSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JELCX | CSTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 1.22% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 4.01% | 2.47% | +1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.24% | 3.13% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.34% | 5.17% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.57% | 5.79% | -0.22% |
JELCX vs. CSTAX - Expense Ratio Comparison
JELCX has a 0.18% expense ratio, which is lower than CSTAX's 0.41% expense ratio.
Dividends
JELCX vs. CSTAX - Dividend Comparison
JELCX's dividend yield for the trailing twelve months is around 3.68%, less than CSTAX's 5.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSTAX American Funds College 2027 Fund | 5.19% | 5.26% | 3.78% | 3.17% | 3.40% | 7.52% | 5.72% | 4.00% | 4.78% | 3.90% | 4.34% | 4.49% |
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 CSTAX have a correlation of 0.84, 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 CSTAX (1.22%). In terms of maximum drawdown, JELCX dropped -33.80% vs CSTAX's -14.52%.
JELCX currently has the higher Sharpe Ratio (2.12 vs 2.07), 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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