JELMX vs. AAAAX
Compare and contrast key facts about John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
JELMX is managed by BlackRock. It was launched on Jan 6, 1997. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
JELMX vs. AAAAX - Performance Comparison
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JELMX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JELMX John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio | -1.24% | 9.26% | 8.15% | 10.70% | -14.86% | 7.89% | 3.27% | 16.71% | -3.99% | 5.84% |
AAAAX DWS RREEF Real Assets Fund - Class A | 9.77% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, JELMX achieves a -1.24% return, which is significantly lower than AAAAX's 9.77% return. Over the past 10 years, JELMX has underperformed AAAAX with an annualized return of 3.62%, while AAAAX has yielded a comparatively higher 7.40% annualized return.
JELMX
- 1D
- 1.47%
- 1M
- -3.53%
- YTD
- -1.24%
- 6M
- 0.19%
- 1Y
- 7.06%
- 3Y*
- 7.66%
- 5Y*
- 3.09%
- 10Y*
- 3.62%
AAAAX
- 1D
- 1.09%
- 1M
- -3.53%
- YTD
- 9.77%
- 6M
- 11.84%
- 1Y
- 17.50%
- 3Y*
- 10.19%
- 5Y*
- 6.78%
- 10Y*
- 7.40%
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JELMX vs. AAAAX - Expense Ratio Comparison
JELMX has a 0.17% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
JELMX vs. AAAAX — Risk / Return Rank
JELMX
AAAAX
JELMX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| JELMX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.57 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.42 | 2.11 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.32 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.91 | -1.15 |
Martin ratioReturn relative to average drawdown | 2.71 | 10.22 | -7.51 |
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
| JELMX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.57 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.56 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.59 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.38 | -0.27 |
Correlation
The correlation between JELMX and AAAAX is 0.74, 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
JELMX vs. AAAAX - Dividend Comparison
JELMX's dividend yield for the trailing twelve months is around 5.36%, more than AAAAX's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JELMX John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio | 5.36% | 5.30% | 2.83% | 9.63% | 6.29% | 2.77% | 7.50% | 5.78% | 9.60% | 0.00% | 0.00% | 0.00% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.23% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
JELMX vs. AAAAX - Drawdown Comparison
The maximum JELMX drawdown since its inception was -44.89%, which is greater than AAAAX's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for JELMX and AAAAX.
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Drawdown Indicators
| JELMX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.89% | -40.47% | -4.42% |
Max Drawdown (1Y)Largest decline over 1 year | -6.35% | -9.55% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -18.32% | -22.62% | +4.30% |
Max Drawdown (10Y)Largest decline over 10 years | -18.32% | -29.41% | +11.09% |
Current DrawdownCurrent decline from peak | -4.07% | -3.53% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -6.89% | -4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 1.79% | +0.51% |
Volatility
JELMX vs. AAAAX - Volatility Comparison
John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) has a higher volatility of 3.49% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.27%. This indicates that JELMX's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JELMX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.27% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 5.16% | 7.26% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.91% | 11.62% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.53% | 12.19% | -4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.36% | 12.66% | -5.30% |