JELMX vs. ASFYX
Compare and contrast key facts about John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
JELMX is managed by BlackRock. It was launched on Jan 6, 1997. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
JELMX vs. ASFYX - Performance Comparison
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JELMX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JELMX John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio | -2.66% | 9.26% | 8.15% | 10.70% | -14.86% | 7.89% | 3.27% | 16.71% | -3.99% | 5.84% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, JELMX achieves a -2.66% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, JELMX has outperformed ASFYX with an annualized return of 3.47%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
JELMX
- 1D
- 0.10%
- 1M
- -5.37%
- YTD
- -2.66%
- 6M
- -0.98%
- 1Y
- 5.93%
- 3Y*
- 7.14%
- 5Y*
- 2.95%
- 10Y*
- 3.47%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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JELMX vs. ASFYX - Expense Ratio Comparison
JELMX has a 0.17% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
JELMX vs. ASFYX — Risk / Return Rank
JELMX
ASFYX
JELMX vs. ASFYX - 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 AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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 | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.18 | +0.57 |
Sortino ratioReturn per unit of downside risk | 1.11 | 0.30 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.04 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.10 | +0.43 |
Martin ratioReturn relative to average drawdown | 1.88 | 0.16 | +1.71 |
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 | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.18 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.17 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.15 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.31 | -0.20 |
Correlation
The correlation between JELMX and ASFYX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JELMX vs. ASFYX - Dividend Comparison
JELMX's dividend yield for the trailing twelve months is around 5.44%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JELMX John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio | 5.44% | 5.30% | 2.83% | 9.63% | 6.29% | 2.77% | 7.50% | 5.78% | 9.60% | 0.00% | 0.00% | 0.00% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
JELMX vs. ASFYX - Drawdown Comparison
The maximum JELMX drawdown since its inception was -44.89%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for JELMX and ASFYX.
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Drawdown Indicators
| JELMX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.89% | -36.43% | -8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.35% | -13.51% | +7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -18.32% | -36.43% | +18.11% |
Max Drawdown (10Y)Largest decline over 10 years | -18.32% | -36.43% | +18.11% |
Current DrawdownCurrent decline from peak | -5.45% | -24.37% | +18.92% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -13.09% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 8.72% | -6.43% |
Volatility
JELMX vs. ASFYX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) is 3.05%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that JELMX experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JELMX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 3.86% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 10.01% | -5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.80% | 13.02% | -4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.50% | 13.68% | -6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.35% | 12.68% | -5.33% |