JELMX vs. FASGX
Compare and contrast key facts about John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) and Fidelity Asset Manager 70% Fund (FASGX).
JELMX is managed by BlackRock. It was launched on Jan 6, 1997. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
JELMX vs. FASGX - Performance Comparison
Loading graphics...
JELMX vs. FASGX - 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% |
FASGX Fidelity Asset Manager 70% Fund | -0.70% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
In the year-to-date period, JELMX achieves a -1.24% return, which is significantly lower than FASGX's -0.70% return. Over the past 10 years, JELMX has underperformed FASGX with an annualized return of 3.62%, while FASGX has yielded a comparatively higher 8.96% 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%
FASGX
- 1D
- 2.36%
- 1M
- -4.75%
- YTD
- -0.70%
- 6M
- 1.92%
- 1Y
- 17.75%
- 3Y*
- 12.59%
- 5Y*
- 6.64%
- 10Y*
- 8.96%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JELMX vs. FASGX - Expense Ratio Comparison
JELMX has a 0.17% expense ratio, which is lower than FASGX's 0.67% expense ratio.
Return for Risk
JELMX vs. FASGX — Risk / Return Rank
JELMX
FASGX
JELMX vs. FASGX - 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 Fidelity Asset Manager 70% Fund (FASGX). 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 | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.41 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.42 | 2.01 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 2.00 | -1.24 |
Martin ratioReturn relative to average drawdown | 2.71 | 8.74 | -6.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JELMX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.41 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.55 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.71 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.60 | -0.49 |
Correlation
The correlation between JELMX and FASGX is 0.88, 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. FASGX - Dividend Comparison
JELMX's dividend yield for the trailing twelve months is around 5.36%, less than FASGX's 7.39% 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% |
FASGX Fidelity Asset Manager 70% Fund | 7.39% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
JELMX vs. FASGX - Drawdown Comparison
The maximum JELMX drawdown since its inception was -44.89%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for JELMX and FASGX.
Loading graphics...
Drawdown Indicators
| JELMX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.89% | -47.35% | +2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.35% | -9.07% | +2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -18.32% | -23.54% | +5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -18.32% | -27.20% | +8.88% |
Current DrawdownCurrent decline from peak | -4.07% | -5.77% | +1.70% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -6.74% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.07% | +0.23% |
Volatility
JELMX vs. FASGX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) is 3.49%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 5.30%. This indicates that JELMX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JELMX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 5.30% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 5.16% | 8.12% | -2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.91% | 13.00% | -4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.53% | 12.18% | -4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.36% | 12.58% | -5.22% |