JELMX vs. LIVIX
Compare and contrast key facts about John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) and BlackRock LifePath Index 2055 Fund (LIVIX).
JELMX is managed by BlackRock. It was launched on Jan 6, 1997. LIVIX is managed by BlackRock. It was launched on May 30, 2011.
Performance
JELMX vs. LIVIX - Performance Comparison
Loading graphics...
JELMX vs. LIVIX - 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% |
LIVIX BlackRock LifePath Index 2055 Fund | -4.27% | 21.57% | 13.60% | 21.62% | -18.38% | 18.75% | 14.99% | 26.76% | -7.83% | 21.38% |
Returns By Period
In the year-to-date period, JELMX achieves a -2.66% return, which is significantly higher than LIVIX's -4.27% return. Over the past 10 years, JELMX has underperformed LIVIX with an annualized return of 3.47%, while LIVIX has yielded a comparatively higher 10.44% 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%
LIVIX
- 1D
- -0.26%
- 1M
- -8.84%
- YTD
- -4.27%
- 6M
- -1.37%
- 1Y
- 17.75%
- 3Y*
- 14.56%
- 5Y*
- 8.15%
- 10Y*
- 10.44%
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. LIVIX - Expense Ratio Comparison
JELMX has a 0.17% expense ratio, which is higher than LIVIX's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
JELMX vs. LIVIX — Risk / Return Rank
JELMX
LIVIX
JELMX vs. LIVIX - 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 BlackRock LifePath Index 2055 Fund (LIVIX). 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 | LIVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.06 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.58 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.34 | -0.81 |
Martin ratioReturn relative to average drawdown | 1.88 | 6.36 | -4.48 |
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 | LIVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.06 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.52 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.63 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.57 | -0.46 |
Correlation
The correlation between JELMX and LIVIX is 0.85, 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. LIVIX - Dividend Comparison
JELMX's dividend yield for the trailing twelve months is around 5.44%, more than LIVIX's 2.59% 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% |
LIVIX BlackRock LifePath Index 2055 Fund | 2.59% | 2.48% | 0.01% | 2.04% | 1.96% | 2.04% | 1.56% | 2.95% | 2.35% | 2.27% | 1.54% | 2.88% |
Drawdowns
JELMX vs. LIVIX - Drawdown Comparison
The maximum JELMX drawdown since its inception was -44.89%, which is greater than LIVIX's maximum drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for JELMX and LIVIX.
Loading graphics...
Drawdown Indicators
| JELMX | LIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.89% | -34.44% | -10.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.35% | -11.82% | +5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -18.32% | -26.45% | +8.13% |
Max Drawdown (10Y)Largest decline over 10 years | -18.32% | -34.44% | +16.12% |
Current DrawdownCurrent decline from peak | -5.45% | -9.44% | +3.99% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -4.56% | -7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.49% | -0.20% |
Volatility
JELMX vs. LIVIX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) is 3.05%, while BlackRock LifePath Index 2055 Fund (LIVIX) has a volatility of 5.26%. This indicates that JELMX experiences smaller price fluctuations and is considered to be less risky than LIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JELMX | LIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 5.26% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 9.30% | -4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.80% | 16.87% | -8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.50% | 15.71% | -8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.35% | 16.64% | -9.29% |