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JELMX vs. PALDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JELMX vs. PALDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) and PGIM 60/40 Allocation Fund (PALDX). The values are adjusted to include any dividend payments, if applicable.

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JELMX vs. PALDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%0.57%
PALDX
PGIM 60/40 Allocation Fund
-3.62%13.62%18.96%18.90%-15.65%16.30%10.68%22.27%-4.12%5.95%

Returns By Period

In the year-to-date period, JELMX achieves a -2.66% return, which is significantly higher than PALDX's -3.62% 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%

PALDX

1D
-0.22%
1M
-5.44%
YTD
-3.62%
6M
-1.03%
1Y
12.43%
3Y*
13.72%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JELMX vs. PALDX - Expense Ratio Comparison

JELMX has a 0.17% expense ratio, which is higher than PALDX's 0.03% 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. PALDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JELMX
JELMX Risk / Return Rank: 2525
Overall Rank
JELMX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
JELMX Sortino Ratio Rank: 3030
Sortino Ratio Rank
JELMX Omega Ratio Rank: 2929
Omega Ratio Rank
JELMX Calmar Ratio Rank: 1818
Calmar Ratio Rank
JELMX Martin Ratio Rank: 1818
Martin Ratio Rank

PALDX
PALDX Risk / Return Rank: 6666
Overall Rank
PALDX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PALDX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PALDX Omega Ratio Rank: 6767
Omega Ratio Rank
PALDX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PALDX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JELMX vs. PALDX - 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 PGIM 60/40 Allocation Fund (PALDX). 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.


JELMXPALDXDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.12

-0.37

Sortino ratio

Return per unit of downside risk

1.11

1.65

-0.54

Omega ratio

Gain probability vs. loss probability

1.15

1.25

-0.10

Calmar ratio

Return relative to maximum drawdown

0.53

1.42

-0.89

Martin ratio

Return relative to average drawdown

1.88

6.83

-4.96

JELMX vs. PALDX - Sharpe Ratio Comparison

The current JELMX Sharpe Ratio is 0.75, which is lower than the PALDX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of JELMX and PALDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JELMXPALDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.12

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.67

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.71

-0.60

Correlation

The correlation between JELMX and PALDX is 0.84, 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. PALDX - Dividend Comparison

JELMX's dividend yield for the trailing twelve months is around 5.44%, less than PALDX's 5.62% yield.


TTM202520242023202220212020201920182017
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%
PALDX
PGIM 60/40 Allocation Fund
5.62%5.42%10.40%2.94%6.19%6.87%2.58%4.58%3.65%1.48%

Drawdowns

JELMX vs. PALDX - Drawdown Comparison

The maximum JELMX drawdown since its inception was -44.89%, which is greater than PALDX's maximum drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for JELMX and PALDX.


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Drawdown Indicators


JELMXPALDXDifference

Max Drawdown

Largest peak-to-trough decline

-44.89%

-26.16%

-18.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-8.20%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.32%

-20.47%

+2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-18.32%

Current Drawdown

Current decline from peak

-5.45%

-5.96%

+0.51%

Average Drawdown

Average peak-to-trough decline

-11.67%

-4.16%

-7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

1.70%

+0.59%

Volatility

JELMX vs. PALDX - Volatility Comparison

John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) and PGIM 60/40 Allocation Fund (PALDX) have volatilities of 3.05% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JELMXPALDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

3.05%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

5.00%

5.86%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

11.52%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

12.08%

-4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.35%

12.75%

-5.40%