JELMX vs. TPDAX
Compare and contrast key facts about John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) and Timothy Plan Defensive Strategies Fund (TPDAX).
JELMX is managed by BlackRock. It was launched on Jan 6, 1997. TPDAX is managed by Timothy Plan. It was launched on Nov 3, 2009.
Performance
JELMX vs. TPDAX - Performance Comparison
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JELMX vs. TPDAX - 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% |
TPDAX Timothy Plan Defensive Strategies Fund | 7.48% | 23.97% | 5.29% | 7.71% | -5.63% | 12.15% | 8.83% | 13.77% | -7.24% | 4.14% |
Returns By Period
In the year-to-date period, JELMX achieves a -2.66% return, which is significantly lower than TPDAX's 7.48% return. Over the past 10 years, JELMX has underperformed TPDAX with an annualized return of 3.47%, while TPDAX has yielded a comparatively higher 7.10% 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%
TPDAX
- 1D
- 0.05%
- 1M
- -6.08%
- YTD
- 7.48%
- 6M
- 12.53%
- 1Y
- 24.49%
- 3Y*
- 13.72%
- 5Y*
- 9.55%
- 10Y*
- 7.10%
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JELMX vs. TPDAX - Expense Ratio Comparison
JELMX has a 0.17% expense ratio, which is lower than TPDAX's 1.37% expense ratio.
Return for Risk
JELMX vs. TPDAX — Risk / Return Rank
JELMX
TPDAX
JELMX vs. TPDAX - 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 Timothy Plan Defensive Strategies Fund (TPDAX). 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 | TPDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 2.07 | -1.32 |
Sortino ratioReturn per unit of downside risk | 1.11 | 2.68 | -1.57 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.39 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 3.33 | -2.80 |
Martin ratioReturn relative to average drawdown | 1.88 | 12.75 | -10.87 |
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 | TPDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 2.07 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.95 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.72 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.58 | -0.47 |
Correlation
The correlation between JELMX and TPDAX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JELMX vs. TPDAX - Dividend Comparison
JELMX's dividend yield for the trailing twelve months is around 5.44%, more than TPDAX's 0.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TPDAX Timothy Plan Defensive Strategies Fund | 0.75% | 0.80% | 2.76% | 2.35% | 4.48% | 0.50% | 0.00% | 2.89% | 2.69% | 0.13% | 0.33% |
Drawdowns
JELMX vs. TPDAX - Drawdown Comparison
The maximum JELMX drawdown since its inception was -44.89%, which is greater than TPDAX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for JELMX and TPDAX.
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Drawdown Indicators
| JELMX | TPDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.89% | -22.29% | -22.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.35% | -7.58% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -18.32% | -17.58% | -0.74% |
Max Drawdown (10Y)Largest decline over 10 years | -18.32% | -22.29% | +3.97% |
Current DrawdownCurrent decline from peak | -5.45% | -6.56% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -4.94% | -6.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 1.98% | +0.31% |
Volatility
JELMX vs. TPDAX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) is 3.05%, while Timothy Plan Defensive Strategies Fund (TPDAX) has a volatility of 4.00%. This indicates that JELMX experiences smaller price fluctuations and is considered to be less risky than TPDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JELMX | TPDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 4.00% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 9.73% | -4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.80% | 12.21% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.50% | 10.12% | -2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.35% | 9.86% | -2.51% |