JELMX vs. WFSPX
Compare and contrast key facts about John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) and iShares S&P 500 Index Fund (WFSPX).
JELMX is managed by BlackRock. It was launched on Jan 6, 1997. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
JELMX vs. WFSPX - Performance Comparison
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JELMX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, JELMX achieves a -1.24% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, JELMX has underperformed WFSPX with an annualized return of 3.62%, while WFSPX has yielded a comparatively higher 13.92% 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%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
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JELMX vs. WFSPX - Expense Ratio Comparison
JELMX has a 0.17% expense ratio, which is higher than WFSPX'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. WFSPX — Risk / Return Rank
JELMX
WFSPX
JELMX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.96 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.47 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.49 | -0.73 |
Martin ratioReturn relative to average drawdown | 2.71 | 7.15 | -4.45 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.96 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.70 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.78 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.13 | -0.01 |
Correlation
The correlation between JELMX and WFSPX 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. WFSPX - Dividend Comparison
JELMX's dividend yield for the trailing twelve months is around 5.36%, more than WFSPX's 1.54% 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% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
JELMX vs. WFSPX - Drawdown Comparison
The maximum JELMX drawdown since its inception was -44.89%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for JELMX and WFSPX.
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Drawdown Indicators
| JELMX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.89% | -58.21% | +13.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.35% | -12.11% | +5.76% |
Max Drawdown (5Y)Largest decline over 5 years | -18.32% | -24.51% | +6.19% |
Max Drawdown (10Y)Largest decline over 10 years | -18.32% | -33.74% | +15.42% |
Current DrawdownCurrent decline from peak | -4.07% | -6.51% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -12.84% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.53% | -0.23% |
Volatility
JELMX vs. WFSPX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) is 3.49%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that JELMX experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JELMX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 5.17% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 5.16% | 9.44% | -4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.91% | 18.21% | -9.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.53% | 16.88% | -9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.36% | 18.00% | -10.64% |