JESGX vs. JAKVX
JESGX (John Hancock Variable Insurance Trust Small Cap Stock Trust) and JAKVX (John Hancock Disciplined Value Global Long/Short Fund Class R6) are both mutual funds - JESGX is a Small Cap Growth Equities fund managed by John Hancock, while JAKVX is a Long-Short fund actively managed by John Hancock. Over the past year, JESGX returned 26.78% vs 23.28% for JAKVX. Their 0.34 correlation means their historical movements had little consistent relationship. JESGX charges 1.12%/yr vs 1.54%/yr for JAKVX.
Performance
JESGX vs. JAKVX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with JESGX having a 12.53% return and JAKVX slightly higher at 12.87%.
JESGX
- 1D
- 2.23%
- 1M
- -2.82%
- 6M
- 11.32%
- YTD
- 12.53%
- 1Y
- 26.78%
- 3Y*
- 13.52%
- 5Y*
- 2.36%
- 10Y*
- —
- ALL TIME*
- 11.53%
JAKVX
- 1D
- 0.11%
- 1M
- 1.85%
- 6M
- 7.65%
- YTD
- 12.87%
- 1Y
- 23.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 25.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JESGX vs. JAKVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JESGX John Hancock Variable Insurance Trust Small Cap Stock Trust | 12.53% | 22.83% |
JAKVX John Hancock Disciplined Value Global Long/Short Fund Class R6 | 12.87% | 17.29% |
Correlation
The correlation between JESGX and JAKVX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | 0.34 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JESGX vs. JAKVX — Risk / Return Rank
JESGX
JAKVX
JESGX vs. JAKVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Small Cap Stock Trust (JESGX) and John Hancock Disciplined Value Global Long/Short Fund Class R6 (JAKVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JESGX | JAKVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.55 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 4.35 | -2.24 |
| Martin ratioReturn relative to average drawdown | 7.82 | 13.10 | -5.28 |
Loading charts...
Drawdowns
JESGX vs. JAKVX - Drawdown Comparison
The maximum JESGX drawdown since its inception was -42.87%, which is greater than JAKVX's maximum drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for JESGX and JAKVX.
Loading charts...
Drawdown Indicators
| JESGX | JAKVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -5.16% | -37.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -5.16% | -8.68% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.18% | — | — |
Current DrawdownCurrent decline from peak | -4.84% | -1.04% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -0.99% | -13.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 1.71% | +1.88% |
Volatility
JESGX vs. JAKVX - Volatility Comparison
John Hancock Variable Insurance Trust Small Cap Stock Trust (JESGX) has a higher volatility of 5.49% compared to John Hancock Disciplined Value Global Long/Short Fund Class R6 (JAKVX) at 1.82%. This indicates that JESGX's price experiences larger fluctuations and is considered to be riskier than JAKVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JESGX | JAKVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 1.82% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 15.28% | 6.37% | +8.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 7.92% | +12.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.03% | 7.46% | +16.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.36% | 7.46% | +16.90% |
JESGX vs. JAKVX - Expense Ratio Comparison
JESGX has a 1.12% expense ratio, which is lower than JAKVX's 1.54% expense ratio.
Dividends
JESGX vs. JAKVX - Dividend Comparison
JESGX's dividend yield for the trailing twelve months is around 0.06%, less than JAKVX's 7.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JAKVX John Hancock Disciplined Value Global Long/Short Fund Class R6 | 7.51% | 8.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JESGX John Hancock Variable Insurance Trust Small Cap Stock Trust | 0.06% | 0.07% | 0.00% | 0.00% | 41.46% | 17.95% | 10.63% | 37.80% | 7.24% |
Frequently Asked Questions
JESGX and JAKVX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JESGX has higher volatility (5.49%) compared to JAKVX (1.82%). In terms of maximum drawdown, JESGX dropped -42.87% vs JAKVX's -5.16%.
JAKVX currently has the higher Sharpe Ratio (2.84 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for JESGX and JAKVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer