JESGX vs. SVBAX
JESGX (John Hancock Variable Insurance Trust Small Cap Stock Trust) and SVBAX (John Hancock Balanced Fund) are both mutual funds - JESGX is a Small Cap Growth Equities fund managed by John Hancock, while SVBAX is a Diversified Portfolio fund managed by John Hancock. Over the past 5 years, JESGX returned 2.36%/yr vs 8.31%/yr for SVBAX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. JESGX charges 1.12%/yr vs 1.03%/yr for SVBAX.
Performance
JESGX vs. SVBAX - Performance Comparison
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Returns By Period
In the year-to-date period, JESGX achieves a 12.53% return, which is significantly higher than SVBAX's 9.73% return.
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%
SVBAX
- 1D
- 1.78%
- 1M
- -0.37%
- 6M
- 7.75%
- YTD
- 9.73%
- 1Y
- 19.32%
- 3Y*
- 14.79%
- 5Y*
- 8.31%
- 10Y*
- 9.70%
- ALL TIME*
- 7.86%
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. SVBAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JESGX John Hancock Variable Insurance Trust Small Cap Stock Trust | 12.53% | 12.66% | 11.64% | 16.10% | -30.38% | 1.18% | 51.23% | 37.96% | -5.17% | 22.94% |
SVBAX John Hancock Balanced Fund | 9.73% | 15.69% | 13.31% | 18.22% | -15.79% | 14.49% | 15.97% | 21.28% | -5.02% | 11.85% |
Correlation
The correlation between JESGX and SVBAX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.77 |
The correlation between JESGX and SVBAX has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
JESGX vs. SVBAX — Risk / Return Rank
JESGX
SVBAX
JESGX vs. SVBAX - 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 Balanced Fund (SVBAX). 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 | SVBAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 3.23 | -1.12 |
| Martin ratioReturn relative to average drawdown | 7.82 | 14.71 | -6.89 |
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Drawdowns
JESGX vs. SVBAX - Drawdown Comparison
The maximum JESGX drawdown since its inception was -42.87%, which is greater than SVBAX's maximum drawdown of -40.81%. Use the drawdown chart below to compare losses from any high point for JESGX and SVBAX.
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Drawdown Indicators
| JESGX | SVBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -40.81% | -2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -5.57% | -8.27% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -12.06% | -14.91% |
Max Drawdown (5Y)Largest decline over 5 years | -41.18% | -20.53% | -20.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.00% | — |
Current DrawdownCurrent decline from peak | -4.84% | -1.05% | -3.79% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -5.22% | -9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 1.22% | +2.37% |
Volatility
JESGX vs. SVBAX - Volatility Comparison
John Hancock Variable Insurance Trust Small Cap Stock Trust (JESGX) has a higher volatility of 5.49% compared to John Hancock Balanced Fund (SVBAX) at 2.82%. This indicates that JESGX's price experiences larger fluctuations and is considered to be riskier than SVBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JESGX | SVBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 2.82% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 15.28% | 7.40% | +7.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 9.09% | +10.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.03% | 10.92% | +13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.36% | 10.81% | +13.55% |
JESGX vs. SVBAX - Expense Ratio Comparison
JESGX has a 1.12% expense ratio, which is higher than SVBAX's 1.03% expense ratio.
Dividends
JESGX vs. SVBAX - Dividend Comparison
JESGX's dividend yield for the trailing twelve months is around 0.06%, less than SVBAX's 11.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
SVBAX John Hancock Balanced Fund | 11.42% | 12.45% | 3.72% | 1.48% | 1.60% | 2.73% | 1.60% | 2.19% | 8.06% | 3.51% | 1.70% | 4.57% |
Frequently Asked Questions
JESGX and SVBAX have a correlation of 0.70, 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 SVBAX (2.82%). In terms of maximum drawdown, JESGX dropped -42.87% vs SVBAX's -40.81%.
SVBAX currently has the higher Sharpe Ratio (1.98 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.
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