JESIX vs. AZBIX
Compare and contrast key facts about John Hancock Variable Insurance Trust Small Cap Index Trust (JESIX) and Virtus Small-Cap Fund (AZBIX).
JESIX is managed by John Hancock. It was launched on May 1, 2000. AZBIX is managed by Allianz. It was launched on Jul 1, 2013.
Performance
JESIX vs. AZBIX - Performance Comparison
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JESIX vs. AZBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JESIX John Hancock Variable Insurance Trust Small Cap Index Trust | 0.88% | 12.35% | 10.85% | 16.52% | -20.25% | 14.42% | 19.06% | 25.00% | -12.00% | 9.14% |
AZBIX Virtus Small-Cap Fund | 2.47% | 8.49% | 19.06% | 14.09% | -18.04% | 18.92% | 16.98% | 24.13% | -9.25% | 20.39% |
Returns By Period
In the year-to-date period, JESIX achieves a 0.88% return, which is significantly lower than AZBIX's 2.47% return.
JESIX
- 1D
- 3.47%
- 1M
- -5.81%
- YTD
- 0.88%
- 6M
- 2.84%
- 1Y
- 25.23%
- 3Y*
- 12.55%
- 5Y*
- 3.16%
- 10Y*
- —
AZBIX
- 1D
- 3.39%
- 1M
- -4.85%
- YTD
- 2.47%
- 6M
- 0.78%
- 1Y
- 21.35%
- 3Y*
- 12.90%
- 5Y*
- 5.52%
- 10Y*
- 10.62%
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JESIX vs. AZBIX - Expense Ratio Comparison
JESIX has a 0.53% expense ratio, which is lower than AZBIX's 0.89% expense ratio.
Return for Risk
JESIX vs. AZBIX — Risk / Return Rank
JESIX
AZBIX
JESIX vs. AZBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Small Cap Index Trust (JESIX) and Virtus Small-Cap Fund (AZBIX). 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.
| JESIX | AZBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.11 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.66 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.85 | -1.40 |
Martin ratioReturn relative to average drawdown | 1.42 | 6.82 | -5.40 |
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
| JESIX | AZBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.11 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.27 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.49 | -0.18 |
Correlation
The correlation between JESIX and AZBIX is 0.92, 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
JESIX vs. AZBIX - Dividend Comparison
JESIX's dividend yield for the trailing twelve months is around 7.08%, more than AZBIX's 4.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JESIX John Hancock Variable Insurance Trust Small Cap Index Trust | 7.08% | 7.15% | 2.74% | 2.52% | 18.69% | 8.36% | 7.53% | 10.63% | 7.60% | 0.25% | 0.00% | 0.00% |
AZBIX Virtus Small-Cap Fund | 4.78% | 4.90% | 10.82% | 2.31% | 4.78% | 13.82% | 0.45% | 0.38% | 9.62% | 13.80% | 0.03% | 3.59% |
Drawdowns
JESIX vs. AZBIX - Drawdown Comparison
The maximum JESIX drawdown since its inception was -42.25%, roughly equal to the maximum AZBIX drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for JESIX and AZBIX.
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Drawdown Indicators
| JESIX | AZBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.25% | -40.80% | -1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -11.76% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -32.05% | -29.85% | -2.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.80% | — |
Current DrawdownCurrent decline from peak | -7.96% | -5.35% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -7.80% | -3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.82% | 3.19% | +4.63% |
Volatility
JESIX vs. AZBIX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Small Cap Index Trust (JESIX) is 6.71%, while Virtus Small-Cap Fund (AZBIX) has a volatility of 7.23%. This indicates that JESIX experiences smaller price fluctuations and is considered to be less risky than AZBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JESIX | AZBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 7.23% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 13.00% | +2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.59% | 19.97% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.25% | 20.54% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.37% | 21.31% | +3.06% |