JESIX vs. DFISX
Compare and contrast key facts about John Hancock Variable Insurance Trust Small Cap Index Trust (JESIX) and DFA International Small Company Portfolio (DFISX).
JESIX is managed by John Hancock. It was launched on May 1, 2000. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
JESIX vs. DFISX - Performance Comparison
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JESIX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JESIX John Hancock Variable Insurance Trust Small Cap Index Trust | -2.50% | 12.35% | 10.85% | 16.52% | -20.25% | 14.42% | 19.06% | 25.00% | -12.00% | 9.14% |
DFISX DFA International Small Company Portfolio | -1.97% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 19.12% |
Returns By Period
In the year-to-date period, JESIX achieves a -2.50% return, which is significantly lower than DFISX's -1.97% return.
JESIX
- 1D
- -3.16%
- 1M
- -9.71%
- YTD
- -2.50%
- 6M
- -0.41%
- 1Y
- 21.13%
- 3Y*
- 11.28%
- 5Y*
- 2.76%
- 10Y*
- —
DFISX
- 1D
- -0.34%
- 1M
- -11.77%
- YTD
- -1.97%
- 6M
- 2.11%
- 1Y
- 26.89%
- 3Y*
- 14.28%
- 5Y*
- 6.58%
- 10Y*
- 7.66%
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JESIX vs. DFISX - Expense Ratio Comparison
JESIX has a 0.53% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Return for Risk
JESIX vs. DFISX — Risk / Return Rank
JESIX
DFISX
JESIX vs. DFISX - 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 DFA International Small Company Portfolio (DFISX). 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 | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.66 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.15 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 2.04 | -1.72 |
Martin ratioReturn relative to average drawdown | 1.00 | 7.97 | -6.98 |
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 | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.66 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.42 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.44 | -0.15 |
Correlation
The correlation between JESIX and DFISX is 0.67, 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
JESIX vs. DFISX - Dividend Comparison
JESIX's dividend yield for the trailing twelve months is around 7.33%, more than DFISX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JESIX John Hancock Variable Insurance Trust Small Cap Index Trust | 7.33% | 7.15% | 2.74% | 2.52% | 18.69% | 8.36% | 7.53% | 10.63% | 7.60% | 0.25% | 0.00% | 0.00% |
DFISX DFA International Small Company Portfolio | 3.21% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Drawdowns
JESIX vs. DFISX - Drawdown Comparison
The maximum JESIX drawdown since its inception was -42.25%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for JESIX and DFISX.
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Drawdown Indicators
| JESIX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.25% | -60.66% | +18.41% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -11.96% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -32.05% | -35.06% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.00% | — |
Current DrawdownCurrent decline from peak | -11.05% | -11.77% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -11.69% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.80% | 3.06% | +4.74% |
Volatility
JESIX vs. DFISX - Volatility Comparison
John Hancock Variable Insurance Trust Small Cap Index Trust (JESIX) and DFA International Small Company Portfolio (DFISX) have volatilities of 5.68% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JESIX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 5.90% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.96% | 10.04% | +4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.39% | 15.38% | +11.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 15.75% | +7.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 16.11% | +8.24% |