JESIX vs. JVMIX
Compare and contrast key facts about John Hancock Variable Insurance Trust Small Cap Index Trust (JESIX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
JESIX is managed by John Hancock. It was launched on May 1, 2000. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Performance
JESIX vs. JVMIX - Performance Comparison
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JESIX vs. JVMIX - 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% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | -0.62% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 12.64% |
Returns By Period
In the year-to-date period, JESIX achieves a -2.50% return, which is significantly lower than JVMIX's -0.62% return.
JESIX
- 1D
- -3.16%
- 1M
- -9.71%
- YTD
- -2.50%
- 6M
- -0.41%
- 1Y
- 21.13%
- 3Y*
- 11.28%
- 5Y*
- 2.76%
- 10Y*
- —
JVMIX
- 1D
- -0.66%
- 1M
- -8.11%
- YTD
- -0.62%
- 6M
- -1.21%
- 1Y
- 12.47%
- 3Y*
- 12.01%
- 5Y*
- 8.13%
- 10Y*
- 9.92%
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JESIX vs. JVMIX - Expense Ratio Comparison
JESIX has a 0.53% expense ratio, which is lower than JVMIX's 0.87% expense ratio.
Return for Risk
JESIX vs. JVMIX — Risk / Return Rank
JESIX
JVMIX
JESIX vs. JVMIX - 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 John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). 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 | JVMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.74 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.16 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 0.88 | -0.57 |
Martin ratioReturn relative to average drawdown | 1.00 | 3.65 | -2.65 |
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 | JVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.74 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.44 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.29 | 0.00 |
Correlation
The correlation between JESIX and JVMIX is 0.85, 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. JVMIX - Dividend Comparison
JESIX's dividend yield for the trailing twelve months is around 7.33%, less than JVMIX's 9.30% 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% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 9.30% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Drawdowns
JESIX vs. JVMIX - Drawdown Comparison
The maximum JESIX drawdown since its inception was -42.25%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JESIX and JVMIX.
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Drawdown Indicators
| JESIX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.25% | -67.04% | +24.79% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -13.22% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -32.05% | -21.13% | -10.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.64% | — |
Current DrawdownCurrent decline from peak | -11.05% | -8.57% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -13.43% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.80% | 3.20% | +4.60% |
Volatility
JESIX vs. JVMIX - Volatility Comparison
John Hancock Variable Insurance Trust Small Cap Index Trust (JESIX) has a higher volatility of 5.68% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 3.86%. This indicates that JESIX's price experiences larger fluctuations and is considered to be riskier than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JESIX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 3.86% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 14.96% | 9.61% | +5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.39% | 18.06% | +8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 18.43% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 20.31% | +4.04% |