JESIX vs. SVBAX
Compare and contrast key facts about John Hancock Variable Insurance Trust Small Cap Index Trust (JESIX) and John Hancock Balanced Fund (SVBAX).
JESIX is managed by John Hancock. It was launched on May 1, 2000. SVBAX is managed by John Hancock. It was launched on Oct 4, 1992.
Performance
JESIX vs. SVBAX - Performance Comparison
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JESIX vs. SVBAX - 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% |
SVBAX John Hancock Balanced Fund | -2.58% | 15.69% | 13.31% | 18.22% | -15.79% | 14.49% | 15.97% | 21.28% | -5.02% | 11.79% |
Returns By Period
The year-to-date returns for both stocks are quite close, with JESIX having a -2.50% return and SVBAX slightly lower at -2.58%.
JESIX
- 1D
- -3.16%
- 1M
- -9.71%
- YTD
- -2.50%
- 6M
- -0.41%
- 1Y
- 21.13%
- 3Y*
- 11.28%
- 5Y*
- 2.76%
- 10Y*
- —
SVBAX
- 1D
- -0.24%
- 1M
- -5.47%
- YTD
- -2.58%
- 6M
- 1.01%
- 1Y
- 14.91%
- 3Y*
- 12.95%
- 5Y*
- 7.35%
- 10Y*
- 8.91%
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JESIX vs. SVBAX - Expense Ratio Comparison
JESIX has a 0.53% expense ratio, which is lower than SVBAX's 1.03% expense ratio.
Return for Risk
JESIX vs. SVBAX — Risk / Return Rank
JESIX
SVBAX
JESIX vs. SVBAX - 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 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.
| JESIX | SVBAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.38 | -0.49 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.99 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.29 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.80 | -1.49 |
Martin ratioReturn relative to average drawdown | 1.00 | 8.90 | -7.91 |
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 | SVBAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.38 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.69 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.67 | -0.38 |
Correlation
The correlation between JESIX and SVBAX is 0.75, 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. SVBAX - Dividend Comparison
JESIX's dividend yield for the trailing twelve months is around 7.33%, less than SVBAX's 12.82% 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% |
SVBAX John Hancock Balanced Fund | 12.82% | 12.45% | 3.72% | 1.48% | 1.60% | 2.73% | 1.60% | 2.19% | 8.06% | 3.51% | 1.70% | 4.57% |
Drawdowns
JESIX vs. SVBAX - Drawdown Comparison
The maximum JESIX drawdown since its inception was -42.25%, roughly equal to the maximum SVBAX drawdown of -40.81%. Use the drawdown chart below to compare losses from any high point for JESIX and SVBAX.
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Drawdown Indicators
| JESIX | SVBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.25% | -40.81% | -1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -7.73% | -6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -32.05% | -20.53% | -11.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.00% | — |
Current DrawdownCurrent decline from peak | -11.05% | -5.57% | -5.48% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -5.26% | -5.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.80% | 1.56% | +6.24% |
Volatility
JESIX vs. SVBAX - Volatility Comparison
John Hancock Variable Insurance Trust Small Cap Index Trust (JESIX) has a higher volatility of 5.68% compared to John Hancock Balanced Fund (SVBAX) at 3.23%. This indicates that JESIX'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
| JESIX | SVBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 3.23% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 14.96% | 6.04% | +8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.39% | 11.07% | +15.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 10.70% | +12.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 10.74% | +13.61% |