JESIX vs. SWSSX
Compare and contrast key facts about John Hancock Variable Insurance Trust Small Cap Index Trust (JESIX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
JESIX is managed by John Hancock. It was launched on May 1, 2000. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
JESIX vs. SWSSX - Performance Comparison
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JESIX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.35% |
Returns By Period
The year-to-date returns for both investments are quite close, with JESIX having a -2.50% return and SWSSX slightly higher at -2.49%.
JESIX
- 1D
- -3.16%
- 1M
- -9.71%
- YTD
- -2.50%
- 6M
- -0.41%
- 1Y
- 21.13%
- 3Y*
- 11.28%
- 5Y*
- 2.76%
- 10Y*
- —
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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JESIX vs. SWSSX - Expense Ratio Comparison
JESIX has a 0.53% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
JESIX vs. SWSSX — Risk / Return Rank
JESIX
SWSSX
JESIX vs. SWSSX - 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 Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.91 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.40 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.33 | -1.01 |
Martin ratioReturn relative to average drawdown | 1.00 | 5.02 | -4.03 |
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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.91 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.14 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.33 | -0.04 |
Correlation
The correlation between JESIX and SWSSX is 0.96, 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. SWSSX - Dividend Comparison
JESIX's dividend yield for the trailing twelve months is around 7.33%, more than SWSSX's 1.32% 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
JESIX vs. SWSSX - Drawdown Comparison
The maximum JESIX drawdown since its inception was -42.25%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for JESIX and SWSSX.
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Drawdown Indicators
| JESIX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.25% | -60.34% | +18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -13.90% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -32.05% | -31.93% | -0.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.81% | — |
Current DrawdownCurrent decline from peak | -11.05% | -11.00% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -10.78% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.80% | 3.68% | +4.12% |
Volatility
JESIX vs. SWSSX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Small Cap Index Trust (JESIX) is 5.68%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that JESIX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JESIX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 6.59% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 14.96% | 14.12% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.39% | 23.11% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 22.57% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 24.03% | +0.32% |