PortfoliosLab logoPortfoliosLab logo
JESTX vs. CCOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JESTX vs. CCOYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JESTX vs. CCOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JESTX
John Hancock Variable Insurance Trust Science & Technology Trust
-11.75%24.07%37.90%54.68%-68.16%8.37%57.16%37.93%-0.61%18.69%
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
0.25%37.79%27.11%44.77%-30.92%39.45%44.92%54.68%-7.78%19.33%

Returns By Period

In the year-to-date period, JESTX achieves a -11.75% return, which is significantly lower than CCOYX's 0.25% return.


JESTX

1D
-2.41%
1M
-14.10%
YTD
-11.75%
6M
-8.79%
1Y
30.18%
3Y*
22.45%
5Y*
-4.59%
10Y*

CCOYX

1D
-2.98%
1M
-9.31%
YTD
0.25%
6M
5.33%
1Y
58.69%
3Y*
29.72%
5Y*
16.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JESTX vs. CCOYX - Expense Ratio Comparison

JESTX has a 1.04% expense ratio, which is higher than CCOYX's 0.82% expense ratio.


Return for Risk

JESTX vs. CCOYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JESTX
JESTX Risk / Return Rank: 3939
Overall Rank
JESTX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JESTX Sortino Ratio Rank: 6363
Sortino Ratio Rank
JESTX Omega Ratio Rank: 5454
Omega Ratio Rank
JESTX Calmar Ratio Rank: 1111
Calmar Ratio Rank
JESTX Martin Ratio Rank: 1010
Martin Ratio Rank

CCOYX
CCOYX Risk / Return Rank: 9191
Overall Rank
CCOYX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CCOYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
CCOYX Omega Ratio Rank: 8484
Omega Ratio Rank
CCOYX Calmar Ratio Rank: 9696
Calmar Ratio Rank
CCOYX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JESTX vs. CCOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX). 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.


JESTXCCOYXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.92

-0.85

Sortino ratio

Return per unit of downside risk

1.61

2.48

-0.87

Omega ratio

Gain probability vs. loss probability

1.21

1.35

-0.13

Calmar ratio

Return relative to maximum drawdown

0.26

3.58

-3.32

Martin ratio

Return relative to average drawdown

0.76

13.62

-12.86

JESTX vs. CCOYX - Sharpe Ratio Comparison

The current JESTX Sharpe Ratio is 1.06, which is lower than the CCOYX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of JESTX and CCOYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JESTXCCOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.92

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.66

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.82

-0.53

Correlation

The correlation between JESTX and CCOYX is 0.88, 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

JESTX vs. CCOYX - Dividend Comparison

JESTX's dividend yield for the trailing twelve months is around 24.88%, more than CCOYX's 8.06% yield.


TTM202520242023202220212020201920182017
JESTX
John Hancock Variable Insurance Trust Science & Technology Trust
24.88%21.96%0.00%0.00%0.00%24.96%9.28%19.35%18.35%0.00%
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
8.06%8.08%12.32%4.60%8.17%10.62%9.52%10.61%11.42%10.60%

Drawdowns

JESTX vs. CCOYX - Drawdown Comparison

The maximum JESTX drawdown since its inception was -73.89%, which is greater than CCOYX's maximum drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for JESTX and CCOYX.


Loading graphics...

Drawdown Indicators


JESTXCCOYXDifference

Max Drawdown

Largest peak-to-trough decline

-73.89%

-37.16%

-36.73%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-14.88%

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-73.89%

-37.16%

-36.73%

Current Drawdown

Current decline from peak

-31.88%

-11.91%

-19.97%

Average Drawdown

Average peak-to-trough decline

-22.30%

-7.82%

-14.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.76%

3.91%

+5.85%

Volatility

JESTX vs. CCOYX - Volatility Comparison

John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) have volatilities of 9.15% and 9.50%, 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.


Loading graphics...

Volatility by Period


JESTXCCOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.15%

9.50%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

18.89%

21.01%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

29.71%

30.59%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.79%

25.96%

+9.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.96%

26.70%

+4.26%