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JESTX vs. CCOYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, JESTX achieves a 41.17% return, which is significantly lower than CCOYX's 58.87% return.


JESTX

1D
2.39%
1M
21.53%
YTD
41.17%
6M
38.10%
1Y
83.41%
3Y*
39.74%
5Y*
21.16%
10Y*

CCOYX

1D
3.67%
1M
15.59%
YTD
58.87%
6M
55.61%
1Y
127.06%
3Y*
48.12%
5Y*
27.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JESTX vs. CCOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JESTX
John Hancock Variable Insurance Trust Science & Technology Trust
41.17%24.07%37.90%54.68%-33.29%8.37%57.16%37.93%-0.61%18.69%
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
58.87%37.79%27.11%44.77%-30.92%39.45%44.92%54.68%-7.78%19.33%

Correlation

The correlation between JESTX and CCOYX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2017

0.88

The correlation between JESTX and CCOYX has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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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: 9292
Overall Rank
JESTX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JESTX Sortino Ratio Rank: 9090
Sortino Ratio Rank
JESTX Omega Ratio Rank: 8686
Omega Ratio Rank
JESTX Calmar Ratio Rank: 9494
Calmar Ratio Rank
JESTX Martin Ratio Rank: 9292
Martin Ratio Rank

CCOYX
CCOYX Risk / Return Rank: 9797
Overall Rank
CCOYX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CCOYX Sortino Ratio Rank: 9696
Sortino Ratio Rank
CCOYX Omega Ratio Rank: 9393
Omega Ratio Rank
CCOYX Calmar Ratio Rank: 9999
Calmar Ratio Rank
CCOYX Martin Ratio Rank: 9999
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

3.95

5.06

-1.11

Sortino ratio

Return per unit of downside risk

4.37

5.25

-0.89

Omega ratio

Gain probability vs. loss probability

1.59

1.71

-0.12

Calmar ratio

Return relative to maximum drawdown

5.45

10.72

-5.28

Martin ratio

Return relative to average drawdown

19.62

41.63

-22.01

JESTX vs. CCOYX - Sharpe Ratio Comparison

The current JESTX Sharpe Ratio is 3.95, which is comparable to the CCOYX Sharpe Ratio of 5.06. The chart below compares the historical Sharpe Ratios of JESTX and CCOYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JESTXCCOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.95

5.06

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.04

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.04

-0.13

Drawdowns

JESTX vs. CCOYX - Drawdown Comparison

The maximum JESTX drawdown since its inception was -46.95%, 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.


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Drawdown Indicators


JESTXCCOYXDifference

Max Drawdown

Largest peak-to-trough decline

-46.95%

-37.16%

-9.79%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-12.31%

-6.32%

Max Drawdown (3Y)

Largest decline over 3 years

-31.33%

-29.08%

-2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-46.95%

-37.16%

-9.79%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.18%

-7.69%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

3.17%

+1.71%

Volatility

JESTX vs. CCOYX - Volatility Comparison

John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) has a higher volatility of 9.69% compared to Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) at 7.25%. This indicates that JESTX's price experiences larger fluctuations and is considered to be riskier than CCOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JESTXCCOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.69%

7.25%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.66%

20.07%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

25.73%

26.09%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.72%

26.21%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.57%

26.76%

-0.19%

JESTX vs. CCOYX - Expense Ratio Comparison

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


Dividends

JESTX vs. CCOYX - Dividend Comparison

JESTX's dividend yield for the trailing twelve months is around 15.56%, more than CCOYX's 5.09% yield.


PositionTTM202520242023202220212020201920182017
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
5.09%8.08%12.32%4.60%8.17%10.62%9.52%10.61%11.42%10.60%
JESTX
John Hancock Variable Insurance Trust Science & Technology Trust
15.56%21.96%0.00%0.00%100.46%24.96%9.28%19.35%18.35%0.00%

Frequently Asked Questions


JESTX and CCOYX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JESTX has higher volatility (9.69%) compared to CCOYX (7.25%). In terms of maximum drawdown, JESTX dropped -46.95% vs CCOYX's -37.16%.

CCOYX currently has the higher Sharpe Ratio (5.06 vs 3.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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