JESTX vs. FIKGX

Last updated Jul 14, 2026

JESTX (John Hancock Variable Insurance Trust Science & Technology Trust) and FIKGX (Fidelity Advisor Semiconductors Fund Class Z) are both Technology Equities funds. Over the past 5 years, JESTX returned 16.75%/yr vs 38.21%/yr for FIKGX. Their correlation of 0.84 suggests significant overlap in exposure. JESTX charges 1.04%/yr vs 0.62%/yr for FIKGX.

Performance

JESTX vs. FIKGX - 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 Fidelity Advisor Semiconductors Fund Class Z (FIKGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JESTX achieves a 24.93% return, which is significantly lower than FIKGX's 69.86% return.

JESTX

• 1D: 0.25%
• 1M: -5.38%
• 6M: 21.09%
• YTD: 24.93%
• 1Y: 47.24%
• 3Y*: 32.79%
• 5Y*: 16.75%
• 10Y*: —

FIKGX

• 1D: 0.21%
• 1M: -3.03%
• 6M: 58.20%
• YTD: 69.86%
• 1Y: 115.26%
• 3Y*: 53.20%
• 5Y*: 38.21%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JESTX vs. FIKGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
JESTX John Hancock Variable Insurance Trust Science & Technology Trust	24.93%	24.07%	37.90%	54.68%	-33.29%	8.37%	57.16%	37.93%	-10.88%
FIKGX Fidelity Advisor Semiconductors Fund Class Z	69.86%	45.43%	35.88%	75.75%	-34.81%	58.07%	44.21%	64.45%	-11.11%

Correlation

The correlation between JESTX and FIKGX is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018	0.84

The correlation between JESTX and FIKGX has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

Return for Risk

JESTX vs. FIKGX — Risk / Return Rank

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

JESTX

JESTX Risk / Return Rank: 54
JESTX Sharpe Ratio Rank: 49
JESTX Sortino Ratio Rank: 38
JESTX Omega Ratio Rank: 46
JESTX Calmar Ratio Rank: 79
JESTX Martin Ratio Rank: 57

FIKGX

FIKGX Risk / Return Rank: 92
FIKGX Sharpe Ratio Rank: 97
FIKGX Sortino Ratio Rank: 85
FIKGX Omega Ratio Rank: 84
FIKGX Calmar Ratio Rank: 98
FIKGX Martin Ratio Rank: 98

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. FIKGX - 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 Fidelity Advisor Semiconductors Fund Class Z (FIKGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JESTX	FIKGX	Difference
Sharpe ratio: Return per unit of total volatility	1.58	3.03	-1.45
Sortino ratio: Return per unit of downside risk	1.98	3.25	-1.27
Omega ratio: Gain probability vs. loss probability	1.28	1.45	-0.17
Calmar ratio: Return relative to maximum drawdown	2.88	7.54	-4.66
Martin ratio: Return relative to average drawdown	8.94	24.94	-16.00

JESTX vs. FIKGX - Sharpe Ratio Comparison

The current JESTX Sharpe Ratio is 1.58, which is lower than the FIKGX Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of JESTX and FIKGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JESTX vs. FIKGX - Drawdown Comparison

The maximum JESTX drawdown since its inception was -46.95%, roughly equal to the maximum FIKGX drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for JESTX and FIKGX.

Drawdown Indicators

	JESTX	FIKGX	Difference
Max Drawdown Largest peak-to-trough decline	-46.95%	-45.98%	-0.97%
Max Drawdown (1Y) Largest decline over 1 year	-18.63%	-15.36%	-3.27%
Max Drawdown (3Y) Largest decline over 3 years	-31.33%	-39.67%	+8.34%
Max Drawdown (5Y) Largest decline over 5 years	-46.95%	-45.98%	-0.97%
Current Drawdown Current decline from peak	-13.52%	-10.03%	-3.49%
Average Drawdown Average peak-to-trough decline	-9.16%	-9.77%	+0.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.70%	4.63%	+1.07%

Volatility

JESTX vs. FIKGX - Volatility Comparison

John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) and Fidelity Advisor Semiconductors Fund Class Z (FIKGX) have volatilities of 19.87% and 18.99%, 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.

Volatility by Period

	JESTX	FIKGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.87%	18.99%	+0.88%
Volatility (6M) Calculated over the trailing 6-month period	29.28%	31.92%	-2.64%
Volatility (1Y) Calculated over the trailing 1-year period	34.00%	38.26%	-4.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.32%	39.51%	-9.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.37%	38.89%	-11.52%

JESTX vs. FIKGX - Expense Ratio Comparison

JESTX has a 1.04% expense ratio, which is higher than FIKGX's 0.62% expense ratio.

Dividends

JESTX vs. FIKGX - Dividend Comparison

JESTX's dividend yield for the trailing twelve months is around 17.58%, more than FIKGX's 3.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FIKGX Fidelity Advisor Semiconductors Fund Class Z	3.93%	6.67%	0.00%	3.14%	3.08%	4.19%	4.54%	1.08%	19.72%
JESTX John Hancock Variable Insurance Trust Science & Technology Trust	17.58%	21.96%	0.00%	0.00%	100.46%	24.96%	9.28%	19.35%	18.35%

Frequently Asked Questions

Can I hold both JESTX and FIKGX in my portfolio?

JESTX and FIKGX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JESTX or FIKGX?

JESTX has higher volatility (19.87%) compared to FIKGX (18.99%). In terms of maximum drawdown, JESTX dropped -46.95% vs FIKGX's -45.98%.

Which has better risk-adjusted returns?

FIKGX currently has the higher Sharpe Ratio (3.03 vs 1.58), 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.