JESTX vs. FIKGX

Last updated Apr 2, 2026

Compare and contrast key facts about John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) and Fidelity Advisor Semiconductors Fund Class Z (FIKGX).

JESTX is managed by John Hancock. It was launched on Dec 31, 1996. FIKGX is managed by Fidelity. It was launched on Oct 2, 2018.

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.

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	-7.66%	24.07%	37.90%	54.68%	-68.16%	8.37%	57.16%	37.93%	-10.76%
FIKGX Fidelity Advisor Semiconductors Fund Class Z	7.52%	45.43%	35.88%	75.75%	-34.81%	58.07%	44.21%	64.45%	-11.11%

Returns By Period

In the year-to-date period, JESTX achieves a -7.66% return, which is significantly lower than FIKGX's 7.52% return.

JESTX

• 1D: 4.63%
• 1M: -10.64%
• YTD: -7.66%
• 6M: -5.57%
• 1Y: 34.99%
• 3Y*: 24.31%
• 5Y*: -4.21%
• 10Y*: —

FIKGX

• 1D: 7.13%
• 1M: -4.44%
• YTD: 7.52%
• 6M: 14.55%
• 1Y: 88.96%
• 3Y*: 38.99%
• 5Y*: 27.65%
• 10Y*: —

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

JESTX vs. FIKGX - Expense Ratio Comparison

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

JESTX

John Hancock Variable Insurance Trust Science & Technology Trust

FIKGX

Fidelity Advisor Semiconductors Fund Class Z

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: 48
JESTX Sharpe Ratio Rank: 74
JESTX Sortino Ratio Rank: 76
JESTX Omega Ratio Rank: 67
JESTX Calmar Ratio Rank: 12
JESTX Martin Ratio Rank: 11

FIKGX

FIKGX Risk / Return Rank: 95
FIKGX Sharpe Ratio Rank: 95
FIKGX Sortino Ratio Rank: 93
FIKGX Omega Ratio Rank: 89
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.

	JESTX	FIKGX	Difference
Sharpe ratio Return per unit of total volatility	1.41	2.26	-0.85
Sortino ratio Return per unit of downside risk	2.02	2.86	-0.84
Omega ratio Gain probability vs. loss probability	1.27	1.40	-0.13
Calmar ratio Return relative to maximum drawdown	0.45	5.22	-4.78
Martin ratio Return relative to average drawdown	1.32	19.77	-18.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JESTX vs. FIKGX - Sharpe Ratio Comparison

The current JESTX Sharpe Ratio is 1.41, which is lower than the FIKGX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of JESTX and FIKGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JESTX	FIKGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	2.26	-0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	0.73	-0.85
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.85	-0.54

Correlation

The correlation between JESTX and FIKGX is 0.84, 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. FIKGX - Dividend Comparison

JESTX's dividend yield for the trailing twelve months is around 23.78%, more than FIKGX's 6.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
JESTX John Hancock Variable Insurance Trust Science & Technology Trust	23.78%	21.96%	0.00%	0.00%	0.00%	24.96%	9.28%	19.35%	18.35%
FIKGX Fidelity Advisor Semiconductors Fund Class Z	6.20%	6.67%	0.00%	3.14%	3.08%	4.19%	4.54%	1.08%	19.72%

Drawdowns

JESTX vs. FIKGX - Drawdown Comparison

The maximum JESTX drawdown since its inception was -73.89%, which is greater than FIKGX's maximum 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	-73.89%	-45.98%	-27.91%
Max Drawdown (1Y) Largest decline over 1 year	-18.63%	-17.09%	-1.54%
Max Drawdown (5Y) Largest decline over 5 years	-73.89%	-45.98%	-27.91%
Current Drawdown Current decline from peak	-28.72%	-8.55%	-20.17%
Average Drawdown Average peak-to-trough decline	-22.30%	-10.00%	-12.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.81%	4.51%	+5.30%

Volatility

JESTX vs. FIKGX - Volatility Comparison

The current volatility for John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) is 10.49%, while Fidelity Advisor Semiconductors Fund Class Z (FIKGX) has a volatility of 12.80%. This indicates that JESTX experiences smaller price fluctuations and is considered to be less risky than FIKGX based on this measure. 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	10.49%	12.80%	-2.31%
Volatility (6M) Calculated over the trailing 6-month period	19.39%	25.66%	-6.27%
Volatility (1Y) Calculated over the trailing 1-year period	30.03%	40.19%	-10.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.84%	38.15%	-2.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.99%	38.39%	-7.40%