JESTX vs. JAAAX
Compare and contrast key facts about John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) and John Hancock Funds Alternative Asset Allocation Fund (JAAAX).
JESTX is managed by John Hancock. It was launched on Dec 31, 1996. JAAAX is managed by John Hancock. It was launched on Jan 1, 2009.
Performance
JESTX vs. JAAAX - Performance Comparison
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JESTX vs. JAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 24.51% |
JAAAX John Hancock Funds Alternative Asset Allocation Fund | 2.10% | 6.18% | 6.59% | 5.85% | -3.12% | 4.77% | 4.36% | 8.95% | -4.09% | 5.20% |
Returns By Period
In the year-to-date period, JESTX achieves a -11.75% return, which is significantly lower than JAAAX's 2.10% return.
JESTX
- 1D
- -2.41%
- 1M
- -14.10%
- YTD
- -11.75%
- 6M
- -8.79%
- 1Y
- 30.18%
- 3Y*
- 22.45%
- 5Y*
- -4.59%
- 10Y*
- —
JAAAX
- 1D
- -0.06%
- 1M
- -2.02%
- YTD
- 2.10%
- 6M
- 3.22%
- 1Y
- 7.80%
- 3Y*
- 6.27%
- 5Y*
- 4.12%
- 10Y*
- 4.00%
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JESTX vs. JAAAX - Expense Ratio Comparison
JESTX has a 1.04% expense ratio, which is higher than JAAAX's 0.72% expense ratio.
Return for Risk
JESTX vs. JAAAX — Risk / Return Rank
JESTX
JAAAX
JESTX vs. JAAAX - 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 John Hancock Funds Alternative Asset Allocation Fund (JAAAX). 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 | JAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.68 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.61 | 2.25 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | 1.67 | -1.42 |
Martin ratioReturn relative to average drawdown | 0.76 | 8.43 | -7.67 |
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
| JESTX | JAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.68 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.98 | -1.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.84 | -0.55 |
Correlation
The correlation between JESTX and JAAAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JESTX vs. JAAAX - Dividend Comparison
JESTX's dividend yield for the trailing twelve months is around 24.88%, more than JAAAX's 1.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
JAAAX John Hancock Funds Alternative Asset Allocation Fund | 1.50% | 1.53% | 1.17% | 1.71% | 3.02% | 1.72% | 0.74% | 3.38% | 1.99% | 1.23% | 0.77% | 2.78% |
Drawdowns
JESTX vs. JAAAX - Drawdown Comparison
The maximum JESTX drawdown since its inception was -73.89%, which is greater than JAAAX's maximum drawdown of -15.72%. Use the drawdown chart below to compare losses from any high point for JESTX and JAAAX.
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Drawdown Indicators
| JESTX | JAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.89% | -15.72% | -58.17% |
Max Drawdown (1Y)Largest decline over 1 year | -18.63% | -4.43% | -14.20% |
Max Drawdown (5Y)Largest decline over 5 years | -73.89% | -6.28% | -67.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.64% | — |
Current DrawdownCurrent decline from peak | -31.88% | -2.02% | -29.86% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -2.06% | -20.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.76% | 0.88% | +8.88% |
Volatility
JESTX vs. JAAAX - Volatility Comparison
John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) has a higher volatility of 9.15% compared to John Hancock Funds Alternative Asset Allocation Fund (JAAAX) at 1.04%. This indicates that JESTX's price experiences larger fluctuations and is considered to be riskier than JAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JESTX | JAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 1.04% | +8.11% |
Volatility (6M)Calculated over the trailing 6-month period | 18.89% | 2.72% | +16.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.71% | 4.72% | +24.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.79% | 4.21% | +31.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.96% | 4.37% | +26.59% |