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JESTX vs. JIJIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JESTX vs. JIJIX - 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 John Hancock International Dynamic Growth Fund (JIJIX). 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 44.46% return, which is significantly higher than JIJIX's 33.48% return.


JESTX

1D
2.19%
1M
11.97%
YTD
44.46%
6M
42.26%
1Y
80.54%
3Y*
40.56%
5Y*
20.59%
10Y*

JIJIX

1D
2.09%
1M
11.11%
YTD
33.48%
6M
33.06%
1Y
47.61%
3Y*
29.28%
5Y*
12.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JESTX vs. JIJIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JESTX
John Hancock Variable Insurance Trust Science & Technology Trust
44.46%24.07%37.90%54.68%-33.29%8.37%57.16%7.58%
JIJIX
John Hancock International Dynamic Growth Fund
33.48%23.10%24.88%18.92%-31.47%17.94%36.58%13.65%

Correlation

The correlation between JESTX and JIJIX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.77

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

0.79

Correlation (All Time)
Calculated using the full available price history since May 7, 2019

0.80

The correlation between JESTX and JIJIX has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

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Return for Risk

JESTX vs. JIJIX — Risk / Return Rank

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

JESTX
JESTX Risk / Return Rank: 8989
Overall Rank
JESTX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JESTX Sortino Ratio Rank: 8181
Sortino Ratio Rank
JESTX Omega Ratio Rank: 8181
Omega Ratio Rank
JESTX Calmar Ratio Rank: 9494
Calmar Ratio Rank
JESTX Martin Ratio Rank: 9292
Martin Ratio Rank

JIJIX
JIJIX Risk / Return Rank: 5454
Overall Rank
JIJIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
JIJIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
JIJIX Omega Ratio Rank: 4848
Omega Ratio Rank
JIJIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
JIJIX Martin Ratio Rank: 6464
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. JIJIX - 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 International Dynamic Growth Fund (JIJIX). 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.


JESTXJIJIXDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.49

1.35

+0.14

Calmar ratioReturn relative to maximum drawdown

5.06

3.08

+1.98

Martin ratioReturn relative to average drawdown

17.47

11.75

+5.72

JESTX vs. JIJIX - Sharpe Ratio Comparison

The current JESTX Sharpe Ratio is 3.15, which is higher than the JIJIX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of JESTX and JIJIX, 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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Drawdowns

JESTX vs. JIJIX - Drawdown Comparison

The maximum JESTX drawdown since its inception was -46.95%, which is greater than JIJIX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for JESTX and JIJIX.


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Drawdown Indicators


JESTXJIJIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.95%

-41.80%

-5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-16.01%

-2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-31.33%

-18.04%

-13.29%

Max Drawdown (5Y)

Largest decline over 5 years

-46.95%

-41.80%

-5.15%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.15%

-11.36%

+2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

4.19%

+0.92%

Volatility

JESTX vs. JIJIX - Volatility Comparison

John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) has a higher volatility of 16.07% compared to John Hancock International Dynamic Growth Fund (JIJIX) at 13.06%. This indicates that JESTX's price experiences larger fluctuations and is considered to be riskier than JIJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JESTXJIJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.07%

13.06%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

24.66%

23.68%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

29.93%

26.21%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.48%

21.18%

+8.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.94%

22.50%

+4.44%

JESTX vs. JIJIX - Expense Ratio Comparison

JESTX has a 1.04% expense ratio, which is higher than JIJIX's 0.95% expense ratio.


Dividends

JESTX vs. JIJIX - Dividend Comparison

JESTX's dividend yield for the trailing twelve months is around 15.20%, more than JIJIX's 2.20% yield.


PositionTTM20252024202320222021202020192018
JESTX
John Hancock Variable Insurance Trust Science & Technology Trust
15.20%21.96%0.00%0.00%100.46%24.96%9.28%19.35%18.35%
JIJIX
John Hancock International Dynamic Growth Fund
2.20%2.94%0.13%0.22%0.79%30.17%5.62%0.20%0.00%

Frequently Asked Questions


JESTX and JIJIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JESTX has higher volatility (16.07%) compared to JIJIX (13.06%). In terms of maximum drawdown, JESTX dropped -46.95% vs JIJIX's -41.80%.

JESTX currently has the higher Sharpe Ratio (3.15 vs 1.88), 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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