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JESTX vs. PGOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JESTX vs. PGOYX - 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 Putnam Large Cap Growth Y (PGOYX). The values are adjusted to include any dividend payments, if applicable.

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JESTX vs. PGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-0.61%24.51%
PGOYX
Putnam Large Cap Growth Y
-9.67%14.56%33.58%44.57%-30.25%22.95%38.79%36.76%2.58%24.84%

Returns By Period

In the year-to-date period, JESTX achieves a -7.66% return, which is significantly higher than PGOYX's -9.67% return.


JESTX

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

PGOYX

1D
3.70%
1M
-5.89%
YTD
-9.67%
6M
-9.44%
1Y
14.92%
3Y*
20.52%
5Y*
11.05%
10Y*
16.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JESTX vs. PGOYX - Expense Ratio Comparison

JESTX has a 1.04% expense ratio, which is higher than PGOYX's 0.65% expense ratio.


Return for Risk

JESTX vs. PGOYX — Risk / Return Rank

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

JESTX
JESTX Risk / Return Rank: 4848
Overall Rank
JESTX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JESTX Sortino Ratio Rank: 7676
Sortino Ratio Rank
JESTX Omega Ratio Rank: 6767
Omega Ratio Rank
JESTX Calmar Ratio Rank: 1212
Calmar Ratio Rank
JESTX Martin Ratio Rank: 1111
Martin Ratio Rank

PGOYX
PGOYX Risk / Return Rank: 3030
Overall Rank
PGOYX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PGOYX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PGOYX Omega Ratio Rank: 3030
Omega Ratio Rank
PGOYX Calmar Ratio Rank: 3232
Calmar Ratio Rank
PGOYX Martin Ratio Rank: 2929
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. PGOYX - 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 Putnam Large Cap Growth Y (PGOYX). 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.


JESTXPGOYXDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.71

+0.70

Sortino ratio

Return per unit of downside risk

2.02

1.18

+0.84

Omega ratio

Gain probability vs. loss probability

1.27

1.17

+0.11

Calmar ratio

Return relative to maximum drawdown

0.45

0.98

-0.53

Martin ratio

Return relative to average drawdown

1.32

3.34

-2.02

JESTX vs. PGOYX - Sharpe Ratio Comparison

The current JESTX Sharpe Ratio is 1.41, which is higher than the PGOYX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of JESTX and PGOYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JESTXPGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.71

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.51

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.32

-0.01

Correlation

The correlation between JESTX and PGOYX is 0.90, 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. PGOYX - Dividend Comparison

JESTX's dividend yield for the trailing twelve months is around 23.78%, more than PGOYX's 5.79% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
PGOYX
Putnam Large Cap Growth Y
5.79%5.23%4.25%0.46%7.30%8.55%3.12%3.65%7.92%2.05%0.02%5.78%

Drawdowns

JESTX vs. PGOYX - Drawdown Comparison

The maximum JESTX drawdown since its inception was -73.89%, roughly equal to the maximum PGOYX drawdown of -76.03%. Use the drawdown chart below to compare losses from any high point for JESTX and PGOYX.


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Drawdown Indicators


JESTXPGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-73.89%

-76.03%

+2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-16.34%

-2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-73.89%

-34.01%

-39.88%

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

Current Drawdown

Current decline from peak

-28.72%

-13.24%

-15.48%

Average Drawdown

Average peak-to-trough decline

-22.30%

-31.72%

+9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.81%

4.78%

+5.03%

Volatility

JESTX vs. PGOYX - Volatility Comparison

John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) has a higher volatility of 10.49% compared to Putnam Large Cap Growth Y (PGOYX) at 6.88%. This indicates that JESTX's price experiences larger fluctuations and is considered to be riskier than PGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JESTXPGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.49%

6.88%

+3.61%

Volatility (6M)

Calculated over the trailing 6-month period

19.39%

12.72%

+6.67%

Volatility (1Y)

Calculated over the trailing 1-year period

30.03%

22.41%

+7.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.84%

21.68%

+14.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.99%

21.15%

+9.84%