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JESTX vs. PRSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JESTX vs. PRSCX - 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 T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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JESTX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PRSCX
T. Rowe Price Science And Technology Fund
-11.17%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%29.73%

Returns By Period

The year-to-date returns for both investments are quite close, with JESTX having a -11.75% return and PRSCX slightly higher at -11.17%.


JESTX

1D
-2.41%
1M
-14.10%
YTD
-11.75%
6M
-8.79%
1Y
30.18%
3Y*
22.45%
5Y*
-4.59%
10Y*

PRSCX

1D
-2.31%
1M
-13.60%
YTD
-11.17%
6M
-8.13%
1Y
30.89%
3Y*
23.42%
5Y*
8.65%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JESTX vs. PRSCX - Expense Ratio Comparison

JESTX has a 1.04% expense ratio, which is higher than PRSCX's 0.84% expense ratio.


Return for Risk

JESTX vs. PRSCX — Risk / Return Rank

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

JESTX
JESTX Risk / Return Rank: 3939
Overall Rank
JESTX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JESTX Sortino Ratio Rank: 6363
Sortino Ratio Rank
JESTX Omega Ratio Rank: 5454
Omega Ratio Rank
JESTX Calmar Ratio Rank: 1111
Calmar Ratio Rank
JESTX Martin Ratio Rank: 1010
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 6565
Overall Rank
PRSCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 6565
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5353
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. PRSCX - 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 T. Rowe Price Science And Technology Fund (PRSCX). 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.


JESTXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.18

-0.12

Sortino ratio

Return per unit of downside risk

1.61

1.73

-0.13

Omega ratio

Gain probability vs. loss probability

1.21

1.24

-0.03

Calmar ratio

Return relative to maximum drawdown

0.26

1.53

-1.28

Martin ratio

Return relative to average drawdown

0.76

5.13

-4.37

JESTX vs. PRSCX - Sharpe Ratio Comparison

The current JESTX Sharpe Ratio is 1.06, which is comparable to the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of JESTX and PRSCX, 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


JESTXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.18

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.32

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.48

-0.19

Correlation

The correlation between JESTX and PRSCX is 0.95, 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. PRSCX - Dividend Comparison

JESTX's dividend yield for the trailing twelve months is around 24.88%, more than PRSCX's 12.97% yield.


TTM20252024202320222021202020192018201720162015
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%
PRSCX
T. Rowe Price Science And Technology Fund
12.97%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Drawdowns

JESTX vs. PRSCX - Drawdown Comparison

The maximum JESTX drawdown since its inception was -73.89%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for JESTX and PRSCX.


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Drawdown Indicators


JESTXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-73.89%

-85.26%

+11.37%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-17.99%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-73.89%

-46.19%

-27.70%

Max Drawdown (10Y)

Largest decline over 10 years

-46.19%

Current Drawdown

Current decline from peak

-31.88%

-17.99%

-13.89%

Average Drawdown

Average peak-to-trough decline

-22.30%

-30.02%

+7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.76%

5.37%

+4.39%

Volatility

JESTX vs. PRSCX - Volatility Comparison

John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) and T. Rowe Price Science And Technology Fund (PRSCX) have volatilities of 9.15% and 8.82%, 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.


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Volatility by Period


JESTXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.15%

8.82%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

18.89%

17.49%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

29.71%

27.29%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.79%

27.36%

+8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.96%

24.50%

+6.46%