JESTX vs. PRSCX

Last updated Jun 24, 2026

JESTX (John Hancock Variable Insurance Trust Science & Technology Trust) and PRSCX (T. Rowe Price Science And Technology Fund) are both Technology Equities funds. Over the past 5 years, JESTX returned 20.59%/yr vs 18.56%/yr for PRSCX. With a 0.95 correlation, they move nearly in lockstep. JESTX charges 1.04%/yr vs 0.80%/yr for PRSCX.

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.

Returns By Period

The year-to-date returns for both investments are quite close, with JESTX having a 44.46% return and PRSCX slightly higher at 44.94%.

JESTX

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

PRSCX

• 1D: 2.00%
• 1M: 11.82%
• YTD: 44.94%
• 6M: 43.01%
• 1Y: 81.29%
• 3Y*: 41.32%
• 5Y*: 18.56%
• 10Y*: 23.83%

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

JESTX vs. PRSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JESTX John Hancock Variable Insurance Trust Science & Technology Trust	44.46%	24.07%	37.90%	54.68%	-33.29%	8.37%	57.16%	37.93%	-0.61%	24.51%
PRSCX T. Rowe Price Science And Technology Fund	44.94%	24.28%	40.49%	53.77%	-35.40%	5.83%	45.94%	53.80%	-7.52%	29.86%

Correlation

The correlation between JESTX and PRSCX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017	0.95

The correlation between JESTX and PRSCX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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: 89
JESTX Sharpe Ratio Rank: 96
JESTX Sortino Ratio Rank: 81
JESTX Omega Ratio Rank: 81
JESTX Calmar Ratio Rank: 94
JESTX Martin Ratio Rank: 92

PRSCX

PRSCX Risk / Return Rank: 89
PRSCX Sharpe Ratio Rank: 96
PRSCX Sortino Ratio Rank: 83
PRSCX Omega Ratio Rank: 83
PRSCX Calmar Ratio Rank: 93
PRSCX Martin Ratio Rank: 92

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.

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.

	JESTX	PRSCX	Difference
Sharpe ratio: Return per unit of total volatility	3.15	3.15	+0.01
Sortino ratio: Return per unit of downside risk	3.52	3.61	-0.09
Omega ratio: Gain probability vs. loss probability	1.49	1.51	-0.01
Calmar ratio: Return relative to maximum drawdown	5.06	4.84	+0.22
Martin ratio: Return relative to average drawdown	17.47	17.24	+0.23

JESTX vs. PRSCX - Sharpe Ratio Comparison

The current JESTX Sharpe Ratio is 3.15, which is comparable to the PRSCX Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of JESTX and PRSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JESTX vs. PRSCX - Drawdown Comparison

The maximum JESTX drawdown since its inception was -46.95%, 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.

Drawdown Indicators

	JESTX	PRSCX	Difference
Max Drawdown Largest peak-to-trough decline	-46.95%	-85.26%	+38.31%
Max Drawdown (1Y) Largest decline over 1 year	-18.63%	-17.99%	-0.64%
Max Drawdown (3Y) Largest decline over 3 years	-31.33%	-31.06%	-0.27%
Max Drawdown (5Y) Largest decline over 5 years	-46.95%	-46.19%	-0.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-46.19%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.15%	-29.85%	+20.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.11%	4.97%	+0.14%

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 16.07% and 15.43%, 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.

Volatility by Period

	JESTX	PRSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.07%	15.43%	+0.64%
Volatility (6M) Calculated over the trailing 6-month period	24.66%	23.96%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	29.93%	27.72%	+2.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.48%	28.53%	+0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.94%	25.19%	+1.75%

JESTX vs. PRSCX - Expense Ratio Comparison

JESTX has a 1.04% expense ratio, which is higher than PRSCX's 0.80% expense ratio.

Dividends

JESTX vs. PRSCX - Dividend Comparison

JESTX's dividend yield for the trailing twelve months is around 15.20%, more than PRSCX's 7.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
PRSCX T. Rowe Price Science And Technology Fund	7.95%	11.53%	9.43%	0.00%	7.83%	33.69%	13.90%	10.91%	36.03%	13.21%	3.68%	18.51%

Frequently Asked Questions

Can I hold both JESTX and PRSCX in my portfolio?

With a correlation of 0.92, JESTX and PRSCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JESTX or PRSCX?

JESTX has higher volatility (16.07%) compared to PRSCX (15.43%). In terms of maximum drawdown, JESTX dropped -46.95% vs PRSCX's -85.26%.

Which has better risk-adjusted returns?

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