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JESTX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JESTX and VOO is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

JESTX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
52.54%
566.48%
JESTX
VOO

Key characteristics

Sharpe Ratio

JESTX:

0.23

VOO:

0.57

Sortino Ratio

JESTX:

0.51

VOO:

0.92

Omega Ratio

JESTX:

1.07

VOO:

1.13

Calmar Ratio

JESTX:

0.11

VOO:

0.59

Martin Ratio

JESTX:

0.66

VOO:

2.33

Ulcer Index

JESTX:

10.18%

VOO:

4.70%

Daily Std Dev

JESTX:

29.76%

VOO:

19.10%

Max Drawdown

JESTX:

-78.17%

VOO:

-33.99%

Current Drawdown

JESTX:

-55.25%

VOO:

-8.61%

Returns By Period

In the year-to-date period, JESTX achieves a -13.96% return, which is significantly lower than VOO's -4.39% return. Over the past 10 years, JESTX has underperformed VOO with an annualized return of -2.89%, while VOO has yielded a comparatively higher 12.23% annualized return.


JESTX

YTD

-13.96%

1M

1.38%

6M

-5.94%

1Y

10.43%

5Y*

-5.69%

10Y*

-2.89%

VOO

YTD

-4.39%

1M

-0.47%

6M

-1.13%

1Y

13.11%

5Y*

16.41%

10Y*

12.23%

*Annualized

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JESTX vs. VOO - Expense Ratio Comparison

JESTX has a 1.04% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for JESTX: current value is 1.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JESTX: 1.04%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

JESTX vs. VOO — Risk-Adjusted Performance Rank

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

JESTX
The Risk-Adjusted Performance Rank of JESTX is 3535
Overall Rank
The Sharpe Ratio Rank of JESTX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of JESTX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of JESTX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of JESTX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of JESTX is 3434
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JESTX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for JESTX, currently valued at 0.23, compared to the broader market-1.000.001.002.003.00
JESTX: 0.23
VOO: 0.57
The chart of Sortino ratio for JESTX, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.00
JESTX: 0.51
VOO: 0.92
The chart of Omega ratio for JESTX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
JESTX: 1.07
VOO: 1.13
The chart of Calmar ratio for JESTX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.00
JESTX: 0.11
VOO: 0.59
The chart of Martin ratio for JESTX, currently valued at 0.66, compared to the broader market0.0010.0020.0030.0040.00
JESTX: 0.66
VOO: 2.33

The current JESTX Sharpe Ratio is 0.23, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of JESTX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.23
0.57
JESTX
VOO

Dividends

JESTX vs. VOO - Dividend Comparison

JESTX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.36%.


TTM20242023202220212020201920182017201620152014
JESTX
John Hancock Variable Insurance Trust Science & Technology Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.12%0.00%0.05%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JESTX vs. VOO - Drawdown Comparison

The maximum JESTX drawdown since its inception was -78.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JESTX and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-55.25%
-8.61%
JESTX
VOO

Volatility

JESTX vs. VOO - Volatility Comparison

John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) has a higher volatility of 17.65% compared to Vanguard S&P 500 ETF (VOO) at 13.84%. This indicates that JESTX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
17.65%
13.84%
JESTX
VOO