JESVX vs. JFIVX

Last updated Apr 1, 2026

Compare and contrast key facts about John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) and John Hancock Variable Insurance Trust 500 Index Trust (JFIVX).

JESVX is managed by John Hancock. It was launched on Apr 28, 2005. JFIVX is managed by John Hancock. It was launched on Nov 4, 2012.

Performance

JESVX vs. JFIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) and John Hancock Variable Insurance Trust 500 Index Trust (JFIVX). The values are adjusted to include any dividend payments, if applicable.

JESVX vs. JFIVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JESVX John Hancock Variable Insurance Trust Small Cap Value Trust	-2.36%	0.13%	5.97%	14.02%	-9.84%	26.18%	-6.96%	26.52%	-12.98%	-3.88%
JFIVX John Hancock Variable Insurance Trust 500 Index Trust	-7.14%	17.54%	24.61%	25.92%	-18.30%	28.31%	18.03%	31.05%	-5.00%	17.27%

Returns By Period

In the year-to-date period, JESVX achieves a -2.36% return, which is significantly higher than JFIVX's -7.14% return.

JESVX

• 1D: -2.91%
• 1M: -10.17%
• YTD: -2.36%
• 6M: -0.12%
• 1Y: 4.54%
• 3Y*: 4.94%
• 5Y*: 3.18%
• 10Y*: —

JFIVX

• 1D: -0.40%
• 1M: -7.72%
• YTD: -7.14%
• 6M: -4.72%
• 1Y: 14.13%
• 3Y*: 16.82%
• 5Y*: 11.10%
• 10Y*: —

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

JESVX vs. JFIVX - Expense Ratio Comparison

JESVX has a 1.04% expense ratio, which is higher than JFIVX's 0.30% expense ratio.

JESVX

John Hancock Variable Insurance Trust Small Cap Value Trust

JFIVX

John Hancock Variable Insurance Trust 500 Index Trust

Return for Risk

JESVX vs. JFIVX — Risk / Return Rank

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

JESVX

JESVX Risk / Return Rank: 7
JESVX Sharpe Ratio Rank: 8
JESVX Sortino Ratio Rank: 9
JESVX Omega Ratio Rank: 8
JESVX Calmar Ratio Rank: 4
JESVX Martin Ratio Rank: 4

JFIVX

JFIVX Risk / Return Rank: 42
JFIVX Sharpe Ratio Rank: 48
JFIVX Sortino Ratio Rank: 44
JFIVX Omega Ratio Rank: 49
JFIVX Calmar Ratio Rank: 31
JFIVX Martin Ratio Rank: 38

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.

JESVX vs. JFIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) and John Hancock Variable Insurance Trust 500 Index Trust (JFIVX). 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.

	JESVX	JFIVX	Difference
Sharpe ratio Return per unit of total volatility	0.16	0.92	-0.76
Sortino ratio Return per unit of downside risk	0.41	1.31	-0.89
Omega ratio Gain probability vs. loss probability	1.05	1.20	-0.15
Calmar ratio Return relative to maximum drawdown	-0.15	0.85	-1.00
Martin ratio Return relative to average drawdown	-0.43	3.97	-4.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JESVX vs. JFIVX - Sharpe Ratio Comparison

The current JESVX Sharpe Ratio is 0.16, which is lower than the JFIVX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of JESVX and JFIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JESVX	JFIVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.16	0.92	-0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.68	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.72	-0.58

Correlation

The correlation between JESVX and JFIVX is 0.71, 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

JESVX vs. JFIVX - Dividend Comparison

JESVX's dividend yield for the trailing twelve months is around 12.00%, more than JFIVX's 2.75% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JESVX John Hancock Variable Insurance Trust Small Cap Value Trust	12.00%	11.72%	6.53%	9.41%	21.62%	1.33%	12.54%	7.49%	16.31%	0.76%
JFIVX John Hancock Variable Insurance Trust 500 Index Trust	2.75%	2.56%	2.19%	2.44%	5.19%	5.17%	3.38%	2.97%	2.90%	1.27%

Drawdowns

JESVX vs. JFIVX - Drawdown Comparison

The maximum JESVX drawdown since its inception was -46.09%, which is greater than JFIVX's maximum drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for JESVX and JFIVX.

Drawdown Indicators

	JESVX	JFIVX	Difference
Max Drawdown Largest peak-to-trough decline	-46.09%	-33.81%	-12.28%
Max Drawdown (1Y) Largest decline over 1 year	-15.60%	-12.13%	-3.47%
Max Drawdown (5Y) Largest decline over 5 years	-26.55%	-24.67%	-1.88%
Current Drawdown Current decline from peak	-10.55%	-8.94%	-1.61%
Average Drawdown Average peak-to-trough decline	-9.20%	-4.69%	-4.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.83%	2.73%	+5.10%

Volatility

JESVX vs. JFIVX - Volatility Comparison

John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) has a higher volatility of 5.22% compared to John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) at 4.23%. This indicates that JESVX's price experiences larger fluctuations and is considered to be riskier than JFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JESVX	JFIVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	4.23%	+0.99%
Volatility (6M) Calculated over the trailing 6-month period	14.20%	9.09%	+5.11%
Volatility (1Y) Calculated over the trailing 1-year period	25.45%	16.20%	+9.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.70%	16.50%	+4.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.38%	18.42%	+4.96%