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JESVX vs. JIBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JESVX vs. JIBCX - 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 Funds II Blue Chip Growth Fund (JIBCX). The values are adjusted to include any dividend payments, if applicable.

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JESVX vs. JIBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JESVX
John Hancock Variable Insurance Trust Small Cap Value Trust
0.41%0.13%5.97%14.02%-9.84%26.18%-6.96%26.52%-12.98%-3.88%
JIBCX
John Hancock Funds II Blue Chip Growth Fund
-11.51%8.28%35.89%49.47%-38.12%16.88%34.25%29.71%1.72%29.77%

Returns By Period

In the year-to-date period, JESVX achieves a 0.41% return, which is significantly higher than JIBCX's -11.51% return.


JESVX

1D
2.83%
1M
-6.93%
YTD
0.41%
6M
2.40%
1Y
7.16%
3Y*
5.92%
5Y*
3.48%
10Y*

JIBCX

1D
3.96%
1M
-5.57%
YTD
-11.51%
6M
-18.02%
1Y
4.57%
3Y*
18.67%
5Y*
6.56%
10Y*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JESVX vs. JIBCX - Expense Ratio Comparison

JESVX has a 1.04% expense ratio, which is higher than JIBCX's 0.81% expense ratio.


Return for Risk

JESVX vs. JIBCX — Risk / Return Rank

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

JESVX
JESVX Risk / Return Rank: 88
Overall Rank
JESVX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JESVX Sortino Ratio Rank: 1111
Sortino Ratio Rank
JESVX Omega Ratio Rank: 1010
Omega Ratio Rank
JESVX Calmar Ratio Rank: 44
Calmar Ratio Rank
JESVX Martin Ratio Rank: 44
Martin Ratio Rank

JIBCX
JIBCX Risk / Return Rank: 77
Overall Rank
JIBCX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JIBCX Sortino Ratio Rank: 1010
Sortino Ratio Rank
JIBCX Omega Ratio Rank: 1010
Omega Ratio Rank
JIBCX Calmar Ratio Rank: 33
Calmar Ratio Rank
JIBCX Martin Ratio Rank: 33
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.

JESVX vs. JIBCX - 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 Funds II Blue Chip Growth Fund (JIBCX). 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.


JESVXJIBCXDifference

Sharpe ratio

Return per unit of total volatility

0.36

0.24

+0.12

Sortino ratio

Return per unit of downside risk

0.69

0.54

+0.15

Omega ratio

Gain probability vs. loss probability

1.09

1.07

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.04

-0.30

+0.26

Martin ratio

Return relative to average drawdown

-0.11

-0.71

+0.59

JESVX vs. JIBCX - Sharpe Ratio Comparison

The current JESVX Sharpe Ratio is 0.36, which is higher than the JIBCX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of JESVX and JIBCX, 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


JESVXJIBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.24

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.28

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.49

-0.34

Correlation

The correlation between JESVX and JIBCX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JESVX vs. JIBCX - Dividend Comparison

JESVX's dividend yield for the trailing twelve months is around 11.67%, while JIBCX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JESVX
John Hancock Variable Insurance Trust Small Cap Value Trust
11.67%11.72%6.53%9.41%21.62%1.33%12.54%7.49%16.31%0.76%0.00%0.00%
JIBCX
John Hancock Funds II Blue Chip Growth Fund
0.00%0.00%6.97%3.23%5.57%16.46%4.72%1.46%7.73%16.16%6.35%13.20%

Drawdowns

JESVX vs. JIBCX - Drawdown Comparison

The maximum JESVX drawdown since its inception was -46.09%, smaller than the maximum JIBCX drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for JESVX and JIBCX.


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Drawdown Indicators


JESVXJIBCXDifference

Max Drawdown

Largest peak-to-trough decline

-46.09%

-54.15%

+8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-24.47%

+8.87%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

-42.74%

+16.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.74%

Current Drawdown

Current decline from peak

-8.02%

-21.48%

+13.46%

Average Drawdown

Average peak-to-trough decline

-9.20%

-9.26%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.85%

10.51%

-2.66%

Volatility

JESVX vs. JIBCX - Volatility Comparison

The current volatility for John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) is 6.07%, while John Hancock Funds II Blue Chip Growth Fund (JIBCX) has a volatility of 7.11%. This indicates that JESVX experiences smaller price fluctuations and is considered to be less risky than JIBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JESVXJIBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

7.11%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.46%

15.08%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

25.58%

26.49%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.74%

24.53%

-3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.39%

22.98%

+0.41%