JESVX vs. JIJIX
JESVX (John Hancock Variable Insurance Trust Small Cap Value Trust) and JIJIX (John Hancock International Dynamic Growth Fund) are both mutual funds - JESVX is a Small Cap Value Equities fund managed by John Hancock, while JIJIX is a Foreign Large Cap Equities fund managed by John Hancock. Over the past 5 years, JESVX returned 8.18%/yr vs 7.20%/yr for JIJIX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. JESVX charges 1.04%/yr vs 0.95%/yr for JIJIX.
Performance
JESVX vs. JIJIX - Performance Comparison
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Returns By Period
In the year-to-date period, JESVX achieves a 25.45% return, which is significantly higher than JIJIX's 13.47% return.
JESVX
- 1D
- 1.51%
- 1M
- -0.58%
- 6M
- 20.45%
- YTD
- 25.45%
- 1Y
- 32.15%
- 3Y*
- 12.34%
- 5Y*
- 8.18%
- 10Y*
- —
- ALL TIME*
- 5.74%
JIJIX
- 1D
- 0.56%
- 1M
- -6.93%
- 6M
- 2.35%
- YTD
- 13.47%
- 1Y
- 23.71%
- 3Y*
- 22.47%
- 5Y*
- 7.20%
- 10Y*
- —
- ALL TIME*
- 14.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JESVX vs. JIJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JESVX John Hancock Variable Insurance Trust Small Cap Value Trust | 25.45% | 0.13% | 5.97% | 14.02% | -9.84% | 26.18% | -6.96% | 8.03% |
JIJIX John Hancock International Dynamic Growth Fund | 13.47% | 23.10% | 24.88% | 18.92% | -31.47% | 17.94% | 36.58% | 13.65% |
Correlation
The correlation between JESVX and JIJIX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.52 |
The correlation between JESVX and JIJIX has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.
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Return for Risk
JESVX vs. JIJIX — Risk / Return Rank
JESVX
JIJIX
JESVX vs. JIJIX - 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 International Dynamic Growth Fund (JIJIX). 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.
| JESVX | JIJIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.18 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 1.27 | +2.58 |
| Martin ratioReturn relative to average drawdown | 12.43 | 4.43 | +8.00 |
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Drawdowns
JESVX vs. JIJIX - Drawdown Comparison
The maximum JESVX drawdown since its inception was -46.09%, which is greater than JIJIX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for JESVX and JIJIX.
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Drawdown Indicators
| JESVX | JIJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -41.80% | -4.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -20.23% | +10.06% |
Max Drawdown (3Y)Largest decline over 3 years | -26.55% | -20.23% | -6.32% |
Max Drawdown (5Y)Largest decline over 5 years | -26.55% | -41.80% | +15.25% |
Current DrawdownCurrent decline from peak | -2.22% | -14.99% | +12.77% |
Average DrawdownAverage peak-to-trough decline | -8.95% | -11.35% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 5.78% | -2.70% |
Volatility
JESVX vs. JIJIX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) is 4.12%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 11.74%. This indicates that JESVX experiences smaller price fluctuations and is considered to be less risky than JIJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JESVX | JIJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 11.74% | -7.62% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 27.29% | -13.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.65% | 29.71% | -10.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.83% | 22.03% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.25% | 22.96% | +0.29% |
JESVX vs. JIJIX - Expense Ratio Comparison
JESVX has a 1.04% expense ratio, which is higher than JIJIX's 0.95% expense ratio.
Dividends
JESVX vs. JIJIX - Dividend Comparison
JESVX's dividend yield for the trailing twelve months is around 9.34%, more than JIJIX's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JESVX John Hancock Variable Insurance Trust Small Cap Value Trust | 9.34% | 11.72% | 6.53% | 9.41% | 21.62% | 1.33% | 12.54% | 7.49% | 16.31% | 0.76% |
JIJIX John Hancock International Dynamic Growth Fund | 2.59% | 2.94% | 0.13% | 0.22% | 0.79% | 30.17% | 5.62% | 0.20% | 0.00% | 0.00% |
Frequently Asked Questions
JESVX and JIJIX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JIJIX has higher volatility (11.74%) compared to JESVX (4.12%). In terms of maximum drawdown, JESVX dropped -46.09% vs JIJIX's -41.80%.
JESVX currently has the higher Sharpe Ratio (2.00 vs 0.87), 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.
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