JESVX vs. JVMIX
Compare and contrast key facts about John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
JESVX is managed by John Hancock. It was launched on Apr 28, 2005. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Performance
JESVX vs. JVMIX - Performance Comparison
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JESVX vs. JVMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 1.16% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 12.64% |
Returns By Period
In the year-to-date period, JESVX achieves a 0.41% return, which is significantly lower than JVMIX's 1.16% return.
JESVX
- 1D
- 2.83%
- 1M
- -6.93%
- YTD
- 0.41%
- 6M
- 2.40%
- 1Y
- 7.16%
- 3Y*
- 5.92%
- 5Y*
- 3.48%
- 10Y*
- —
JVMIX
- 1D
- 1.79%
- 1M
- -6.68%
- YTD
- 1.16%
- 6M
- 0.63%
- 1Y
- 13.98%
- 3Y*
- 12.68%
- 5Y*
- 8.23%
- 10Y*
- 10.12%
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JESVX vs. JVMIX - Expense Ratio Comparison
JESVX has a 1.04% expense ratio, which is higher than JVMIX's 0.87% expense ratio.
Return for Risk
JESVX vs. JVMIX — Risk / Return Rank
JESVX
JVMIX
JESVX vs. JVMIX - 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 Disciplined Value Mid Cap Fund Class I (JVMIX). 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 | JVMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 0.80 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.69 | 1.25 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.17 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.16 | -1.20 |
Martin ratioReturn relative to average drawdown | -0.11 | 4.73 | -4.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JESVX | JVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.80 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.45 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.29 | -0.14 |
Correlation
The correlation between JESVX and JVMIX is 0.87, 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. JVMIX - Dividend Comparison
JESVX's dividend yield for the trailing twelve months is around 11.67%, more than JVMIX's 9.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 9.13% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Drawdowns
JESVX vs. JVMIX - Drawdown Comparison
The maximum JESVX drawdown since its inception was -46.09%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JESVX and JVMIX.
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Drawdown Indicators
| JESVX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -67.04% | +20.95% |
Max Drawdown (1Y)Largest decline over 1 year | -15.60% | -13.22% | -2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -26.55% | -21.13% | -5.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.64% | — |
Current DrawdownCurrent decline from peak | -8.02% | -6.93% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -13.43% | +4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.85% | 3.23% | +4.62% |
Volatility
JESVX vs. JVMIX - Volatility Comparison
John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) has a higher volatility of 6.07% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 4.40%. This indicates that JESVX's price experiences larger fluctuations and is considered to be riskier than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JESVX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 4.40% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 9.77% | +4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.58% | 18.11% | +7.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.74% | 18.44% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 20.31% | +3.08% |