JESVX vs. PRVIX
Compare and contrast key facts about John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX).
JESVX is managed by John Hancock. It was launched on Apr 28, 2005. PRVIX is a passively managed fund by T. Rowe Price that tracks the performance of the Russell 2000 Value Index. It was launched on Aug 28, 2015.
Performance
JESVX vs. PRVIX - Performance Comparison
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JESVX vs. PRVIX - 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% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 1.00% | 21.38% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 13.33% |
Returns By Period
In the year-to-date period, JESVX achieves a -2.36% return, which is significantly lower than PRVIX's 1.00% return.
JESVX
- 1D
- -2.91%
- 1M
- -10.17%
- YTD
- -2.36%
- 6M
- -0.12%
- 1Y
- 4.54%
- 3Y*
- 4.94%
- 5Y*
- 3.18%
- 10Y*
- —
PRVIX
- 1D
- -0.92%
- 1M
- -6.73%
- YTD
- 1.00%
- 6M
- 15.65%
- 1Y
- 29.88%
- 3Y*
- 15.16%
- 5Y*
- 6.86%
- 10Y*
- 10.74%
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JESVX vs. PRVIX - Expense Ratio Comparison
JESVX has a 1.04% expense ratio, which is higher than PRVIX's 0.66% expense ratio.
Return for Risk
JESVX vs. PRVIX — Risk / Return Rank
JESVX
PRVIX
JESVX vs. PRVIX - 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 T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 1.30 | -1.14 |
Sortino ratioReturn per unit of downside risk | 0.41 | 2.08 | -1.67 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.28 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.93 | -2.08 |
Martin ratioReturn relative to average drawdown | -0.43 | 8.07 | -8.50 |
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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 1.30 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.34 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.50 | -0.36 |
Correlation
The correlation between JESVX and PRVIX is 0.92, 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. PRVIX - Dividend Comparison
JESVX's dividend yield for the trailing twelve months is around 12.00%, less than PRVIX's 22.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 22.88% | 23.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
Drawdowns
JESVX vs. PRVIX - Drawdown Comparison
The maximum JESVX drawdown since its inception was -46.09%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for JESVX and PRVIX.
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Drawdown Indicators
| JESVX | PRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -40.95% | -5.14% |
Max Drawdown (1Y)Largest decline over 1 year | -15.60% | -14.06% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -26.55% | -28.00% | +1.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.95% | — |
Current DrawdownCurrent decline from peak | -10.55% | -8.14% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -8.44% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.83% | 3.65% | +4.18% |
Volatility
JESVX vs. PRVIX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) is 5.22%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.11%. This indicates that JESVX experiences smaller price fluctuations and is considered to be less risky than PRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JESVX | PRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 6.11% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 15.98% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.45% | 23.85% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.70% | 20.43% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.38% | 21.29% | +2.09% |