JESVX vs. VSMVX
Compare and contrast key facts about John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX).
JESVX is managed by John Hancock. It was launched on Apr 28, 2005. VSMVX is managed by Vanguard. It was launched on Nov 19, 2014.
Performance
JESVX vs. VSMVX - Performance Comparison
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JESVX vs. VSMVX - 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% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 4.35% | 6.38% | 7.53% | 14.85% | -11.12% | 30.85% | 2.79% | 24.47% | -12.67% | 13.10% |
Returns By Period
In the year-to-date period, JESVX achieves a 0.41% return, which is significantly lower than VSMVX's 4.35% return.
JESVX
- 1D
- 2.83%
- 1M
- -6.93%
- YTD
- 0.41%
- 6M
- 2.40%
- 1Y
- 7.16%
- 3Y*
- 5.92%
- 5Y*
- 3.48%
- 10Y*
- —
VSMVX
- 1D
- 2.16%
- 1M
- -3.89%
- YTD
- 4.35%
- 6M
- 7.26%
- 1Y
- 23.43%
- 3Y*
- 9.99%
- 5Y*
- 4.86%
- 10Y*
- 9.53%
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JESVX vs. VSMVX - Expense Ratio Comparison
JESVX has a 1.04% expense ratio, which is higher than VSMVX's 0.08% expense ratio.
Return for Risk
JESVX vs. VSMVX — Risk / Return Rank
JESVX
VSMVX
JESVX vs. VSMVX - 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 Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX). 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 | VSMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 1.00 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.69 | 1.52 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.20 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.52 | -1.56 |
Martin ratioReturn relative to average drawdown | -0.11 | 5.76 | -5.87 |
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 | VSMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 1.00 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.22 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.47 | -0.32 |
Correlation
The correlation between JESVX and VSMVX 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. VSMVX - Dividend Comparison
JESVX's dividend yield for the trailing twelve months is around 11.67%, more than VSMVX's 1.82% 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% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 1.82% | 1.45% | 1.85% | 1.92% | 1.88% | 1.66% | 1.46% | 1.65% | 1.89% | 1.55% | 1.26% | 1.42% |
Drawdowns
JESVX vs. VSMVX - Drawdown Comparison
The maximum JESVX drawdown since its inception was -46.09%, roughly equal to the maximum VSMVX drawdown of -47.61%. Use the drawdown chart below to compare losses from any high point for JESVX and VSMVX.
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Drawdown Indicators
| JESVX | VSMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -47.61% | +1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -15.60% | -15.74% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.55% | -28.81% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.61% | — |
Current DrawdownCurrent decline from peak | -8.02% | -6.15% | -1.87% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -7.72% | -1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.85% | 4.15% | +3.70% |
Volatility
JESVX vs. VSMVX - Volatility Comparison
John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) has a higher volatility of 6.07% compared to Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX) at 5.50%. This indicates that JESVX's price experiences larger fluctuations and is considered to be riskier than VSMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JESVX | VSMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 5.50% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 13.57% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.58% | 23.83% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.74% | 22.18% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 24.15% | -0.76% |