JETSX vs. DFIEX
Compare and contrast key facts about John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund (JETSX) and DFA International Core Equity Portfolio I (DFIEX).
JETSX is managed by John Hancock. It was launched on May 1, 2000. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
JETSX vs. DFIEX - Performance Comparison
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JETSX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JETSX John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund | -4.05% | 16.65% | 23.49% | 25.60% | -20.14% | 24.45% | 21.19% | 29.62% | -6.02% | 15.53% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 22.58% |
Returns By Period
In the year-to-date period, JETSX achieves a -4.05% return, which is significantly lower than DFIEX's 2.80% return.
JETSX
- 1D
- 3.00%
- 1M
- -5.10%
- YTD
- -4.05%
- 6M
- -2.33%
- 1Y
- 17.41%
- 3Y*
- 17.45%
- 5Y*
- 9.91%
- 10Y*
- —
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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JETSX vs. DFIEX - Expense Ratio Comparison
JETSX has a 0.49% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
JETSX vs. DFIEX — Risk / Return Rank
JETSX
DFIEX
JETSX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund (JETSX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| JETSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.95 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.66 | 2.55 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 2.57 | -2.17 |
Martin ratioReturn relative to average drawdown | 1.50 | 10.07 | -8.58 |
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
| JETSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.95 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.60 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.35 | +0.32 |
Correlation
The correlation between JETSX and DFIEX is 0.75, 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
JETSX vs. DFIEX - Dividend Comparison
JETSX's dividend yield for the trailing twelve months is around 2.83%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JETSX John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund | 2.83% | 2.71% | 4.39% | 6.69% | 18.21% | 5.70% | 9.92% | 8.22% | 4.63% | 0.99% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
JETSX vs. DFIEX - Drawdown Comparison
The maximum JETSX drawdown since its inception was -34.90%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for JETSX and DFIEX.
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Drawdown Indicators
| JETSX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.90% | -62.22% | +27.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -11.01% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -28.66% | +2.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -6.26% | -7.75% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -12.26% | +6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 2.81% | +2.59% |
Volatility
JETSX vs. DFIEX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund (JETSX) is 5.52%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that JETSX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JETSX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 7.09% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 10.45% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.23% | 15.90% | +4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.87% | 15.65% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 16.35% | +2.87% |