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JETSX vs. JCCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JETSX vs. JCCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund (JETSX) and John Hancock Small Cap Core Fund (JCCIX). The values are adjusted to include any dividend payments, if applicable.

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JETSX vs. JCCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
JCCIX
John Hancock Small Cap Core Fund
0.37%-1.90%10.62%16.52%-19.09%24.10%25.99%26.79%-18.28%13.61%

Returns By Period

In the year-to-date period, JETSX achieves a -4.05% return, which is significantly lower than JCCIX's 0.37% return.


JETSX

1D
3.00%
1M
-5.10%
YTD
-4.05%
6M
-2.33%
1Y
17.41%
3Y*
17.45%
5Y*
9.91%
10Y*

JCCIX

1D
2.86%
1M
-7.06%
YTD
0.37%
6M
2.40%
1Y
8.65%
3Y*
6.10%
5Y*
1.15%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JETSX vs. JCCIX - Expense Ratio Comparison

JETSX has a 0.49% expense ratio, which is lower than JCCIX's 0.98% expense ratio.


Return for Risk

JETSX vs. JCCIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JETSX
JETSX Risk / Return Rank: 3535
Overall Rank
JETSX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JETSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
JETSX Omega Ratio Rank: 5151
Omega Ratio Rank
JETSX Calmar Ratio Rank: 1010
Calmar Ratio Rank
JETSX Martin Ratio Rank: 1111
Martin Ratio Rank

JCCIX
JCCIX Risk / Return Rank: 1515
Overall Rank
JCCIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
JCCIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
JCCIX Omega Ratio Rank: 1313
Omega Ratio Rank
JCCIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
JCCIX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JETSX vs. JCCIX - 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 John Hancock Small Cap Core Fund (JCCIX). 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.


JETSXJCCIXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.39

+0.63

Sortino ratio

Return per unit of downside risk

1.66

0.72

+0.94

Omega ratio

Gain probability vs. loss probability

1.23

1.10

+0.14

Calmar ratio

Return relative to maximum drawdown

0.41

0.59

-0.19

Martin ratio

Return relative to average drawdown

1.50

2.13

-0.63

JETSX vs. JCCIX - Sharpe Ratio Comparison

The current JETSX Sharpe Ratio is 1.03, which is higher than the JCCIX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of JETSX and JCCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JETSXJCCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.39

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.05

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.37

+0.30

Correlation

The correlation between JETSX and JCCIX is 0.84, 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. JCCIX - Dividend Comparison

JETSX's dividend yield for the trailing twelve months is around 2.83%, less than JCCIX's 4.51% yield.


TTM20252024202320222021202020192018201720162015
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%
JCCIX
John Hancock Small Cap Core Fund
4.51%4.53%0.96%0.83%0.99%12.20%1.43%0.00%5.55%11.90%0.73%1.07%

Drawdowns

JETSX vs. JCCIX - Drawdown Comparison

The maximum JETSX drawdown since its inception was -34.90%, smaller than the maximum JCCIX drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for JETSX and JCCIX.


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Drawdown Indicators


JETSXJCCIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.90%

-38.69%

+3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-15.22%

+2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-25.97%

-27.47%

+1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-38.69%

Current Drawdown

Current decline from peak

-6.26%

-8.57%

+2.31%

Average Drawdown

Average peak-to-trough decline

-5.30%

-7.69%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

4.23%

+1.17%

Volatility

JETSX vs. JCCIX - Volatility Comparison

The current volatility for John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund (JETSX) is 5.52%, while John Hancock Small Cap Core Fund (JCCIX) has a volatility of 6.87%. This indicates that JETSX experiences smaller price fluctuations and is considered to be less risky than JCCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JETSXJCCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

6.87%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

13.74%

-3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

20.23%

23.88%

-3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

21.63%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

21.43%

-2.21%