JETSX vs. JEPIX
JETSX (John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - JETSX is a Large Cap Blend Equities fund managed by John Hancock, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, JETSX returned 11.40%/yr vs 7.17%/yr for JEPIX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. JETSX charges 0.49%/yr vs 0.59%/yr for JEPIX.
Performance
JETSX vs. JEPIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JETSX achieves a 11.38% return, which is significantly higher than JEPIX's 4.24% return.
JETSX
- 1D
- 1.54%
- 1M
- 1.20%
- 6M
- 9.90%
- YTD
- 11.38%
- 1Y
- 20.61%
- 3Y*
- 19.76%
- 5Y*
- 11.40%
- 10Y*
- —
- ALL TIME*
- 13.80%
JEPIX
- 1D
- 0.49%
- 1M
- 1.06%
- 6M
- 1.75%
- YTD
- 4.24%
- 1Y
- 9.60%
- 3Y*
- 9.29%
- 5Y*
- 7.17%
- 10Y*
- —
- ALL TIME*
- 7.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JETSX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JETSX John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund | 11.38% | 16.65% | 23.49% | 25.60% | -20.14% | 24.45% | 21.19% | 29.62% | -14.46% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 4.24% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Correlation
The correlation between JETSX and JEPIX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.72 |
Over the past year, the correlation between JETSX and JEPIX has dropped to 0.48 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JETSX vs. JEPIX — Risk / Return Rank
JETSX
JEPIX
JETSX vs. JEPIX - 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 JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JETSX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 1.45 | +1.05 |
| Martin ratioReturn relative to average drawdown | 10.38 | 4.12 | +6.25 |
Loading charts...
Drawdowns
JETSX vs. JEPIX - Drawdown Comparison
The maximum JETSX drawdown since its inception was -34.90%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JETSX and JEPIX.
Loading charts...
Drawdown Indicators
| JETSX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.90% | -32.63% | -2.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -7.41% | -1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -19.94% | -13.42% | -6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -13.67% | -12.30% |
Current DrawdownCurrent decline from peak | -0.08% | -1.01% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -3.20% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.60% | -0.52% |
Volatility
JETSX vs. JEPIX - Volatility Comparison
John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund (JETSX) has a higher volatility of 3.82% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.25%. This indicates that JETSX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JETSX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 2.25% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 7.07% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 8.82% | +4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 11.49% | +6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 14.64% | +4.40% |
JETSX vs. JEPIX - Expense Ratio Comparison
JETSX has a 0.49% expense ratio, which is lower than JEPIX's 0.59% expense ratio.
Dividends
JETSX vs. JEPIX - Dividend Comparison
JETSX's dividend yield for the trailing twelve months is around 2.43%, less than JEPIX's 7.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.25% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% |
JETSX John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund | 2.43% | 2.71% | 4.39% | 6.69% | 18.21% | 5.70% | 9.92% | 8.22% | 4.63% | 0.99% |
Frequently Asked Questions
JETSX and JEPIX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JETSX has higher volatility (3.82%) compared to JEPIX (2.25%). In terms of maximum drawdown, JETSX dropped -34.90% vs JEPIX's -32.63%.
JETSX currently has the higher Sharpe Ratio (1.65 vs 1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for JETSX and JEPIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer