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JETSX vs. JFIVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JETSX and JFIVX is 0.98, 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.


Performance

JETSX vs. JFIVX - 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 Variable Insurance Trust 500 Index Trust (JFIVX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JETSX:

0.46

JFIVX:

0.72

Sortino Ratio

JETSX:

0.69

JFIVX:

1.02

Omega Ratio

JETSX:

1.10

JFIVX:

1.15

Calmar Ratio

JETSX:

0.37

JFIVX:

0.67

Martin Ratio

JETSX:

1.49

JFIVX:

2.54

Ulcer Index

JETSX:

5.37%

JFIVX:

4.95%

Daily Std Dev

JETSX:

20.54%

JFIVX:

19.78%

Max Drawdown

JETSX:

-56.64%

JFIVX:

-33.81%

Current Drawdown

JETSX:

-6.27%

JFIVX:

-3.51%

Returns By Period

In the year-to-date period, JETSX achieves a 0.42% return, which is significantly lower than JFIVX's 0.92% return. Over the past 10 years, JETSX has underperformed JFIVX with an annualized return of 5.45%, while JFIVX has yielded a comparatively higher 12.51% annualized return.


JETSX

YTD

0.42%

1M

5.76%

6M

-2.70%

1Y

8.52%

3Y*

4.01%

5Y*

6.02%

10Y*

5.45%

JFIVX

YTD

0.92%

1M

5.59%

6M

-1.52%

1Y

13.14%

3Y*

14.08%

5Y*

15.59%

10Y*

12.51%

*Annualized

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JETSX vs. JFIVX - Expense Ratio Comparison

JETSX has a 0.49% expense ratio, which is higher than JFIVX's 0.30% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JETSX vs. JFIVX — Risk-Adjusted Performance Rank

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

JETSX
The Risk-Adjusted Performance Rank of JETSX is 3333
Overall Rank
The Sharpe Ratio Rank of JETSX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of JETSX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of JETSX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of JETSX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of JETSX is 3535
Martin Ratio Rank

JFIVX
The Risk-Adjusted Performance Rank of JFIVX is 5555
Overall Rank
The Sharpe Ratio Rank of JFIVX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of JFIVX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of JFIVX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JFIVX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of JFIVX is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JETSX vs. JFIVX - Risk-Adjusted Performance 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 Variable Insurance Trust 500 Index Trust (JFIVX). 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.


The current JETSX Sharpe Ratio is 0.46, which is lower than the JFIVX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of JETSX and JFIVX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JETSX vs. JFIVX - Dividend Comparison

JETSX's dividend yield for the trailing twelve months is around 4.37%, more than JFIVX's 2.17% yield.


TTM20242023202220212020201920182017201620152014
JETSX
John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund
4.37%4.39%6.69%18.20%5.70%9.92%8.22%5.00%3.20%2.93%4.43%2.70%
JFIVX
John Hancock Variable Insurance Trust 500 Index Trust
2.17%2.19%2.44%5.19%5.17%3.38%2.97%3.25%2.80%3.20%2.74%1.22%

Drawdowns

JETSX vs. JFIVX - Drawdown Comparison

The maximum JETSX drawdown since its inception was -56.64%, which is greater than JFIVX's maximum drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for JETSX and JFIVX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JETSX vs. JFIVX - Volatility Comparison

John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund (JETSX) and John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) have volatilities of 5.01% and 4.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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