JETSX vs. JFIVX

Last updated Jun 24, 2026

JETSX (John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund) and JFIVX (John Hancock Variable Insurance Trust 500 Index Trust) are both Large Cap Blend Equities funds from John Hancock. Over the past 5 years, JETSX returned 11.67%/yr vs 13.29%/yr for JFIVX. With a 0.96 correlation, they move nearly in lockstep. JETSX charges 0.49%/yr vs 0.30%/yr for JFIVX.

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.

Returns By Period

The year-to-date returns for both stocks are quite close, with JETSX having a 9.76% return and JFIVX slightly lower at 9.62%.

JETSX

• 1D: -0.36%
• 1M: 0.42%
• YTD: 9.76%
• 6M: 8.59%
• 1Y: 24.90%
• 3Y*: 20.60%
• 5Y*: 11.67%
• 10Y*: —

JFIVX

• 1D: -0.37%
• 1M: 0.07%
• YTD: 9.62%
• 6M: 8.62%
• 1Y: 25.16%
• 3Y*: 21.03%
• 5Y*: 13.29%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JETSX vs. JFIVX - 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	9.76%	16.65%	23.49%	25.60%	-20.14%	24.45%	21.19%	29.62%	-6.02%	15.53%
JFIVX John Hancock Variable Insurance Trust 500 Index Trust	9.62%	17.54%	24.61%	25.92%	-18.30%	28.31%	18.03%	31.05%	-5.00%	17.27%

Correlation

The correlation between JETSX and JFIVX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017	0.96

The correlation between JETSX and JFIVX has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.

Return for Risk

JETSX vs. JFIVX — Risk / Return Rank

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

JETSX

JETSX Risk / Return Rank: 69
JETSX Sharpe Ratio Rank: 66
JETSX Sortino Ratio Rank: 64
JETSX Omega Ratio Rank: 60
JETSX Calmar Ratio Rank: 75
JETSX Martin Ratio Rank: 80

JFIVX

JFIVX Risk / Return Rank: 64
JFIVX Sharpe Ratio Rank: 63
JFIVX Sortino Ratio Rank: 57
JFIVX Omega Ratio Rank: 58
JFIVX Calmar Ratio Rank: 67
JFIVX Martin Ratio Rank: 78

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. JFIVX - 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 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.

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	JFIVX	Difference
Sharpe ratio: Return per unit of total volatility	2.20	2.14	+0.06
Sortino ratio: Return per unit of downside risk	3.06	2.90	+0.16
Omega ratio: Gain probability vs. loss probability	1.39	1.39	+0.01
Calmar ratio: Return relative to maximum drawdown	3.24	3.00	+0.24
Martin ratio: Return relative to average drawdown	13.96	13.55	+0.41

JETSX vs. JFIVX - Sharpe Ratio Comparison

The current JETSX Sharpe Ratio is 2.20, which is comparable to the JFIVX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of JETSX and JFIVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JETSX vs. JFIVX - Drawdown Comparison

The maximum JETSX drawdown since its inception was -34.90%, roughly equal to the maximum JFIVX drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for JETSX and JFIVX.

Drawdown Indicators

	JETSX	JFIVX	Difference
Max Drawdown Largest peak-to-trough decline	-34.90%	-33.81%	-1.09%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-8.94%	-0.05%
Max Drawdown (3Y) Largest decline over 3 years	-19.94%	-18.82%	-1.12%
Max Drawdown (5Y) Largest decline over 5 years	-25.97%	-24.67%	-1.30%
Current Drawdown Current decline from peak	-1.54%	-1.74%	+0.20%
Average Drawdown Average peak-to-trough decline	-5.20%	-4.61%	-0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	1.97%	+0.02%

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 4.77% and 4.67%, 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.

Volatility by Period

	JETSX	JFIVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	4.67%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	10.22%	9.89%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	13.32%	12.59%	+0.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.95%	16.64%	+1.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.11%	18.34%	+0.77%

JETSX vs. JFIVX - Expense Ratio Comparison

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

Dividends

JETSX vs. JFIVX - Dividend Comparison

JETSX's dividend yield for the trailing twelve months is around 2.47%, more than JFIVX's 2.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JETSX John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund	2.47%	2.71%	4.39%	6.69%	18.21%	5.70%	9.92%	8.22%	4.63%	0.99%
JFIVX John Hancock Variable Insurance Trust 500 Index Trust	2.33%	2.56%	2.19%	2.44%	5.19%	5.17%	3.38%	2.97%	2.90%	1.27%

Frequently Asked Questions

Can I hold both JETSX and JFIVX in my portfolio?

JETSX and JFIVX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JETSX or JFIVX?

JETSX has higher volatility (4.77%) compared to JFIVX (4.67%). In terms of maximum drawdown, JETSX dropped -34.90% vs JFIVX's -33.81%.

Which has better risk-adjusted returns?

JETSX currently has the higher Sharpe Ratio (2.20 vs 2.14), 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.