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JETSX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JETSX vs. SSSYX - 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 State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

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JETSX vs. SSSYX - 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%
SSSYX
State Street Equity 500 Index Fund Class K
-4.34%17.81%24.99%26.27%-18.16%28.51%18.31%31.38%-4.38%19.39%

Returns By Period

In the year-to-date period, JETSX achieves a -4.05% return, which is significantly higher than SSSYX's -4.34% return.


JETSX

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

SSSYX

1D
2.92%
1M
-5.02%
YTD
-4.34%
6M
-2.15%
1Y
17.29%
3Y*
18.28%
5Y*
11.75%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JETSX vs. SSSYX - Expense Ratio Comparison

JETSX has a 0.49% expense ratio, which is higher than SSSYX's 0.02% expense ratio.


Return for Risk

JETSX vs. SSSYX — 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

SSSYX
SSSYX Risk / Return Rank: 5959
Overall Rank
SSSYX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5555
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 7575
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. SSSYX - 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 State Street Equity 500 Index Fund Class K (SSSYX). 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.


JETSXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.97

+0.05

Sortino ratio

Return per unit of downside risk

1.66

1.49

+0.16

Omega ratio

Gain probability vs. loss probability

1.23

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

0.41

1.52

-1.12

Martin ratio

Return relative to average drawdown

1.50

7.30

-5.80

JETSX vs. SSSYX - Sharpe Ratio Comparison

The current JETSX Sharpe Ratio is 1.03, which is comparable to the SSSYX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of JETSX and SSSYX, 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


JETSXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.97

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.70

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.11

+0.56

Correlation

The correlation between JETSX and SSSYX is 0.95, 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. SSSYX - Dividend Comparison

JETSX's dividend yield for the trailing twelve months is around 2.83%, more than SSSYX's 1.51% 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%
SSSYX
State Street Equity 500 Index Fund Class K
1.51%1.44%1.63%1.78%2.16%2.76%1.86%4.44%5.18%5.94%2.07%1.84%

Drawdowns

JETSX vs. SSSYX - Drawdown Comparison

The maximum JETSX drawdown since its inception was -34.90%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for JETSX and SSSYX.


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Drawdown Indicators


JETSXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-34.90%

-91.48%

+56.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-12.10%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.97%

-24.49%

-1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-91.48%

Current Drawdown

Current decline from peak

-6.26%

-6.22%

-0.04%

Average Drawdown

Average peak-to-trough decline

-5.30%

-4.20%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

2.52%

+2.88%

Volatility

JETSX vs. SSSYX - Volatility Comparison

John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund (JETSX) and State Street Equity 500 Index Fund Class K (SSSYX) have volatilities of 5.52% and 5.34%, 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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Volatility by Period


JETSXSSSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

5.34%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

9.53%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

20.23%

18.29%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

16.89%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

124.43%

-105.21%