PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JETSX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JETSX and VIGAX is 0.94, 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.


-0.50.00.51.00.9

Performance

JETSX vs. VIGAX - 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 Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.11%
10.35%
JETSX
VIGAX

Key characteristics

Sharpe Ratio

JETSX:

1.22

VIGAX:

1.50

Sortino Ratio

JETSX:

1.66

VIGAX:

2.03

Omega Ratio

JETSX:

1.23

VIGAX:

1.27

Calmar Ratio

JETSX:

0.90

VIGAX:

2.07

Martin Ratio

JETSX:

6.89

VIGAX:

7.82

Ulcer Index

JETSX:

2.43%

VIGAX:

3.43%

Daily Std Dev

JETSX:

13.73%

VIGAX:

17.86%

Max Drawdown

JETSX:

-56.64%

VIGAX:

-50.66%

Current Drawdown

JETSX:

-4.75%

VIGAX:

-2.70%

Returns By Period

In the year-to-date period, JETSX achieves a 2.06% return, which is significantly higher than VIGAX's 1.37% return. Over the past 10 years, JETSX has underperformed VIGAX with an annualized return of 5.67%, while VIGAX has yielded a comparatively higher 15.39% annualized return.


JETSX

YTD

2.06%

1M

-1.64%

6M

3.11%

1Y

14.41%

5Y*

4.43%

10Y*

5.67%

VIGAX

YTD

1.37%

1M

-2.03%

6M

10.35%

1Y

23.17%

5Y*

16.88%

10Y*

15.39%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JETSX vs. VIGAX - Expense Ratio Comparison

JETSX has a 0.49% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


JETSX
John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund
Expense ratio chart for JETSX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

JETSX vs. VIGAX — 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 6666
Overall Rank
The Sharpe Ratio Rank of JETSX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of JETSX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of JETSX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of JETSX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of JETSX is 7676
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 7979
Overall Rank
The Sharpe Ratio Rank of VIGAX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 8181
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. VIGAX - 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 Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


Sharpe ratio
The chart of Sharpe ratio for JETSX, currently valued at 1.22, compared to the broader market-1.000.001.002.003.004.001.221.50
The chart of Sortino ratio for JETSX, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.0012.001.662.03
The chart of Omega ratio for JETSX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.27
The chart of Calmar ratio for JETSX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.000.902.07
The chart of Martin ratio for JETSX, currently valued at 6.89, compared to the broader market0.0020.0040.0060.0080.006.897.82
JETSX
VIGAX

The current JETSX Sharpe Ratio is 1.22, which is comparable to the VIGAX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of JETSX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.22
1.50
JETSX
VIGAX

Dividends

JETSX vs. VIGAX - Dividend Comparison

JETSX's dividend yield for the trailing twelve months is around 0.47%, more than VIGAX's 0.45% yield.


TTM20242023202220212020201920182017201620152014
JETSX
John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund
0.47%0.48%1.05%1.37%1.06%1.66%1.51%1.33%1.26%1.38%1.39%1.15%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.45%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

JETSX vs. VIGAX - Drawdown Comparison

The maximum JETSX drawdown since its inception was -56.64%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for JETSX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.75%
-2.70%
JETSX
VIGAX

Volatility

JETSX vs. VIGAX - Volatility Comparison

The current volatility for John Hancock Variable Insurance Trust Total Stock Market Index Trust Fund (JETSX) is 3.60%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.16%. This indicates that JETSX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.60%
5.16%
JETSX
VIGAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab