JFIVX vs. SSSYX
Compare and contrast key facts about John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) and State Street Equity 500 Index Fund Class K (SSSYX).
JFIVX is managed by John Hancock. It was launched on Nov 4, 2012. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
JFIVX vs. SSSYX - Performance Comparison
Loading graphics...
JFIVX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFIVX John Hancock Variable Insurance Trust 500 Index Trust | -7.14% | 17.54% | 24.61% | 25.92% | -18.30% | 28.31% | 18.03% | 31.05% | -5.00% | 17.27% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 19.39% |
Returns By Period
The year-to-date returns for both investments are quite close, with JFIVX having a -7.14% return and SSSYX slightly higher at -7.05%.
JFIVX
- 1D
- -0.40%
- 1M
- -7.72%
- YTD
- -7.14%
- 6M
- -4.72%
- 1Y
- 14.13%
- 3Y*
- 16.82%
- 5Y*
- 11.10%
- 10Y*
- —
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JFIVX vs. SSSYX - Expense Ratio Comparison
JFIVX has a 0.30% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
JFIVX vs. SSSYX — Risk / Return Rank
JFIVX
SSSYX
JFIVX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) 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.
| JFIVX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.84 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.30 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.06 | -0.20 |
Martin ratioReturn relative to average drawdown | 3.97 | 5.13 | -1.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JFIVX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.84 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.68 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.11 | +0.61 |
Correlation
The correlation between JFIVX and SSSYX 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.
Dividends
JFIVX vs. SSSYX - Dividend Comparison
JFIVX's dividend yield for the trailing twelve months is around 2.75%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFIVX John Hancock Variable Insurance Trust 500 Index Trust | 2.75% | 2.56% | 2.19% | 2.44% | 5.19% | 5.17% | 3.38% | 2.97% | 2.90% | 1.27% | 0.00% | 0.00% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
JFIVX vs. SSSYX - Drawdown Comparison
The maximum JFIVX drawdown since its inception was -33.81%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for JFIVX and SSSYX.
Loading graphics...
Drawdown Indicators
| JFIVX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.81% | -91.48% | +57.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -12.10% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.67% | -24.49% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -91.48% | — |
Current DrawdownCurrent decline from peak | -8.94% | -8.88% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -4.20% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.49% | +0.24% |
Volatility
JFIVX vs. SSSYX - Volatility Comparison
John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) and State Street Equity 500 Index Fund Class K (SSSYX) have volatilities of 4.23% and 4.24%, 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.
Loading graphics...
Volatility by Period
| JFIVX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 4.24% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 9.08% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 18.10% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 16.85% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 124.43% | -106.01% |