JFIVX vs. USGLX

Last updated Apr 1, 2026

Compare and contrast key facts about John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) and John Hancock U.S. Global Leaders Growth Fund (USGLX).

JFIVX is managed by John Hancock. It was launched on Nov 4, 2012. USGLX is managed by John Hancock. It was launched on Sep 29, 1995.

Performance

JFIVX vs. USGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) and John Hancock U.S. Global Leaders Growth Fund (USGLX). The values are adjusted to include any dividend payments, if applicable.

JFIVX vs. USGLX - 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%
USGLX John Hancock U.S. Global Leaders Growth Fund	-13.88%	2.94%	18.17%	29.14%	-29.76%	19.18%	35.40%	33.07%	3.35%	20.36%

Returns By Period

In the year-to-date period, JFIVX achieves a -7.14% return, which is significantly higher than USGLX's -13.88% return.

JFIVX

• 1D: -0.40%
• 1M: -7.72%
• YTD: -7.14%
• 6M: -4.72%
• 1Y: 14.13%
• 3Y*: 16.82%
• 5Y*: 11.10%
• 10Y*: —

USGLX

• 1D: 0.53%
• 1M: -7.62%
• YTD: -13.88%
• 6M: -13.56%
• 1Y: -6.98%
• 3Y*: 7.24%
• 5Y*: 2.21%
• 10Y*: 10.60%

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

JFIVX vs. USGLX - Expense Ratio Comparison

JFIVX has a 0.30% expense ratio, which is lower than USGLX's 1.13% expense ratio.

USGLX

John Hancock U.S. Global Leaders Growth Fund

JFIVX

John Hancock Variable Insurance Trust 500 Index Trust

Return for Risk

JFIVX vs. USGLX — Risk / Return Rank

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

JFIVX

JFIVX Risk / Return Rank: 42
JFIVX Sharpe Ratio Rank: 48
JFIVX Sortino Ratio Rank: 44
JFIVX Omega Ratio Rank: 49
JFIVX Calmar Ratio Rank: 31
JFIVX Martin Ratio Rank: 38

USGLX

USGLX Risk / Return Rank: 2
USGLX Sharpe Ratio Rank: 2
USGLX Sortino Ratio Rank: 2
USGLX Omega Ratio Rank: 2
USGLX Calmar Ratio Rank: 1
USGLX Martin Ratio Rank: 1

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.

JFIVX vs. USGLX - 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 John Hancock U.S. Global Leaders Growth Fund (USGLX). 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	USGLX	Difference
Sharpe ratio Return per unit of total volatility	0.92	-0.36	+1.28
Sortino ratio Return per unit of downside risk	1.31	-0.40	+1.70
Omega ratio Gain probability vs. loss probability	1.20	0.95	+0.25
Calmar ratio Return relative to maximum drawdown	0.85	-0.55	+1.40
Martin ratio Return relative to average drawdown	3.97	-1.78	+5.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JFIVX vs. USGLX - Sharpe Ratio Comparison

The current JFIVX Sharpe Ratio is 0.92, which is higher than the USGLX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of JFIVX and USGLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JFIVX	USGLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	-0.36	+1.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.11	+0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.48	+0.24

Correlation

The correlation between JFIVX and USGLX is 0.90, 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. USGLX - Dividend Comparison

JFIVX's dividend yield for the trailing twelve months is around 2.75%, less than USGLX's 32.96% 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%
USGLX John Hancock U.S. Global Leaders Growth Fund	32.96%	28.38%	15.79%	0.00%	0.00%	8.75%	11.38%	6.76%	13.55%	7.34%	5.42%	6.57%

Drawdowns

JFIVX vs. USGLX - Drawdown Comparison

The maximum JFIVX drawdown since its inception was -33.81%, smaller than the maximum USGLX drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for JFIVX and USGLX.

Drawdown Indicators

	JFIVX	USGLX	Difference
Max Drawdown Largest peak-to-trough decline	-33.81%	-46.82%	+13.01%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-16.11%	+3.98%
Max Drawdown (5Y) Largest decline over 5 years	-24.67%	-36.80%	+12.13%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.80%	—
Current Drawdown Current decline from peak	-8.94%	-23.33%	+14.39%
Average Drawdown Average peak-to-trough decline	-4.69%	-7.35%	+2.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	4.93%	-2.20%

Volatility

JFIVX vs. USGLX - Volatility Comparison

The current volatility for John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) is 4.23%, while John Hancock U.S. Global Leaders Growth Fund (USGLX) has a volatility of 4.66%. This indicates that JFIVX experiences smaller price fluctuations and is considered to be less risky than USGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JFIVX	USGLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.23%	4.66%	-0.43%
Volatility (6M) Calculated over the trailing 6-month period	9.09%	10.03%	-0.94%
Volatility (1Y) Calculated over the trailing 1-year period	16.20%	18.66%	-2.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.50%	20.98%	-4.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.42%	20.23%	-1.81%