JFIVX vs. VSTSX

Last updated Jun 4, 2026

JFIVX (John Hancock Variable Insurance Trust 500 Index Trust) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, JFIVX returned 13.97%/yr vs 13.07%/yr for VSTSX. With a 0.98 correlation, they move nearly in lockstep. JFIVX charges 0.30%/yr vs 0.01%/yr for VSTSX.

Performance

JFIVX vs. VSTSX - 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 Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with JFIVX having a 11.56% return and VSTSX slightly higher at 11.99%.

JFIVX

• 1D: 0.13%
• 1M: 5.77%
• YTD: 11.56%
• 6M: 11.58%
• 1Y: 28.63%
• 3Y*: 22.40%
• 5Y*: 13.97%
• 10Y*: —

VSTSX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.99%
• 6M: 11.89%
• 1Y: 29.14%
• 3Y*: 22.38%
• 5Y*: 13.07%
• 10Y*: —

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

JFIVX vs. VSTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JFIVX John Hancock Variable Insurance Trust 500 Index Trust	11.56%	17.54%	24.61%	25.92%	-18.30%	28.31%	18.03%	31.05%	-5.00%	17.27%
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares	11.99%	17.16%	23.27%	26.54%	-19.49%	25.75%	21.02%	30.81%	-5.15%	18.90%

Correlation

The correlation between JFIVX and VSTSX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017	0.98

The correlation between JFIVX and VSTSX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

JFIVX vs. VSTSX — Risk / Return Rank

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

JFIVX

JFIVX Risk / Return Rank: 73
JFIVX Sharpe Ratio Rank: 75
JFIVX Sortino Ratio Rank: 67
JFIVX Omega Ratio Rank: 66
JFIVX Calmar Ratio Rank: 74
JFIVX Martin Ratio Rank: 83

VSTSX

VSTSX Risk / Return Rank: 72
VSTSX Sharpe Ratio Rank: 72
VSTSX Sortino Ratio Rank: 65
VSTSX Omega Ratio Rank: 63
VSTSX Calmar Ratio Rank: 75
VSTSX Martin Ratio Rank: 83

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. VSTSX - 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 Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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	VSTSX	Difference
Sharpe ratio: Return per unit of total volatility	2.51	2.47	+0.03
Sortino ratio: Return per unit of downside risk	3.41	3.37	+0.05
Omega ratio: Gain probability vs. loss probability	1.45	1.44	+0.01
Calmar ratio: Return relative to maximum drawdown	3.35	3.38	-0.03
Martin ratio: Return relative to average drawdown	15.64	15.60	+0.04
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. VSTSX - Sharpe Ratio Comparison

The current JFIVX Sharpe Ratio is 2.51, which is comparable to the VSTSX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of JFIVX and VSTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JFIVX	VSTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.51	2.47	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.76	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.80	+0.02

Drawdowns

JFIVX vs. VSTSX - Drawdown Comparison

The maximum JFIVX drawdown since its inception was -33.81%, roughly equal to the maximum VSTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for JFIVX and VSTSX.

Drawdown Indicators

	JFIVX	VSTSX	Difference
Max Drawdown Largest peak-to-trough decline	-33.81%	-34.97%	+1.16%
Max Drawdown (1Y) Largest decline over 1 year	-8.94%	-8.92%	-0.02%
Max Drawdown (3Y) Largest decline over 3 years	-18.82%	-19.36%	+0.54%
Max Drawdown (5Y) Largest decline over 5 years	-24.67%	-25.35%	+0.68%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.63%	-4.89%	+0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	1.93%	-0.03%

Volatility

JFIVX vs. VSTSX - Volatility Comparison

John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) have volatilities of 2.83% and 2.95%, 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

	JFIVX	VSTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	2.95%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	8.97%	9.19%	-0.22%
Volatility (1Y) Calculated over the trailing 1-year period	11.95%	12.19%	-0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	17.36%	-0.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.34%	18.76%	-0.42%

JFIVX vs. VSTSX - Expense Ratio Comparison

JFIVX has a 0.30% expense ratio, which is higher than VSTSX's 0.01% expense ratio.

Dividends

JFIVX vs. VSTSX - Dividend Comparison

JFIVX's dividend yield for the trailing twelve months is around 2.29%, more than VSTSX's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JFIVX John Hancock Variable Insurance Trust 500 Index Trust	2.29%	2.56%	2.19%	2.44%	5.19%	5.17%	3.38%	2.97%	2.90%	1.27%
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares	1.02%	1.13%	1.27%	1.43%	1.67%	1.23%	1.44%	1.79%	2.07%	1.74%

Frequently Asked Questions

Can I hold both JFIVX and VSTSX in my portfolio?

With a correlation of 0.98, JFIVX and VSTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JFIVX or VSTSX?

VSTSX has higher volatility (2.95%) compared to JFIVX (2.83%). In terms of maximum drawdown, JFIVX dropped -33.81% vs VSTSX's -34.97%.

Which has better risk-adjusted returns?

JFIVX currently has the higher Sharpe Ratio (2.51 vs 2.47), 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.