JFIVX vs. VWNAX
Compare and contrast key facts about John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) and Vanguard Windsor II Fund Admiral Shares (VWNAX).
JFIVX is managed by John Hancock. It was launched on Nov 4, 2012. VWNAX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JFIVX or VWNAX.
Key characteristics
| JFIVX | VWNAX | |
|---|---|---|
| YTD Return | 18.71% | 13.99% |
| 1Y Return | 24.47% | 23.47% |
| 3Y Return (Ann) | 8.65% | 8.44% |
| 5Y Return (Ann) | 14.36% | 13.98% |
| 10Y Return (Ann) | 12.26% | 10.54% |
| Sharpe Ratio | 1.88 | 2.05 |
| Daily Std Dev | 12.87% | 11.31% |
| Max Drawdown | -33.81% | -57.51% |
| Current Drawdown | -0.67% | -0.96% |
Correlation
The correlation between JFIVX and VWNAX 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.
Performance
JFIVX vs. VWNAX - Performance Comparison
In the year-to-date period, JFIVX achieves a 18.71% return, which is significantly higher than VWNAX's 13.99% return. Over the past 10 years, JFIVX has outperformed VWNAX with an annualized return of 12.26%, while VWNAX has yielded a comparatively lower 10.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JFIVX vs. VWNAX - Expense Ratio Comparison
JFIVX has a 0.30% expense ratio, which is higher than VWNAX's 0.26% expense ratio.
Risk-Adjusted Performance
JFIVX vs. VWNAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) and Vanguard Windsor II Fund Admiral Shares (VWNAX). 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.
Dividends
JFIVX vs. VWNAX - Dividend Comparison
JFIVX's dividend yield for the trailing twelve months is around 2.05%, less than VWNAX's 4.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFIVX John Hancock Variable Insurance Trust 500 Index Trust | 2.05% | 2.44% | 5.19% | 5.17% | 3.38% | 2.97% | 3.25% | 2.79% | 3.18% | 2.72% | 1.22% | 0.00% |
VWNAX Vanguard Windsor II Fund Admiral Shares | 4.73% | 5.19% | 7.36% | 7.92% | 7.39% | 10.15% | 11.48% | 8.47% | 8.17% | 8.05% | 9.42% | 4.25% |
Drawdowns
JFIVX vs. VWNAX - Drawdown Comparison
The maximum JFIVX drawdown since its inception was -33.81%, smaller than the maximum VWNAX drawdown of -57.51%. Use the drawdown chart below to compare losses from any high point for JFIVX and VWNAX. For additional features, visit the drawdowns tool.
Volatility
JFIVX vs. VWNAX - Volatility Comparison
John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) has a higher volatility of 3.97% compared to Vanguard Windsor II Fund Admiral Shares (VWNAX) at 3.23%. This indicates that JFIVX's price experiences larger fluctuations and is considered to be riskier than VWNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.