JHBPX vs. DGTSX
JHBPX (John Hancock Variable Insurance Trust Lifestyle Balanced Portfolio) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 5 years, JHBPX returned 4.99%/yr vs 5.06%/yr for DGTSX. Their correlation of 0.90 means they have usually moved in the same direction. JHBPX charges 0.12%/yr vs 0.24%/yr for DGTSX.
Performance
JHBPX vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, JHBPX achieves a 4.95% return, which is significantly higher than DGTSX's 4.21% return.
JHBPX
- 1D
- 0.98%
- 1M
- -0.89%
- 6M
- 3.22%
- YTD
- 4.95%
- 1Y
- 11.55%
- 3Y*
- 10.27%
- 5Y*
- 4.99%
- 10Y*
- —
- ALL TIME*
- 6.77%
DGTSX
- 1D
- 0.42%
- 1M
- -0.07%
- 6M
- 2.97%
- YTD
- 4.21%
- 1Y
- 8.21%
- 3Y*
- 7.71%
- 5Y*
- 5.06%
- 10Y*
- 5.07%
- ALL TIME*
- 4.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JHBPX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHBPX John Hancock Variable Insurance Trust Lifestyle Balanced Portfolio | 4.95% | 13.85% | 8.51% | 13.81% | -15.34% | 9.45% | 12.65% | 17.73% | -4.36% | 7.38% |
DGTSX DFA Global Allocation 25/75 Portfolio | 4.21% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 4.93% |
Correlation
The correlation between JHBPX and DGTSX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.90 |
The correlation between JHBPX and DGTSX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
JHBPX vs. DGTSX — Risk / Return Rank
JHBPX
DGTSX
JHBPX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Lifestyle Balanced Portfolio (JHBPX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JHBPX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 3.02 | -0.93 |
| Martin ratioReturn relative to average drawdown | 8.44 | 13.04 | -4.60 |
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Drawdowns
JHBPX vs. DGTSX - Drawdown Comparison
The maximum JHBPX drawdown since its inception was -21.28%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for JHBPX and DGTSX.
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Drawdown Indicators
| JHBPX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.28% | -16.71% | -4.57% |
Max Drawdown (1Y)Largest decline over 1 year | -5.92% | -2.64% | -3.28% |
Max Drawdown (3Y)Largest decline over 3 years | -8.63% | -7.46% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -21.28% | -11.26% | -10.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -11.26% | — |
Current DrawdownCurrent decline from peak | -1.50% | -0.28% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -1.64% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 0.61% | +0.80% |
Volatility
JHBPX vs. DGTSX - Volatility Comparison
John Hancock Variable Insurance Trust Lifestyle Balanced Portfolio (JHBPX) has a higher volatility of 2.25% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 0.91%. This indicates that JHBPX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHBPX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.25% | 0.91% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 6.78% | 3.01% | +3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.35% | 3.65% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.61% | 5.98% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.46% | 5.23% | +4.23% |
JHBPX vs. DGTSX - Expense Ratio Comparison
JHBPX has a 0.12% expense ratio, which is lower than DGTSX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JHBPX vs. DGTSX - Dividend Comparison
JHBPX's dividend yield for the trailing twelve months is around 7.86%, more than DGTSX's 5.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.81% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
JHBPX John Hancock Variable Insurance Trust Lifestyle Balanced Portfolio | 7.86% | 8.25% | 5.14% | 11.77% | 12.74% | 6.85% | 5.76% | 4.83% | 4.20% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JHBPX and DGTSX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JHBPX has higher volatility (2.25%) compared to DGTSX (0.91%). In terms of maximum drawdown, JHBPX dropped -21.28% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.19 vs 1.48), 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.
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