JHGPX vs. TSAIX
JHGPX (John Hancock Variable Insurance Trust Lifestyle Growth Portfolio) and TSAIX (TIAA-CREF Lifestyle Aggressive Growth Fund) are both Diversified Portfolio funds. Over the past 5 years, JHGPX returned 7.17%/yr vs 8.89%/yr for TSAIX. Their correlation of 0.93 means they have usually moved in the same direction. JHGPX charges 0.11%/yr vs 0.04%/yr for TSAIX.
Performance
JHGPX vs. TSAIX - Performance Comparison
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Returns By Period
In the year-to-date period, JHGPX achieves a 6.96% return, which is significantly lower than TSAIX's 8.84% return.
JHGPX
- 1D
- 1.37%
- 1M
- -1.02%
- 6M
- 4.58%
- YTD
- 6.96%
- 1Y
- 14.90%
- 3Y*
- 12.79%
- 5Y*
- 7.17%
- 10Y*
- —
- ALL TIME*
- 8.86%
TSAIX
- 1D
- 2.37%
- 1M
- -0.37%
- 6M
- 5.88%
- YTD
- 8.84%
- 1Y
- 20.51%
- 3Y*
- 16.04%
- 5Y*
- 8.89%
- 10Y*
- 11.59%
- ALL TIME*
- 11.63%
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 |
JHGPX vs. TSAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHGPX John Hancock Variable Insurance Trust Lifestyle Growth Portfolio | 6.96% | 16.48% | 11.30% | 17.11% | -15.89% | 14.08% | 13.49% | 21.44% | -6.11% | 11.03% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 8.84% | 20.04% | 15.46% | 22.72% | -19.57% | 17.10% | 19.69% | 27.97% | -11.27% | 18.80% |
Correlation
The correlation between JHGPX and TSAIX is 0.90, 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. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.93 |
The correlation between JHGPX and TSAIX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.
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Return for Risk
JHGPX vs. TSAIX — Risk / Return Rank
JHGPX
TSAIX
JHGPX vs. TSAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Lifestyle Growth Portfolio (JHGPX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). 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.
| JHGPX | TSAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.81 | +0.33 |
| Martin ratioReturn relative to average drawdown | 8.53 | 7.59 | +0.94 |
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Drawdowns
JHGPX vs. TSAIX - Drawdown Comparison
The maximum JHGPX drawdown since its inception was -26.14%, smaller than the maximum TSAIX drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for JHGPX and TSAIX.
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Drawdown Indicators
| JHGPX | TSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.14% | -34.58% | +8.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.41% | -10.28% | +2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -14.93% | -17.29% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -22.88% | -28.28% | +5.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.58% | — |
Current DrawdownCurrent decline from peak | -2.02% | -1.63% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -4.88% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.44% | -0.66% |
Volatility
JHGPX vs. TSAIX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust Lifestyle Growth Portfolio (JHGPX) is 3.04%, while TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) has a volatility of 4.30%. This indicates that JHGPX experiences smaller price fluctuations and is considered to be less risky than TSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHGPX | TSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 4.30% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 11.82% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 14.29% | -3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.73% | 16.43% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.49% | 17.61% | -3.12% |
JHGPX vs. TSAIX - Expense Ratio Comparison
JHGPX has a 0.11% expense ratio, which is higher than TSAIX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JHGPX vs. TSAIX - Dividend Comparison
JHGPX's dividend yield for the trailing twelve months is around 9.67%, more than TSAIX's 6.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHGPX John Hancock Variable Insurance Trust Lifestyle Growth Portfolio | 9.67% | 10.34% | 6.09% | 15.66% | 17.94% | 9.17% | 7.49% | 6.31% | 3.78% | 0.00% | 0.00% | 0.00% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 6.78% | 7.38% | 2.94% | 1.81% | 9.27% | 11.82% | 5.59% | 5.71% | 5.71% | 1.13% | 4.12% | 7.19% |
Frequently Asked Questions
With a correlation of 0.90, JHGPX and TSAIX 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.
TSAIX has higher volatility (4.30%) compared to JHGPX (3.04%). In terms of maximum drawdown, JHGPX dropped -26.14% vs TSAIX's -34.58%.
JHGPX currently has the higher Sharpe Ratio (1.45 vs 1.30), 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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