JIEMX vs. JFIVX
JIEMX (John Hancock Funds II Equity Income Fund) and JFIVX (John Hancock Variable Insurance Trust 500 Index Trust) are both mutual funds - JIEMX is a Dividend fund managed by John Hancock, while JFIVX is a Large Cap Blend Equities fund managed by John Hancock. Over the past 5 years, JIEMX returned -0.24%/yr vs 12.37%/yr for JFIVX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. JIEMX charges 0.76%/yr vs 0.30%/yr for JFIVX.
Performance
JIEMX vs. JFIVX - Performance Comparison
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Returns By Period
In the year-to-date period, JIEMX achieves a 17.10% return, which is significantly higher than JFIVX's 9.15% return.
JIEMX
- 1D
- 0.64%
- 1M
- 1.22%
- 6M
- 12.93%
- YTD
- 17.10%
- 1Y
- -17.92%
- 3Y*
- -0.49%
- 5Y*
- -0.24%
- 10Y*
- 5.25%
- ALL TIME*
- 5.39%
JFIVX
- 1D
- 1.66%
- 1M
- -0.59%
- 6M
- 7.62%
- YTD
- 9.15%
- 1Y
- 20.30%
- 3Y*
- 18.67%
- 5Y*
- 12.37%
- 10Y*
- —
- ALL TIME*
- 14.57%
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 |
JIEMX vs. JFIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIEMX John Hancock Funds II Equity Income Fund | 17.10% | -26.66% | 11.75% | 9.49% | -11.75% | 25.29% | 1.07% | 26.44% | -9.78% | 15.22% |
JFIVX John Hancock Variable Insurance Trust 500 Index Trust | 9.15% | 17.54% | 24.61% | 25.92% | -18.30% | 28.31% | 18.03% | 31.05% | -5.00% | 17.27% |
Correlation
The correlation between JIEMX and JFIVX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.78 |
Over the past year, the correlation between JIEMX and JFIVX has dropped to 0.54 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
JIEMX vs. JFIVX — Risk / Return Rank
JIEMX
JFIVX
JIEMX vs. JFIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Equity Income Fund (JIEMX) and John Hancock Variable Insurance Trust 500 Index Trust (JFIVX). 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.
| JIEMX | JFIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.25 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 2.04 | -2.61 |
| Martin ratioReturn relative to average drawdown | -0.82 | 8.74 | -9.56 |
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Drawdowns
JIEMX vs. JFIVX - Drawdown Comparison
The maximum JIEMX drawdown since its inception was -62.26%, which is greater than JFIVX's maximum drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for JIEMX and JFIVX.
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Drawdown Indicators
| JIEMX | JFIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -33.81% | -28.45% |
Max Drawdown (1Y)Largest decline over 1 year | -36.28% | -8.94% | -27.34% |
Max Drawdown (3Y)Largest decline over 3 years | -36.28% | -18.82% | -17.46% |
Max Drawdown (5Y)Largest decline over 5 years | -36.28% | -24.67% | -11.61% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | — | — |
Current DrawdownCurrent decline from peak | -24.43% | -2.16% | -22.27% |
Average DrawdownAverage peak-to-trough decline | -11.01% | -4.58% | -6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.94% | 2.08% | +21.86% |
Volatility
JIEMX vs. JFIVX - Volatility Comparison
The current volatility for John Hancock Funds II Equity Income Fund (JIEMX) is 2.99%, while John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) has a volatility of 3.44%. This indicates that JIEMX experiences smaller price fluctuations and is considered to be less risky than JFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIEMX | JFIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.44% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 10.06% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.24% | 12.91% | +25.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 16.67% | +6.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 18.28% | +3.24% |
JIEMX vs. JFIVX - Expense Ratio Comparison
JIEMX has a 0.76% expense ratio, which is higher than JFIVX's 0.30% expense ratio.
Dividends
JIEMX vs. JFIVX - Dividend Comparison
JIEMX's dividend yield for the trailing twelve months is around 0.52%, less than JFIVX's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFIVX John Hancock Variable Insurance Trust 500 Index Trust | 2.34% | 2.56% | 2.19% | 2.44% | 5.19% | 5.17% | 3.38% | 2.97% | 2.90% | 1.27% | 0.00% | 0.00% |
JIEMX John Hancock Funds II Equity Income Fund | 0.52% | 1.75% | 11.35% | 7.98% | 2.09% | 9.34% | 2.59% | 8.25% | 13.73% | 8.43% | 3.73% | 11.26% |
Frequently Asked Questions
JIEMX and JFIVX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JFIVX has higher volatility (3.44%) compared to JIEMX (2.99%). In terms of maximum drawdown, JIEMX dropped -62.26% vs JFIVX's -33.81%.
JFIVX currently has the higher Sharpe Ratio (1.41 vs -0.54), 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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