TAGRX vs. JFIVX

Last updated Apr 2, 2026

Compare and contrast key facts about John Hancock Fundamental Large Cap Core Fund (TAGRX) and John Hancock Variable Insurance Trust 500 Index Trust (JFIVX).

TAGRX is managed by John Hancock. It was launched on Oct 1, 1984. JFIVX is managed by John Hancock. It was launched on Nov 4, 2012.

Performance

TAGRX vs. JFIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Fundamental Large Cap Core Fund (TAGRX) and John Hancock Variable Insurance Trust 500 Index Trust (JFIVX). The values are adjusted to include any dividend payments, if applicable.

TAGRX vs. JFIVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TAGRX John Hancock Fundamental Large Cap Core Fund	-8.29%	9.98%	21.14%	32.23%	-24.86%	29.16%	20.55%	35.06%	-14.09%	17.69%
JFIVX John Hancock Variable Insurance Trust 500 Index Trust	-4.42%	17.54%	24.61%	25.92%	-18.30%	28.31%	18.03%	31.05%	-5.00%	17.27%

Returns By Period

In the year-to-date period, TAGRX achieves a -8.29% return, which is significantly lower than JFIVX's -4.42% return.

TAGRX

• 1D: 2.80%
• 1M: -5.72%
• YTD: -8.29%
• 6M: -6.58%
• 1Y: 7.27%
• 3Y*: 12.77%
• 5Y*: 7.23%
• 10Y*: 11.59%

JFIVX

• 1D: 2.92%
• 1M: -5.06%
• YTD: -4.42%
• 6M: -2.29%
• 1Y: 17.02%
• 3Y*: 17.95%
• 5Y*: 11.48%
• 10Y*: —

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

TAGRX vs. JFIVX - Expense Ratio Comparison

TAGRX has a 1.01% expense ratio, which is higher than JFIVX's 0.30% expense ratio.

TAGRX

John Hancock Fundamental Large Cap Core Fund

JFIVX

John Hancock Variable Insurance Trust 500 Index Trust

Return for Risk

TAGRX vs. JFIVX — Risk / Return Rank

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

TAGRX

TAGRX Risk / Return Rank: 14
TAGRX Sharpe Ratio Rank: 13
TAGRX Sortino Ratio Rank: 13
TAGRX Omega Ratio Rank: 14
TAGRX Calmar Ratio Rank: 16
TAGRX Martin Ratio Rank: 16

JFIVX

JFIVX Risk / Return Rank: 53
JFIVX Sharpe Ratio Rank: 55
JFIVX Sortino Ratio Rank: 52
JFIVX Omega Ratio Rank: 55
JFIVX Calmar Ratio Rank: 46
JFIVX Martin Ratio Rank: 56

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.

TAGRX vs. JFIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Fundamental Large Cap Core Fund (TAGRX) 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.

	TAGRX	JFIVX	Difference
Sharpe ratio Return per unit of total volatility	0.40	1.08	-0.68
Sortino ratio Return per unit of downside risk	0.70	1.51	-0.81
Omega ratio Gain probability vs. loss probability	1.10	1.23	-0.13
Calmar ratio Return relative to maximum drawdown	0.56	1.24	-0.67
Martin ratio Return relative to average drawdown	1.91	5.70	-3.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TAGRX vs. JFIVX - Sharpe Ratio Comparison

The current TAGRX Sharpe Ratio is 0.40, which is lower than the JFIVX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of TAGRX and JFIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TAGRX	JFIVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.40	1.08	-0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.70	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.74	-0.28

Correlation

The correlation between TAGRX and JFIVX is 0.93, 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.

Dividends

TAGRX vs. JFIVX - Dividend Comparison

TAGRX's dividend yield for the trailing twelve months is around 13.18%, more than JFIVX's 2.67% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TAGRX John Hancock Fundamental Large Cap Core Fund	13.18%	12.09%	13.00%	6.67%	6.76%	7.82%	0.30%	0.53%	14.05%	8.22%	2.96%	1.22%
JFIVX John Hancock Variable Insurance Trust 500 Index Trust	2.67%	2.56%	2.19%	2.44%	5.19%	5.17%	3.38%	2.97%	2.90%	1.27%	0.00%	0.00%

Drawdowns

TAGRX vs. JFIVX - Drawdown Comparison

The maximum TAGRX drawdown since its inception was -58.45%, which is greater than JFIVX's maximum drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for TAGRX and JFIVX.

Drawdown Indicators

	TAGRX	JFIVX	Difference
Max Drawdown Largest peak-to-trough decline	-58.45%	-33.81%	-24.64%
Max Drawdown (1Y) Largest decline over 1 year	-14.04%	-12.13%	-1.91%
Max Drawdown (5Y) Largest decline over 5 years	-29.10%	-24.67%	-4.43%
Max Drawdown (10Y) Largest decline over 10 years	-36.96%	—	—
Current Drawdown Current decline from peak	-11.64%	-6.28%	-5.36%
Average Drawdown Average peak-to-trough decline	-11.57%	-4.69%	-6.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.13%	2.70%	+1.43%

Volatility

TAGRX vs. JFIVX - Volatility Comparison

John Hancock Fundamental Large Cap Core Fund (TAGRX) and John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) have volatilities of 5.19% and 5.34%, 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

	TAGRX	JFIVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.19%	5.34%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	10.11%	9.54%	+0.57%
Volatility (1Y) Calculated over the trailing 1-year period	18.91%	16.42%	+2.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.21%	16.55%	+3.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.50%	18.44%	+2.06%