TAUSX vs. JESTX
TAUSX (John Hancock Investment Grade Bond Fund) and JESTX (John Hancock Variable Insurance Trust Science & Technology Trust) are both mutual funds - TAUSX is a Intermediate Core Bond fund managed by John Hancock, while JESTX is a Technology Equities fund managed by John Hancock. Over the past 5 years, TAUSX returned -0.63%/yr vs 20.59%/yr for JESTX. At a 0.03 correlation, their price movements are largely independent. TAUSX charges 0.74%/yr vs 1.04%/yr for JESTX.
Performance
TAUSX vs. JESTX - Performance Comparison
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Returns By Period
In the year-to-date period, TAUSX achieves a -0.13% return, which is significantly lower than JESTX's 44.46% return.
TAUSX
- 1D
- -0.33%
- 1M
- 0.66%
- YTD
- -0.13%
- 6M
- 0.44%
- 1Y
- 4.33%
- 3Y*
- 3.41%
- 5Y*
- -0.63%
- 10Y*
- 1.49%
JESTX
- 1D
- 2.19%
- 1M
- 11.97%
- YTD
- 44.46%
- 6M
- 42.26%
- 1Y
- 80.54%
- 3Y*
- 40.56%
- 5Y*
- 20.59%
- 10Y*
- —
TAUSX vs. JESTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAUSX John Hancock Investment Grade Bond Fund | -0.13% | 7.38% | 0.94% | 4.76% | -14.69% | -1.49% | 9.52% | 8.71% | -0.38% | 3.44% |
JESTX John Hancock Variable Insurance Trust Science & Technology Trust | 44.46% | 24.07% | 37.90% | 54.68% | -33.29% | 8.37% | 57.16% | 37.93% | -0.61% | 24.51% |
Correlation
The correlation between TAUSX and JESTX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.03 |
The correlation between TAUSX and JESTX shifts across timeframes, from 0.03 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TAUSX vs. JESTX — Risk / Return Rank
TAUSX
JESTX
TAUSX vs. JESTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Investment Grade Bond Fund (TAUSX) and John Hancock Variable Insurance Trust Science & Technology Trust (JESTX). 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.
| TAUSX | JESTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.49 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 5.06 | -3.64 |
| Martin ratioReturn relative to average drawdown | 3.95 | 17.47 | -13.53 |
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Drawdowns
TAUSX vs. JESTX - Drawdown Comparison
The maximum TAUSX drawdown since its inception was -19.90%, smaller than the maximum JESTX drawdown of -46.95%. Use the drawdown chart below to compare losses from any high point for TAUSX and JESTX.
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Drawdown Indicators
| TAUSX | JESTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.90% | -46.95% | +27.05% |
Max Drawdown (1Y)Largest decline over 1 year | -3.23% | -18.63% | +15.40% |
Max Drawdown (3Y)Largest decline over 3 years | -7.29% | -31.33% | +24.04% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -46.95% | +27.05% |
Max Drawdown (10Y)Largest decline over 10 years | -19.90% | — | — |
Current DrawdownCurrent decline from peak | -4.72% | 0.00% | -4.72% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -9.15% | +6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 5.11% | -3.95% |
Volatility
TAUSX vs. JESTX - Volatility Comparison
The current volatility for John Hancock Investment Grade Bond Fund (TAUSX) is 1.26%, while John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) has a volatility of 16.07%. This indicates that TAUSX experiences smaller price fluctuations and is considered to be less risky than JESTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TAUSX | JESTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 16.07% | -14.81% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 24.66% | -21.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.09% | 29.93% | -25.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 29.48% | -23.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.01% | 26.94% | -21.93% |
TAUSX vs. JESTX - Expense Ratio Comparison
TAUSX has a 0.74% expense ratio, which is lower than JESTX's 1.04% expense ratio.
Dividends
TAUSX vs. JESTX - Dividend Comparison
TAUSX's dividend yield for the trailing twelve months is around 4.06%, less than JESTX's 15.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JESTX John Hancock Variable Insurance Trust Science & Technology Trust | 15.20% | 21.96% | 0.00% | 0.00% | 100.46% | 24.96% | 9.28% | 19.35% | 18.35% | 0.00% | 0.00% | 0.00% |
TAUSX John Hancock Investment Grade Bond Fund | 4.06% | 3.99% | 3.40% | 2.64% | 2.50% | 2.25% | 4.49% | 2.83% | 2.83% | 2.65% | 2.66% | 2.88% |
Frequently Asked Questions
TAUSX and JESTX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JESTX has higher volatility (16.07%) compared to TAUSX (1.26%). In terms of maximum drawdown, TAUSX dropped -19.90% vs JESTX's -46.95%.
JESTX currently has the higher Sharpe Ratio (3.15 vs 1.12), 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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