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VOTE vs. JECIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOTE vs. JECIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Engine No. 1 Transform 500 ETF (VOTE) and John Hancock Variable Insurance Trust Mid Cap Index Trust Fund (JECIX). The values are adjusted to include any dividend payments, if applicable.

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VOTE vs. JECIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VOTE
Engine No. 1 Transform 500 ETF
-4.68%17.95%25.23%27.60%-19.74%12.08%
JECIX
John Hancock Variable Insurance Trust Mid Cap Index Trust Fund
-0.48%7.11%13.37%16.06%-13.02%6.58%

Returns By Period

In the year-to-date period, VOTE achieves a -4.68% return, which is significantly lower than JECIX's -0.48% return.


VOTE

1D
2.86%
1M
-4.95%
YTD
-4.68%
6M
-2.30%
1Y
17.91%
3Y*
18.54%
5Y*
10Y*

JECIX

1D
-2.44%
1M
-8.82%
YTD
-0.48%
6M
1.17%
1Y
13.65%
3Y*
10.57%
5Y*
5.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VOTE vs. JECIX - Expense Ratio Comparison

VOTE has a 0.05% expense ratio, which is lower than JECIX's 0.45% expense ratio.


Return for Risk

VOTE vs. JECIX — Risk / Return Rank

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

VOTE
VOTE Risk / Return Rank: 6363
Overall Rank
VOTE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOTE Sortino Ratio Rank: 6060
Sortino Ratio Rank
VOTE Omega Ratio Rank: 6464
Omega Ratio Rank
VOTE Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOTE Martin Ratio Rank: 7272
Martin Ratio Rank

JECIX
JECIX Risk / Return Rank: 2020
Overall Rank
JECIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
JECIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
JECIX Omega Ratio Rank: 2828
Omega Ratio Rank
JECIX Calmar Ratio Rank: 88
Calmar Ratio Rank
JECIX Martin Ratio Rank: 88
Martin Ratio Rank
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.

VOTE vs. JECIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Engine No. 1 Transform 500 ETF (VOTE) and John Hancock Variable Insurance Trust Mid Cap Index Trust Fund (JECIX). 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.


VOTEJECIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.65

+0.32

Sortino ratio

Return per unit of downside risk

1.49

1.11

+0.38

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.07

Calmar ratio

Return relative to maximum drawdown

1.52

0.14

+1.38

Martin ratio

Return relative to average drawdown

7.13

0.45

+6.68

VOTE vs. JECIX - Sharpe Ratio Comparison

The current VOTE Sharpe Ratio is 0.97, which is higher than the JECIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of VOTE and JECIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VOTEJECIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.65

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.37

+0.24

Correlation

The correlation between VOTE and JECIX is 0.78, 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

VOTE vs. JECIX - Dividend Comparison

VOTE's dividend yield for the trailing twelve months is around 1.04%, less than JECIX's 8.88% yield.


TTM202520242023202220212020201920182017
VOTE
Engine No. 1 Transform 500 ETF
1.04%1.03%1.18%1.33%1.54%0.54%0.00%0.00%0.00%0.00%
JECIX
John Hancock Variable Insurance Trust Mid Cap Index Trust Fund
8.88%8.84%4.56%6.14%18.58%6.37%11.51%9.64%9.09%0.22%

Drawdowns

VOTE vs. JECIX - Drawdown Comparison

The maximum VOTE drawdown since its inception was -25.71%, smaller than the maximum JECIX drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for VOTE and JECIX.


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Drawdown Indicators


VOTEJECIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

-42.07%

+16.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-14.15%

+2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.16%

Current Drawdown

Current decline from peak

-6.51%

-8.86%

+2.35%

Average Drawdown

Average peak-to-trough decline

-6.34%

-6.55%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

6.78%

-4.21%

Volatility

VOTE vs. JECIX - Volatility Comparison

Engine No. 1 Transform 500 ETF (VOTE) has a higher volatility of 5.35% compared to John Hancock Variable Insurance Trust Mid Cap Index Trust Fund (JECIX) at 4.63%. This indicates that VOTE's price experiences larger fluctuations and is considered to be riskier than JECIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOTEJECIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

4.63%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

11.98%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

24.25%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

20.31%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

22.05%

-4.74%