JNL/Mellon World Index Fund
JNL Series Trust
Index fund

Average annual returns

No trailing-return data available for this share class.

Risk statistics

72 months through March 31, 2026
Volatility (ann.)
11.52%
Sharpe
1.47
Sortino
2.79
Max drawdown
-25.47%
Best month
12.67%
Worst month
-9.36%
Beta vs VTSAX
0.89
Correlation
0.97

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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