C000004634 Performance — JNL/Mellon S&P 500 Index Fund, Class A
Data updated: 2026-08-26
C000004634 returned +9.95% year to date and +21.73% over one year to Jun 2026. Annualised returns are +20.01% over 3 years and +12.84% over 5 years. The fund beat its US Large Blend category average: $100 invested three years ago grew to $173, against $157 for the category, and to $122 over one year, against $118. Volatility over the past three years was 13.06% a year. In the 12 months to Jun 2026 the fund lost a net $964.9M, and assets reached $18.33B.
C000004634 Growth of $100
What $100 invested in JNL/Mellon S&P 500 Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000004634 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $122 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $173 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $183 | $161 |
| Since data start (Jul 2019 – Jun 2026) | $274 | $229 |
C000004634 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.95% |
| 1 year | +21.73% |
| 3 years (annualised) | +20.01% |
| 5 years (annualised) | +12.84% |
C000004634 Annual Returns
Calendar-year total returns of JNL/Mellon S&P 500 Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +9.95% |
| 2025 | +17.29% |
| 2024 | +24.39% |
| 2023 | +25.67% |
| 2022 | −18.53% |
| 2021 | +28.09% |
| 2020 | +17.79% |
| 2019 (Jul–Dec) | +10.63% |
C000004634 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.4% | −0.8% | −5.0% | +10.5% | +5.2% | −1.0% | — | — | — | — | — | — |
| 2025 | +2.7% | −1.3% | −5.7% | −0.7% | +6.2% | +5.1% | +2.2% | +2.0% | +3.6% | +2.3% | +0.2% | 0.0% |
| 2024 | +1.6% | +5.3% | +3.2% | −4.1% | +4.9% | +3.5% | +1.2% | +2.4% | +2.1% | −0.9% | +5.9% | −2.4% |
| 2023 | +6.3% | −2.5% | +3.6% | +1.5% | +0.4% | +6.6% | +3.1% | −1.6% | −4.8% | −2.1% | +9.1% | +4.5% |
| 2022 | −5.2% | −3.0% | +3.7% | −8.8% | +0.1% | −8.3% | +9.2% | −4.1% | −9.2% | +8.1% | +5.5% | −5.8% |
| 2021 | −1.1% | +2.7% | +4.3% | +5.3% | +0.7% | +2.3% | +2.3% | +3.0% | −4.7% | +7.0% | −0.7% | +4.4% |
| 2020 | −0.1% | −8.3% | −12.4% | +12.8% | +4.8% | +1.9% | +5.6% | +7.1% | −3.8% | −2.7% | +10.9% | +3.8% |
| 2019 | — | — | — | — | — | — | +1.4% | −1.6% | +1.8% | +2.1% | +3.6% | +2.9% |
C000004634 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 13.06%
- 3-year Sharpe ratio: 1.19 (vs 4.5% risk-free rate)
- Best month: +10.47% (Apr 2026)
- Worst month: −5.67% (Mar 2025)
C000004634 Fund Flows
Monthly money in and out of JNL/Mellon S&P 500 Index Fund, from SEC Form N-PORT.
- 12-month net flow: −$964.9M
- 12-month gross sales (incl. reinvestments): $3.4B
- Sales ÷ redemptions: 0.78×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $374.7M | $450.8M | −$76.1M |
| May 2026 | $446.1M | $367.2M | $78.9M |
| Apr 2026 | $236.9M | $282.6M | −$45.7M |
| Mar 2026 | $259.2M | $354.9M | −$95.6M |
| Feb 2026 | $200.5M | $310.3M | −$109.8M |
| Jan 2026 | $174.2M | $347.5M | −$173.3M |
| Dec 2025 | $258.1M | $303.0M | −$44.9M |
| Nov 2025 | $220.4M | $341.7M | −$121.3M |
| Oct 2025 | $272.3M | $414.4M | −$142.1M |
| Sep 2025 | $273.9M | $361.5M | −$87.6M |
| Aug 2025 | $319.5M | $381.4M | −$61.9M |
| Jul 2025 | $347.5M | $433.1M | −$85.5M |
C000004634 Assets Under Management
Net assets of JNL/Mellon S&P 500 Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $18.33B |
| 2026-03-31 | $15.97B |
| 2025-12-31 | $17.10B |
| 2025-09-30 | $16.98B |
| 2025-06-30 | $15.95B |
| 2025-03-31 | $14.50B |
| 2024-12-31 | $15.40B |
| 2024-09-30 | $15.28B |
| 2024-06-30 | $14.74B |
| 2024-03-31 | $14.35B |
| 2023-12-31 | $13.16B |
| 2023-09-30 | $11.86B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.