blue joke vs jest

blue joke and jest both are nouns.

Word	Noun	Adjective	Verb	Adverb
blue joke	Yes	No	No	No
jest	Yes	No	Yes	No

As nouns, jest is a hypernym of blue joke; that is, jest is a word with a broader meaning than blue joke:

Other hypernyms of blue joke include gag, jape, joke, laugh.

blue joke (noun)	jest (noun)
an indelicate joke	activity characterized by good humor
	a humorous anecdote or remark intended to provoke laughter

blue joke (verb)	jest (verb)
	act in a funny or teasing way
	tell a joke; speak humorously