WINNIPEG, Manitoba -- Sometimes it is not the goals you score that win the game but the ones you do not give up.

That was certainly the case on Tuesday night at Bell MTS Place as Winnipeg Jets goalie Connor Hellebuyck guaranteed himself a spot on the highlight reel in a 4-1 victory over the Phoenix Coyotes with a couple of spectacular stops. None was more important than the sliding pad save on left winger Brendan Perlini late in the first period, preserving a precarious 1-0 lead.

His teammates got an almost immediate boost and rewarded their defacto No. 1 goalie with a trio of goals in the second period by forwards Joel Armia, Bryan Little and Adam Lowry to put the game out of reach.

Center Andrew Copp put the Jets ahead at 15:30 of the first period while Coyotes defenseman Alex Goligoski broke Hellebuyck's shutout bid early in the third frame.

"(That save) was a huge lift for us," Lowry said. "We killed off the first three penalties (in the first period) and (Hellebuyck) is a big reason for that. He made some big saves and allowed us to get our legs under us. You're able to get that go-ahead goal and you get out of the period with a 1-0 lead. It gives you a lot of confidence going out for the second period."

Hellebuyck stopped 33 of 34 shots for his ninth win of the season. Antti Raanta stopped 10 of 13 shots in the Coyotes' net before giving way to Scott Wedgewood, who stopped 16 of 17.

The Jets (10-4-3) have picked up points in all but four games this season. The Coyotes fell to 2-15-3.

Consistent big saves were the glaring omission from Hellebuyck's repertoire last year when he was given the hook by coach Paul Maurice on a seemingly weekly basis. (It was actually eight times.) But after undertaking a new training regimen during the off-season, Hellebuyck has turned his game around and is among the league leaders in wins, goals against average and save percentage.

He has only been pulled once this year - during a lackluster loss last week in Las Vegas - and he counts Maurice as one of his biggest fans.

"He's played very well at the start of the year," the coach said. "He had a tougher night there in Vegas, but it was the first time that he probably got off the ice and didn't like his performance. So he comes right back and settles in. That's mentally important for him.

"If you've got enough of a foundation in your game - goalies will always have those kind of games like he had in Vegas - but the more confidence you have in that foundation, the easier it is to find it after a tough night."

And sometimes it helps to have Lady Luck on your side. Just ask Nikolaj Ehlers. The Jets left winger realized early in the second period that he had lost an edge after bumping into one of the Coyotes defenseman. He managed to get back into the Jets zone on the backcheck, but needed to get off for repairs when a teammate spotted him and hit him with a breakout pass. Unable to push off and with two Coyotes bearing down on him, he flipped the puck up as high as he could and limped off to the Jets bench. Like a wide receiver heading into the end zone, right winger Armia corralled the pass, broke in over the blue line, used defenseman Luke Schenn as a screen and ripped a shot past Raanta for the eventual game-winning goal at 1:43 of the frame.

"I lost the whole edge on the inside but I couldn't feel it until I was on the way back (into our zone)," Ehlers said. "I needed to get off the ice. I couldn't skate. I tried to flip it out and (Armia) picked it up. It was one of the most disgusting apples I've ever seen."

Coyotes coach Rick Tocchet was noticeably frustrated after yet another loss and his team remains in the NHL's basement with just seven points, half as many of the next closest teams.

"Thirteen shots and they get three goals. Right now we have to play a perfect game to win. Hellebuyck, he made some unbelievable saves, and the next thing you know we're just chasing the game. You gotta keep working at it. We're not going to go trade for Mario Lemieux," he said.

Tocchet felt a couple of his players strayed from the system and that led directly to Jets goals.

"You can't do that in the NHL, you have to stick with it. I don't care if you're down 2-0, 1-0, you still have a chance. But it's another loss that you've got to hate to lose and hopefully we've got enough guys in there that hate to lose," he said.

NOTES: The Jets retired Dale Hawerchuk's No. 10 in a 20-minute pre-game ceremony. He had 929 points in 713 games for Jets 1.0. ... With the retirement of Coyotes C Shane Doan prior to this season, there are no more members of Jets 1.0 playing in the NHL. ... The Jets beat the Coyotes 4-1 on Saturday in Arizona. ... The Jets assigned LW Brendan Lemieux to the Manitoba Moose. He played his first seven NHL games, scoring one goal, this year. ... Coyotes LW Max Domi is the son of former NHLer Tie Domi, who played three seasons for the original Jets in the 1990s.