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ISIN
US47803P2377
Inception Date
Dec 29, 2011
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JDIUX Performance Chart

John Hancock Disciplined Value International Fund (JDIUX) is up 12.2% since the beginning of the year. JDIUX is currently trading at $19 per share. Investors who bought $1,000 worth of JDIUX shares 5 years ago would now be looking at an investment worth $1,746.


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S&P 500 Index

Returns By Period

John Hancock Disciplined Value International Fund (JDIUX) has returned 12.18% so far this year and 29.72% over the past 12 months. Over the last ten years, JDIUX has returned 9.43% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


John Hancock Disciplined Value International Fund

1D
0.11%
1M
3.83%
YTD
12.18%
6M
14.89%
1Y
29.72%
3Y*
19.61%
5Y*
11.79%
10Y*
9.43%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JDIUX Monthly Returns History

Based on dividend-adjusted daily data since Sep 29, 2014, JDIUX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +17.8%, while the worst month was Mar 2020 at -16.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JDIUX closed higher 52% of trading days. The best single day was Dec 20, 2024 with a return of +11.3%, while the worst single day was Mar 12, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.62%4.74%-8.99%6.49%2.58%0.11%12.18%
20255.10%4.48%1.83%2.28%5.27%4.68%-1.96%3.50%4.77%1.21%0.63%2.94%40.46%
2024-1.79%1.89%6.53%-1.87%4.60%-3.14%4.22%1.87%0.06%-5.80%-2.08%-3.94%-0.24%
20238.10%-1.49%2.51%1.40%-3.87%5.46%3.81%-3.08%-1.62%-4.68%8.30%4.13%19.42%
20221.98%-2.22%-1.35%-3.75%4.94%-10.77%3.20%-5.34%-8.84%9.07%11.93%-1.33%-4.89%
2021-1.55%6.05%4.00%1.71%3.78%-2.50%-0.28%0.56%-1.86%2.53%-5.76%6.33%12.99%

Benchmark Metrics

John Hancock Disciplined Value International Fund has an annualized alpha of -0.79%, beta of 0.75, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since September 30, 2014.

  • This fund participated in 88.65% of S&P 500 Index downside but only 73.61% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.79%
Beta
0.75
0.61
Upside Capture
73.61%
Downside Capture
88.65%

Expense Ratio

JDIUX has an expense ratio of 0.84%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JDIUX ranks 45 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JDIUX Risk / Return Rank: 4545
Overall Rank
JDIUX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JDIUX Sortino Ratio Rank: 4444
Sortino Ratio Rank
JDIUX Omega Ratio Rank: 4747
Omega Ratio Rank
JDIUX Calmar Ratio Rank: 4040
Calmar Ratio Rank
JDIUX Martin Ratio Rank: 4343
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for John Hancock Disciplined Value International Fund (JDIUX) and compare them to S&P 500 Index.


JDIUXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

2.41

2.93

-0.52

Martin ratioReturn relative to average drawdown

9.16

13.52

-4.36

Dividends

Dividend History

John Hancock Disciplined Value International Fund provided a 7.98% dividend yield over the last twelve months, with an annual payout of $1.49 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.49$1.49$1.55$1.05$0.34$0.49$0.20$0.31$0.52$0.24$0.19$0.16

Dividend yield

7.98%8.95%11.97%7.25%2.56%3.45%1.52%2.51%4.68%1.65%1.60%1.35%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Disciplined Value International Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.49$1.49
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.55$1.55
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.05$1.05
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Disciplined Value International Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the John Hancock Disciplined Value International Fund was 43.98%, occurring on Mar 18, 2020. Recovery took 245 trading sessions.

The current John Hancock Disciplined Value International Fund drawdown is 0.48%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-43.98%Mar 2020
2y 1mo11mo 26d
3y 1moJan 2018 - Mar 2021
Bear market2022
-26.16%Sep 2022
8mo 12d6mo 18d
1y 2moJan 2022 - Apr 2023
2016 bear market2016
-21.89%Feb 2016
8mo 25d1y 2mo
1y 11moMay 2015 - May 2017
2025 selloff2025
-14.09%Apr 2025
19d24d
1mo 13dMar 2025 - May 2025
2025 correction2025
-13.46%Jan 2025
3mo 18d2mo 3d
5mo 21dSep 2024 - Mar 2025

Drawdown Indicators


JDIUXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.98%

-56.78%

+12.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-9.10%

-3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-18.90%

+4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-26.16%

-25.43%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-43.98%

-33.92%

-10.06%

Current Drawdown

Current decline from peak

-0.48%

-0.74%

+0.26%

Average Drawdown

Average peak-to-trough decline

-8.11%

-10.72%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

1.97%

+1.22%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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