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John Hancock Disciplined Value International Selec...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerJohn Hancock
Inception DateDec 19, 2023
CategoryForeign Large Cap Equities
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JDVI features an expense ratio of 0.69%, falling within the medium range.


Expense ratio chart for JDVI: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock Disciplined Value International Select ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.61%
8.95%
JDVI (John Hancock Disciplined Value International Select ETF)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-Date10.97%19.55%
1 month-0.09%1.45%
6 months6.61%8.95%
1 yearN/A31.70%
5 years (annualized)N/A13.79%
10 years (annualized)N/A11.17%

Monthly Returns

The table below presents the monthly returns of JDVI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.97%0.94%6.29%-1.82%5.12%-2.69%4.20%1.81%10.97%
20232.25%2.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for John Hancock Disciplined Value International Select ETF (JDVI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JDVI
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market0.002.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market0.005.0010.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.005.0010.0015.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.29

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for John Hancock Disciplined Value International Select ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Dividends

Dividend History


John Hancock Disciplined Value International Select ETF doesn't pay dividends

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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.25%
-0.19%
JDVI (John Hancock Disciplined Value International Select ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Disciplined Value International Select ETF. 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 Select ETF was 8.73%, occurring on Aug 6, 2024. Recovery took 13 trading sessions.

The current John Hancock Disciplined Value International Select ETF drawdown is 1.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.73%Jul 17, 202415Aug 6, 202413Aug 23, 202428
-4.63%Apr 9, 20248Apr 18, 202414May 8, 202422
-4.62%Aug 26, 20249Sep 6, 2024
-4.52%May 16, 202421Jun 14, 202416Jul 10, 202437
-4.52%Dec 28, 202332Feb 13, 202415Mar 6, 202447

Volatility

Volatility Chart

The current John Hancock Disciplined Value International Select ETF volatility is 4.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
4.76%
4.31%
JDVI (John Hancock Disciplined Value International Select ETF)
Benchmark (^GSPC)