- Issuer
- John Hancock
- Inception Date
- Jan 16, 1997
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell 1000 Value Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
JDVWX Performance Chart
John Hancock Disciplined Value Fund (JDVWX) is up 16.7% since the beginning of the year. JDVWX is currently trading at $29 per share. Investors who bought $1,000 worth of JDVWX shares 5 years ago would now be looking at an investment worth $1,817.
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Returns By Period
John Hancock Disciplined Value Fund (JDVWX) has returned 16.65% so far this year and 33.38% over the past 12 months. Over the last ten years, JDVWX has returned 12.82% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
John Hancock Disciplined Value Fund
- 1D
- 0.98%
- 1M
- 6.67%
- YTD
- 16.65%
- 6M
- 17.50%
- 1Y
- 33.38%
- 3Y*
- 21.83%
- 5Y*
- 12.69%
- 10Y*
- 12.82%
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%
JDVWX Monthly Returns History
Based on dividend-adjusted daily data since Aug 31, 2011, JDVWX's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -18.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JDVWX closed higher 53% of trading days. The best single day was Dec 20, 2024 with a return of +13.6%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.16% | 2.42% | -5.47% | 8.16% | 4.80% | 1.08% | 16.65% | ||||||
| 2025 | 5.24% | -1.14% | -3.84% | -2.13% | 4.35% | 4.35% | 1.17% | 3.13% | 3.07% | -0.12% | 1.78% | 0.88% | 17.59% |
| 2024 | 1.17% | 4.27% | 5.93% | -3.99% | 3.19% | -0.49% | 3.72% | 1.42% | 0.66% | -0.04% | 6.45% | -6.74% | 15.76% |
| 2023 | 4.73% | -3.15% | -1.79% | 0.14% | -2.54% | 7.13% | 4.22% | -0.97% | -2.58% | -3.56% | 6.58% | 5.93% | 14.03% |
| 2022 | 0.04% | -0.85% | 1.37% | -5.42% | 3.45% | -9.17% | 6.00% | -2.56% | -8.03% | 11.63% | 5.66% | -4.47% | -4.34% |
| 2021 | -0.77% | 7.66% | 7.70% | 3.60% | 3.51% | -1.76% | 0.08% | 1.67% | -3.43% | 4.77% | -2.24% | 6.56% | 29.99% |
Benchmark Metrics
John Hancock Disciplined Value Fund has an annualized alpha of 0.25%, beta of 0.96, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since September 01, 2011.
- With beta of 0.96 and R2 of 0.83, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.25%
- Beta
- 0.96
- R²
- 0.83
- Upside Capture
- 97.07%
- Downside Capture
- 99.21%
Expense Ratio
JDVWX has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JDVWX ranks 84 for risk / return — in the top 84% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for John Hancock Disciplined Value Fund (JDVWX) and compare them to S&P 500 Index.
| JDVWX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.41 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.34 | 2.93 | +1.41 |
| Martin ratioReturn relative to average drawdown | 18.46 | 13.52 | +4.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
John Hancock Disciplined Value Fund provided a 5.76% dividend yield over the last twelve months, with an annual payout of $1.67 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.67 | $1.67 | $3.16 | $1.62 | $1.52 | $3.46 | $0.35 | $1.24 | $1.92 | $1.01 | $0.26 | $0.59 |
Dividend yield | 5.76% | 6.72% | 14.04% | 7.30% | 7.26% | 14.72% | 1.66% | 5.95% | 10.70% | 4.60% | 1.32% | 3.44% |
Monthly Dividends
The table displays the monthly dividend distributions for John Hancock Disciplined Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $1.67 | $1.67 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.16 | $3.16 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.62 | $1.62 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.52 | $1.52 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.46 | $3.46 |
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 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 Fund was 40.28%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -40.28%Mar 2020 | 2mo 2d | 8mo 16d | 10mo 18dJan 2020 - Dec 2020 |
Rate-hike selloffLate 2018 | -20.94%Dec 2018 | 10mo 29d | 10mo 26d | 1y 9moJan 2018 - Nov 2019 |
2025 selloff2025 | -20.48%Apr 2025 | 3mo 16d | 5mo 6d | 8mo 22dDec 2024 - Sep 2025 |
2016 bear market2016 | -20.29%Feb 2016 | 7mo 22d | 9mo 8d | 1y 4moJun 2015 - Nov 2016 |
Bear market2022 | -18.30%Sep 2022 | 8mo 12d | 10mo 7d | 1y 6moJan 2022 - Jul 2023 |
Drawdown Indicators
| JDVWX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.28% | -56.78% | +16.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -9.10% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -20.48% | -18.90% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -20.48% | -25.43% | +4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -40.28% | -33.92% | -6.36% |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -10.72% | +6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.97% | -0.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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