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John Hancock Funds Disciplined Value Mid Cap Fund ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US47803W4069

CUSIP

47803W406

Issuer

John Hancock

Inception Date

Jun 2, 1997

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Value

Expense Ratio

JVMIX features an expense ratio of 0.87%, falling within the medium range.


Expense ratio chart for JVMIX: current value at 0.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.87%

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.


Popular comparisons:
JVMIX vs. WFMIX JVMIX vs. ACMVX JVMIX vs. VOO JVMIX vs. MVCAX JVMIX vs. VIMAX JVMIX vs. FSMAX JVMIX vs. SPY JVMIX vs. COWZ JVMIX vs. FSMDX JVMIX vs. SWPPX
Popular comparisons:
JVMIX vs. WFMIX JVMIX vs. ACMVX JVMIX vs. VOO JVMIX vs. MVCAX JVMIX vs. VIMAX JVMIX vs. FSMAX JVMIX vs. SPY JVMIX vs. COWZ JVMIX vs. FSMDX JVMIX vs. SWPPX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock Funds Disciplined Value Mid Cap Fund Class I, 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%JulyAugustSeptemberOctoberNovemberDecember
-6.38%
9.66%
JVMIX (John Hancock Funds Disciplined Value Mid Cap Fund Class I)
Benchmark (^GSPC)

Returns By Period

John Hancock Funds Disciplined Value Mid Cap Fund Class I had a return of -1.32% year-to-date (YTD) and -0.99% in the last 12 months. Over the past 10 years, John Hancock Funds Disciplined Value Mid Cap Fund Class I had an annualized return of 7.94%, while the S&P 500 had an annualized return of 11.11%, indicating that John Hancock Funds Disciplined Value Mid Cap Fund Class I did not perform as well as the benchmark.


JVMIX

YTD

-1.32%

1M

-16.25%

6M

-6.38%

1Y

-0.99%

5Y*

7.56%

10Y*

7.94%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.53%5.75%4.77%-5.39%3.04%-1.92%5.36%1.03%1.32%-1.59%7.16%-1.32%
20238.11%-2.31%-3.99%0.57%-3.65%9.46%3.08%-2.18%-3.70%-4.04%8.87%6.92%16.64%
2022-1.88%0.63%0.80%-5.37%1.53%-10.20%7.99%-3.16%-8.69%11.45%6.21%-4.29%-7.09%
2021-1.42%9.05%5.66%5.17%2.44%-2.07%-0.07%1.18%-2.72%4.44%-3.45%6.71%26.85%
2020-2.29%-10.02%-20.43%12.96%4.66%-0.33%4.09%4.03%-2.57%1.08%15.58%4.22%5.90%
201910.61%3.76%-1.04%5.02%-5.74%6.65%2.09%-2.61%2.73%0.28%3.25%2.61%30.13%
20183.82%-3.76%-0.30%-0.22%0.47%-0.99%3.21%1.22%-0.79%-8.83%2.16%-10.84%-14.90%
20172.33%2.55%-0.62%-0.49%0.85%1.60%1.27%-1.34%3.55%1.44%2.96%0.70%15.71%
2016-8.41%0.06%9.06%1.57%2.98%-1.25%4.30%1.55%-0.00%-3.01%7.39%1.19%15.24%
2015-1.65%6.06%0.14%-0.81%2.22%-2.88%1.51%-4.60%-2.36%6.44%1.55%-2.84%2.13%
2014-2.43%4.58%1.62%-1.49%2.27%2.48%-1.90%3.88%-3.99%4.32%2.22%1.42%13.28%
20136.54%1.69%3.75%0.20%3.94%-0.39%6.51%-3.27%4.26%4.08%2.65%4.25%39.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JVMIX is 9, meaning it’s performing worse than 91% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JVMIX is 99
Overall Rank
The Sharpe Ratio Rank of JVMIX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of JVMIX is 99
Sortino Ratio Rank
The Omega Ratio Rank of JVMIX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of JVMIX is 88
Calmar Ratio Rank
The Martin Ratio Rank of JVMIX is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JVMIX, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00-0.042.07
The chart of Sortino ratio for JVMIX, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.0010.000.062.76
The chart of Omega ratio for JVMIX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.39
The chart of Calmar ratio for JVMIX, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00-0.043.05
The chart of Martin ratio for JVMIX, currently valued at -0.21, compared to the broader market0.0020.0040.0060.00-0.2113.27
JVMIX
^GSPC

The current John Hancock Funds Disciplined Value Mid Cap Fund Class I Sharpe ratio is -0.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of John Hancock Funds Disciplined Value Mid Cap Fund Class I with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.04
2.07
JVMIX (John Hancock Funds Disciplined Value Mid Cap Fund Class I)
Benchmark (^GSPC)

Dividends

Dividend History

John Hancock Funds Disciplined Value Mid Cap Fund Class I provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.


0.50%0.60%0.70%0.80%0.90%1.00%$0.00$0.05$0.10$0.15$0.20$0.2520132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.26$0.25$0.14$0.19$0.19$0.18$0.12$0.20$0.12$0.11$0.08

Dividend yield

0.00%0.95%1.03%0.51%0.80%0.86%1.04%0.52%0.91%0.61%0.53%0.45%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2013$0.08$0.08

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.02%
-1.91%
JVMIX (John Hancock Funds Disciplined Value Mid Cap Fund Class I)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Funds Disciplined Value Mid Cap Fund Class I. 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 Funds Disciplined Value Mid Cap Fund Class I was 66.36%, occurring on Nov 20, 2008. Recovery took 1065 trading sessions.

The current John Hancock Funds Disciplined Value Mid Cap Fund Class I drawdown is 17.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.36%Dec 16, 2004988Nov 20, 20081065Feb 19, 20132053
-42.64%Feb 14, 202026Mar 23, 2020166Nov 16, 2020192
-38.66%Apr 23, 19981134Oct 9, 2002315Jan 12, 20041449
-23.7%Jan 29, 2018229Dec 24, 2018216Nov 1, 2019445
-20.32%Jan 18, 2022175Sep 27, 2022202Jul 19, 2023377

Volatility

Volatility Chart

The current John Hancock Funds Disciplined Value Mid Cap Fund Class I volatility is 11.72%, 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%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.72%
3.82%
JVMIX (John Hancock Funds Disciplined Value Mid Cap Fund Class I)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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