ACMVX vs. JVMIX
Compare and contrast key facts about American Century Mid Cap Value Fund (ACMVX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
ACMVX is managed by American Century Investments. It was launched on Mar 31, 2004. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACMVX or JVMIX.
Performance
ACMVX vs. JVMIX - Performance Comparison
Returns By Period
In the year-to-date period, ACMVX achieves a 13.75% return, which is significantly lower than JVMIX's 16.66% return. Over the past 10 years, ACMVX has underperformed JVMIX with an annualized return of 1.23%, while JVMIX has yielded a comparatively higher 10.00% annualized return.
ACMVX
13.75%
2.64%
11.02%
17.18%
2.63%
1.23%
JVMIX
16.66%
3.53%
10.56%
25.91%
11.96%
10.00%
Key characteristics
| ACMVX | JVMIX | |
|---|---|---|
| Sharpe Ratio | 1.58 | 1.89 |
| Sortino Ratio | 2.22 | 2.67 |
| Omega Ratio | 1.28 | 1.33 |
| Calmar Ratio | 0.75 | 4.02 |
| Martin Ratio | 7.05 | 9.27 |
| Ulcer Index | 2.53% | 2.86% |
| Daily Std Dev | 11.29% | 14.02% |
| Max Drawdown | -55.52% | -66.36% |
| Current Drawdown | -10.55% | -1.02% |
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ACMVX vs. JVMIX - Expense Ratio Comparison
ACMVX has a 0.97% expense ratio, which is higher than JVMIX's 0.87% expense ratio.
Correlation
The correlation between ACMVX and JVMIX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ACMVX vs. JVMIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Value Fund (ACMVX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ACMVX vs. JVMIX - Dividend Comparison
ACMVX's dividend yield for the trailing twelve months is around 1.50%, more than JVMIX's 0.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACMVX American Century Mid Cap Value Fund | 1.50% | 1.72% | 1.80% | 1.42% | 1.33% | 1.46% | 1.81% | 1.58% | 1.29% | 1.18% | 1.11% | 1.30% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 0.81% | 0.95% | 1.03% | 0.51% | 0.80% | 0.86% | 1.04% | 0.52% | 0.91% | 0.61% | 0.53% | 0.45% |
Drawdowns
ACMVX vs. JVMIX - Drawdown Comparison
The maximum ACMVX drawdown since its inception was -55.52%, smaller than the maximum JVMIX drawdown of -66.36%. Use the drawdown chart below to compare losses from any high point for ACMVX and JVMIX. For additional features, visit the drawdowns tool.
Volatility
ACMVX vs. JVMIX - Volatility Comparison
The current volatility for American Century Mid Cap Value Fund (ACMVX) is 3.78%, while John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a volatility of 5.04%. This indicates that ACMVX experiences smaller price fluctuations and is considered to be less risky than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.