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FRBAX vs. JVMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRBAX vs. JVMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Regional Bank Fund (FRBAX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). The values are adjusted to include any dividend payments, if applicable.

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FRBAX vs. JVMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRBAX
John Hancock Regional Bank Fund
0.80%11.07%22.54%-1.93%-12.25%40.51%-10.11%27.60%-17.61%10.32%
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
1.16%11.28%10.46%16.64%-7.09%26.85%5.90%30.13%-14.90%15.10%

Returns By Period

In the year-to-date period, FRBAX achieves a 0.80% return, which is significantly lower than JVMIX's 1.16% return. Both investments have delivered pretty close results over the past 10 years, with FRBAX having a 9.75% annualized return and JVMIX not far ahead at 10.12%.


FRBAX

1D
1.98%
1M
-2.96%
YTD
0.80%
6M
6.50%
1Y
19.16%
3Y*
18.59%
5Y*
5.17%
10Y*
9.75%

JVMIX

1D
1.79%
1M
-6.68%
YTD
1.16%
6M
0.63%
1Y
13.98%
3Y*
12.68%
5Y*
8.23%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRBAX vs. JVMIX - Expense Ratio Comparison

FRBAX has a 1.22% expense ratio, which is higher than JVMIX's 0.87% expense ratio.


Return for Risk

FRBAX vs. JVMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FRBAX
FRBAX Risk / Return Rank: 3232
Overall Rank
FRBAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FRBAX Sortino Ratio Rank: 2727
Sortino Ratio Rank
FRBAX Omega Ratio Rank: 2727
Omega Ratio Rank
FRBAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FRBAX Martin Ratio Rank: 2828
Martin Ratio Rank

JVMIX
JVMIX Risk / Return Rank: 3939
Overall Rank
JVMIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JVMIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JVMIX Omega Ratio Rank: 3434
Omega Ratio Rank
JVMIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
JVMIX Martin Ratio Rank: 4545
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.

FRBAX vs. JVMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Regional Bank Fund (FRBAX) 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.


FRBAXJVMIXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.80

-0.07

Sortino ratio

Return per unit of downside risk

1.13

1.25

-0.13

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.35

1.16

+0.20

Martin ratio

Return relative to average drawdown

3.47

4.73

-1.27

FRBAX vs. JVMIX - Sharpe Ratio Comparison

The current FRBAX Sharpe Ratio is 0.73, which is comparable to the JVMIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FRBAX and JVMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FRBAXJVMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.80

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.45

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.50

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.29

+0.10

Correlation

The correlation between FRBAX and JVMIX is 0.79, 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.


Dividends

FRBAX vs. JVMIX - Dividend Comparison

FRBAX's dividend yield for the trailing twelve months is around 8.72%, less than JVMIX's 9.13% yield.


TTM20252024202320222021202020192018201720162015
FRBAX
John Hancock Regional Bank Fund
8.72%8.82%9.72%2.65%5.83%5.26%2.43%1.75%1.92%1.76%2.94%4.42%
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
9.13%9.24%12.05%4.02%5.27%6.67%1.13%2.40%13.85%5.94%1.91%5.88%

Drawdowns

FRBAX vs. JVMIX - Drawdown Comparison

The maximum FRBAX drawdown since its inception was -67.55%, roughly equal to the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for FRBAX and JVMIX.


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Drawdown Indicators


FRBAXJVMIXDifference

Max Drawdown

Largest peak-to-trough decline

-67.55%

-67.04%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-13.22%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-46.15%

-21.13%

-25.02%

Max Drawdown (10Y)

Largest decline over 10 years

-52.24%

-42.64%

-9.60%

Current Drawdown

Current decline from peak

-10.30%

-6.93%

-3.37%

Average Drawdown

Average peak-to-trough decline

-12.32%

-13.43%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

3.23%

+2.32%

Volatility

FRBAX vs. JVMIX - Volatility Comparison

John Hancock Regional Bank Fund (FRBAX) has a higher volatility of 4.88% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 4.40%. This indicates that FRBAX's price experiences larger fluctuations and is considered to be riskier than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRBAXJVMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

4.40%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

16.34%

9.77%

+6.57%

Volatility (1Y)

Calculated over the trailing 1-year period

25.54%

18.11%

+7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

18.44%

+8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.30%

20.31%

+8.99%