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HPI vs. JVMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HPI vs. JVMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Preferred Income Fund (HPI) 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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HPI vs. JVMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HPI
John Hancock Preferred Income Fund
-1.60%6.54%14.95%8.34%-15.79%13.16%-7.02%30.89%-4.79%13.78%
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
-0.62%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, HPI achieves a -1.60% return, which is significantly lower than JVMIX's -0.62% return. Over the past 10 years, HPI has underperformed JVMIX with an annualized return of 5.12%, while JVMIX has yielded a comparatively higher 9.92% annualized return.


HPI

1D
2.48%
1M
-1.92%
YTD
-1.60%
6M
-5.45%
1Y
3.58%
3Y*
8.87%
5Y*
3.10%
10Y*
5.12%

JVMIX

1D
-0.66%
1M
-8.11%
YTD
-0.62%
6M
-1.21%
1Y
12.47%
3Y*
12.01%
5Y*
8.13%
10Y*
9.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HPI vs. JVMIX - Expense Ratio Comparison

HPI has a 0.01% expense ratio, which is lower than JVMIX's 0.87% expense ratio.


Return for Risk

HPI vs. JVMIX — Risk / Return Rank

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

HPI
HPI Risk / Return Rank: 1111
Overall Rank
HPI Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
HPI Sortino Ratio Rank: 99
Sortino Ratio Rank
HPI Omega Ratio Rank: 1111
Omega Ratio Rank
HPI Calmar Ratio Rank: 1212
Calmar Ratio Rank
HPI Martin Ratio Rank: 1111
Martin Ratio Rank

JVMIX
JVMIX Risk / Return Rank: 3434
Overall Rank
JVMIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JVMIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
JVMIX Omega Ratio Rank: 3333
Omega Ratio Rank
JVMIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
JVMIX Martin Ratio Rank: 3434
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.

HPI vs. JVMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Preferred Income Fund (HPI) 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.


HPIJVMIXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.74

-0.45

Sortino ratio

Return per unit of downside risk

0.44

1.16

-0.72

Omega ratio

Gain probability vs. loss probability

1.07

1.16

-0.09

Calmar ratio

Return relative to maximum drawdown

0.33

0.88

-0.55

Martin ratio

Return relative to average drawdown

0.91

3.65

-2.74

HPI vs. JVMIX - Sharpe Ratio Comparison

The current HPI Sharpe Ratio is 0.29, which is lower than the JVMIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of HPI 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


HPIJVMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.74

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.44

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.49

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.29

-0.04

Correlation

The correlation between HPI and JVMIX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HPI vs. JVMIX - Dividend Comparison

HPI's dividend yield for the trailing twelve months is around 9.45%, more than JVMIX's 9.30% yield.


TTM20252024202320222021202020192018201720162015
HPI
John Hancock Preferred Income Fund
9.45%9.15%8.91%9.39%9.23%7.14%7.53%7.69%8.92%7.84%8.26%7.69%
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
9.30%9.24%12.05%4.02%5.27%6.67%1.13%2.40%13.85%5.94%1.91%5.88%

Drawdowns

HPI vs. JVMIX - Drawdown Comparison

The maximum HPI drawdown since its inception was -67.67%, roughly equal to the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for HPI and JVMIX.


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Drawdown Indicators


HPIJVMIXDifference

Max Drawdown

Largest peak-to-trough decline

-67.67%

-67.04%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-13.22%

+3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-30.10%

-21.13%

-8.97%

Max Drawdown (10Y)

Largest decline over 10 years

-57.99%

-42.64%

-15.35%

Current Drawdown

Current decline from peak

-7.10%

-8.57%

+1.47%

Average Drawdown

Average peak-to-trough decline

-8.49%

-13.43%

+4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

3.20%

+0.48%

Volatility

HPI vs. JVMIX - Volatility Comparison

John Hancock Preferred Income Fund (HPI) has a higher volatility of 5.36% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 3.86%. This indicates that HPI'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


HPIJVMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

3.86%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.81%

9.61%

-2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

18.06%

-5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

18.43%

-2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.32%

20.31%

+4.01%