JDIUX vs. DODGX
Compare and contrast key facts about John Hancock Disciplined Value International Fund (JDIUX) and Dodge & Cox Stock Fund Class I (DODGX).
JDIUX is managed by John Hancock. It was launched on Dec 29, 2011. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Performance
JDIUX vs. DODGX - Performance Comparison
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JDIUX vs. DODGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDIUX John Hancock Disciplined Value International Fund | 2.58% | 40.46% | -0.24% | 19.42% | -4.89% | 12.99% | 4.84% | 15.58% | -18.60% | 23.99% |
DODGX Dodge & Cox Stock Fund Class I | -1.65% | 13.66% | 14.36% | 17.49% | -7.25% | 31.72% | 7.10% | 24.30% | -7.15% | 18.33% |
Returns By Period
In the year-to-date period, JDIUX achieves a 2.58% return, which is significantly higher than DODGX's -1.65% return. Over the past 10 years, JDIUX has underperformed DODGX with an annualized return of 8.88%, while DODGX has yielded a comparatively higher 12.55% annualized return.
JDIUX
- 1D
- 3.20%
- 1M
- -7.57%
- YTD
- 2.58%
- 6M
- 7.05%
- 1Y
- 29.04%
- 3Y*
- 16.28%
- 5Y*
- 10.91%
- 10Y*
- 8.88%
DODGX
- 1D
- 2.09%
- 1M
- -5.31%
- YTD
- -1.65%
- 6M
- 0.63%
- 1Y
- 8.01%
- 3Y*
- 13.95%
- 5Y*
- 9.38%
- 10Y*
- 12.55%
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JDIUX vs. DODGX - Expense Ratio Comparison
JDIUX has a 0.84% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Return for Risk
JDIUX vs. DODGX — Risk / Return Rank
JDIUX
DODGX
JDIUX vs. DODGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Fund (JDIUX) and Dodge & Cox Stock Fund Class I (DODGX). 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.
| JDIUX | DODGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 0.49 | +1.26 |
Sortino ratioReturn per unit of downside risk | 2.29 | 0.78 | +1.51 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.11 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.60 | +1.70 |
Martin ratioReturn relative to average drawdown | 8.86 | 2.50 | +6.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JDIUX | DODGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 0.49 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.59 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.65 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.62 | -0.20 |
Correlation
The correlation between JDIUX and DODGX is 0.77, 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
JDIUX vs. DODGX - Dividend Comparison
JDIUX's dividend yield for the trailing twelve months is around 8.73%, less than DODGX's 9.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDIUX John Hancock Disciplined Value International Fund | 8.73% | 8.95% | 11.97% | 7.25% | 2.56% | 3.45% | 1.52% | 2.51% | 4.68% | 1.65% | 1.60% | 1.35% |
DODGX Dodge & Cox Stock Fund Class I | 9.89% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
Drawdowns
JDIUX vs. DODGX - Drawdown Comparison
The maximum JDIUX drawdown since its inception was -43.98%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for JDIUX and DODGX.
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Drawdown Indicators
| JDIUX | DODGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.98% | -63.24% | +19.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -12.23% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -21.85% | -4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -43.98% | -40.41% | -3.57% |
Current DrawdownCurrent decline from peak | -8.99% | -5.31% | -3.68% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -7.53% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.94% | +0.21% |
Volatility
JDIUX vs. DODGX - Volatility Comparison
John Hancock Disciplined Value International Fund (JDIUX) has a higher volatility of 7.53% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.23%. This indicates that JDIUX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDIUX | DODGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 4.23% | +3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.08% | 8.72% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 16.33% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 16.05% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 19.25% | -1.89% |