JDIUX vs. FSPSX
Compare and contrast key facts about John Hancock Disciplined Value International Fund (JDIUX) and Fidelity International Index Fund (FSPSX).
JDIUX is managed by John Hancock. It was launched on Dec 29, 2011. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
JDIUX vs. FSPSX - Performance Comparison
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JDIUX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDIUX John Hancock Disciplined Value International Fund | -0.60% | 40.46% | -0.24% | 19.42% | -4.89% | 12.99% | 4.84% | 15.58% | -18.60% | 23.99% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Returns By Period
In the year-to-date period, JDIUX achieves a -0.60% return, which is significantly higher than FSPSX's -1.94% return. Both investments have delivered pretty close results over the past 10 years, with JDIUX having a 8.53% annualized return and FSPSX not far ahead at 8.65%.
JDIUX
- 1D
- 0.18%
- 1M
- -11.81%
- YTD
- -0.60%
- 6M
- 4.21%
- 1Y
- 24.86%
- 3Y*
- 15.07%
- 5Y*
- 10.48%
- 10Y*
- 8.53%
FSPSX
- 1D
- 0.42%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.58%
- 1Y
- 19.89%
- 3Y*
- 13.50%
- 5Y*
- 7.96%
- 10Y*
- 8.65%
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JDIUX vs. FSPSX - Expense Ratio Comparison
JDIUX has a 0.84% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
JDIUX vs. FSPSX — Risk / Return Rank
JDIUX
FSPSX
JDIUX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Fund (JDIUX) and Fidelity International Index Fund (FSPSX). 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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.11 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.56 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.54 | +0.33 |
Martin ratioReturn relative to average drawdown | 7.21 | 5.93 | +1.28 |
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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.11 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.51 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.53 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.46 | -0.05 |
Correlation
The correlation between JDIUX and FSPSX 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.
Dividends
JDIUX vs. FSPSX - Dividend Comparison
JDIUX's dividend yield for the trailing twelve months is around 9.01%, more than FSPSX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDIUX John Hancock Disciplined Value International Fund | 9.01% | 8.95% | 11.97% | 7.25% | 2.56% | 3.45% | 1.52% | 2.51% | 4.68% | 1.65% | 1.60% | 1.35% |
FSPSX Fidelity International Index Fund | 3.22% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
JDIUX vs. FSPSX - Drawdown Comparison
The maximum JDIUX drawdown since its inception was -43.98%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for JDIUX and FSPSX.
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Drawdown Indicators
| JDIUX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.98% | -33.69% | -10.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -11.39% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -29.41% | +3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -43.98% | -33.69% | -10.29% |
Current DrawdownCurrent decline from peak | -11.81% | -10.86% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -6.59% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.96% | +0.18% |
Volatility
JDIUX vs. FSPSX - Volatility Comparison
The current volatility for John Hancock Disciplined Value International Fund (JDIUX) is 6.64%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that JDIUX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDIUX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 7.04% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 10.63% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 16.79% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 15.77% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 16.47% | +0.86% |