JDIUX vs. FSPSX
JDIUX (John Hancock Disciplined Value International Fund) and FSPSX (Fidelity International Index Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, JDIUX returned 9.83%/yr vs 9.69%/yr for FSPSX. Their correlation of 0.94 means they have usually moved in the same direction. JDIUX charges 0.84%/yr vs 0.04%/yr for FSPSX.
Performance
JDIUX vs. FSPSX - Performance Comparison
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Returns By Period
In the year-to-date period, JDIUX achieves a 14.58% return, which is significantly higher than FSPSX's 12.57% return. Both investments have delivered pretty close results over the past 10 years, with JDIUX having a 9.83% annualized return and FSPSX not far behind at 9.69%.
JDIUX
- 1D
- 2.41%
- 1M
- 2.58%
- 6M
- 6.47%
- YTD
- 14.58%
- 1Y
- 31.07%
- 3Y*
- 18.06%
- 5Y*
- 13.08%
- 10Y*
- 9.83%
- ALL TIME*
- 7.94%
FSPSX
- 1D
- 2.56%
- 1M
- 1.98%
- 6M
- 7.21%
- YTD
- 12.57%
- 1Y
- 26.28%
- 3Y*
- 16.54%
- 5Y*
- 9.66%
- 10Y*
- 9.69%
- ALL TIME*
- 8.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JDIUX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDIUX John Hancock Disciplined Value International Fund | 14.58% | 40.46% | -0.24% | 19.42% | -4.89% | 12.99% | 4.84% | 15.58% | -18.60% | 23.99% |
FSPSX Fidelity International Index Fund | 12.57% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Correlation
The correlation between JDIUX and FSPSX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2014 | 0.94 |
The correlation between JDIUX and FSPSX has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JDIUX | FSPSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 2.20 | +0.23 |
| Martin ratioReturn relative to average drawdown | 9.23 | 8.33 | +0.91 |
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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 (3Y)Largest decline over 3 years | -14.09% | -13.58% | -0.51% |
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 | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -6.49% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.00% | +0.19% |
Volatility
JDIUX vs. FSPSX - Volatility Comparison
The current volatility for John Hancock Disciplined Value International Fund (JDIUX) is 4.19%, while Fidelity International Index Fund (FSPSX) has a volatility of 4.57%. 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 | 4.19% | 4.57% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 13.22% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 15.52% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 16.12% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.15% | 16.29% | +0.86% |
JDIUX vs. FSPSX - Expense Ratio Comparison
JDIUX has a 0.84% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Dividends
JDIUX vs. FSPSX - Dividend Comparison
JDIUX's dividend yield for the trailing twelve months is around 7.82%, more than FSPSX's 2.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPSX Fidelity International Index Fund | 2.80% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
JDIUX John Hancock Disciplined Value International Fund | 7.82% | 8.95% | 11.97% | 7.25% | 2.56% | 3.45% | 1.52% | 2.51% | 4.68% | 1.65% | 1.60% | 1.35% |
Frequently Asked Questions
With a correlation of 0.93, JDIUX and FSPSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FSPSX has higher volatility (4.57%) compared to JDIUX (4.19%). In terms of maximum drawdown, JDIUX dropped -43.98% vs FSPSX's -33.69%.
JDIUX currently has the higher Sharpe Ratio (1.99 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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