JDIUX vs. JVMIX
Compare and contrast key facts about John Hancock Disciplined Value International Fund (JDIUX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
JDIUX is managed by John Hancock. It was launched on Dec 29, 2011. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Performance
JDIUX vs. JVMIX - Performance Comparison
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JDIUX vs. JVMIX - 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% |
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, JDIUX achieves a 2.58% return, which is significantly higher than JVMIX's 1.16% return. Over the past 10 years, JDIUX has underperformed JVMIX with an annualized return of 8.88%, while JVMIX has yielded a comparatively higher 10.12% 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%
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%
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JDIUX vs. JVMIX - Expense Ratio Comparison
JDIUX has a 0.84% expense ratio, which is lower than JVMIX's 0.87% expense ratio.
Return for Risk
JDIUX vs. JVMIX — Risk / Return Rank
JDIUX
JVMIX
JDIUX vs. JVMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Fund (JDIUX) 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.
| JDIUX | JVMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 0.80 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.29 | 1.25 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.17 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.16 | +1.14 |
Martin ratioReturn relative to average drawdown | 8.86 | 4.73 | +4.12 |
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 | JVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 0.80 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.45 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.50 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.29 | +0.13 |
Correlation
The correlation between JDIUX and JVMIX is 0.75, 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. JVMIX - Dividend Comparison
JDIUX's dividend yield for the trailing twelve months is around 8.73%, less than JVMIX's 9.13% 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% |
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
JDIUX vs. JVMIX - Drawdown Comparison
The maximum JDIUX drawdown since its inception was -43.98%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JDIUX and JVMIX.
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Drawdown Indicators
| JDIUX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.98% | -67.04% | +23.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -13.22% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -21.13% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -43.98% | -42.64% | -1.34% |
Current DrawdownCurrent decline from peak | -8.99% | -6.93% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -13.43% | +5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.23% | -0.08% |
Volatility
JDIUX vs. JVMIX - Volatility Comparison
John Hancock Disciplined Value International Fund (JDIUX) has a higher volatility of 7.53% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 4.40%. This indicates that JDIUX'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
| JDIUX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 4.40% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.08% | 9.77% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 18.11% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 18.44% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 20.31% | -2.95% |