JDIUX vs. PPYPX
Compare and contrast key facts about John Hancock Disciplined Value International Fund (JDIUX) and PIMCO RAE International Fund (PPYPX).
JDIUX is managed by John Hancock. It was launched on Dec 29, 2011. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
JDIUX vs. PPYPX - Performance Comparison
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JDIUX vs. PPYPX - 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% |
PPYPX PIMCO RAE International Fund | 10.77% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
Returns By Period
In the year-to-date period, JDIUX achieves a 2.58% return, which is significantly lower than PPYPX's 10.77% return. Both investments have delivered pretty close results over the past 10 years, with JDIUX having a 8.88% annualized return and PPYPX not far ahead at 9.04%.
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%
PPYPX
- 1D
- 2.17%
- 1M
- -3.14%
- YTD
- 10.77%
- 6M
- 14.70%
- 1Y
- 33.94%
- 3Y*
- 16.82%
- 5Y*
- 9.24%
- 10Y*
- 9.04%
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JDIUX vs. PPYPX - Expense Ratio Comparison
JDIUX has a 0.84% expense ratio, which is higher than PPYPX's 0.60% expense ratio.
Return for Risk
JDIUX vs. PPYPX — Risk / Return Rank
JDIUX
PPYPX
JDIUX vs. PPYPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Fund (JDIUX) and PIMCO RAE International Fund (PPYPX). 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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 2.24 | -0.49 |
Sortino ratioReturn per unit of downside risk | 2.29 | 2.85 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.83 | -0.53 |
Martin ratioReturn relative to average drawdown | 8.86 | 13.07 | -4.21 |
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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.24 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.47 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.48 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.46 | -0.04 |
Correlation
The correlation between JDIUX and PPYPX is 0.91, 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. PPYPX - Dividend Comparison
JDIUX's dividend yield for the trailing twelve months is around 8.73%, more than PPYPX's 7.02% 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% |
PPYPX PIMCO RAE International Fund | 7.02% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% | 0.00% |
Drawdowns
JDIUX vs. PPYPX - Drawdown Comparison
The maximum JDIUX drawdown since its inception was -43.98%, roughly equal to the maximum PPYPX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for JDIUX and PPYPX.
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Drawdown Indicators
| JDIUX | PPYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.98% | -42.48% | -1.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -10.21% | -1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -35.65% | +9.49% |
Max Drawdown (10Y)Largest decline over 10 years | -43.98% | -42.48% | -1.50% |
Current DrawdownCurrent decline from peak | -8.99% | -4.08% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -10.28% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.43% | +0.72% |
Volatility
JDIUX vs. PPYPX - Volatility Comparison
John Hancock Disciplined Value International Fund (JDIUX) has a higher volatility of 7.53% compared to PIMCO RAE International Fund (PPYPX) at 5.49%. This indicates that JDIUX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDIUX | PPYPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 5.49% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.08% | 10.15% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 15.41% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 19.61% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 19.08% | -1.72% |