JDIUX vs. VOO
Compare and contrast key facts about John Hancock Disciplined Value International Fund (JDIUX) and Vanguard S&P 500 ETF (VOO).
JDIUX is managed by John Hancock. It was launched on Dec 29, 2011. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
JDIUX vs. VOO - Performance Comparison
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JDIUX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, JDIUX achieves a -0.60% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, JDIUX has underperformed VOO with an annualized return of 8.53%, while VOO has yielded a comparatively higher 14.05% annualized return.
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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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JDIUX vs. VOO - Expense Ratio Comparison
JDIUX has a 0.84% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
JDIUX vs. VOO — Risk / Return Rank
JDIUX
VOO
JDIUX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Fund (JDIUX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.98 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.50 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.53 | +0.33 |
Martin ratioReturn relative to average drawdown | 7.21 | 7.29 | -0.08 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.98 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.70 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.78 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.83 | -0.43 |
Correlation
The correlation between JDIUX and VOO is 0.74, 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. VOO - Dividend Comparison
JDIUX's dividend yield for the trailing twelve months is around 9.01%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
JDIUX vs. VOO - Drawdown Comparison
The maximum JDIUX drawdown since its inception was -43.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JDIUX and VOO.
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Drawdown Indicators
| JDIUX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.98% | -33.99% | -9.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -11.98% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -24.52% | -1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -43.98% | -33.99% | -9.99% |
Current DrawdownCurrent decline from peak | -11.81% | -6.29% | -5.52% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -3.72% | -4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.52% | +0.62% |
Volatility
JDIUX vs. VOO - Volatility Comparison
John Hancock Disciplined Value International Fund (JDIUX) has a higher volatility of 6.64% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that JDIUX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDIUX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 5.29% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 9.44% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 18.10% | -1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 16.82% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 17.99% | -0.66% |