JDIUX vs. VOO

Last updated Jun 24, 2026

JDIUX (John Hancock Disciplined Value International Fund) and VOO (Vanguard S&P 500 ETF) are both funds - JDIUX is a Foreign Large Cap Equities fund managed by John Hancock, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, JDIUX returned 10.19%/yr vs 15.61%/yr for VOO. A 0.74 correlation means they provide meaningful diversification when combined. JDIUX charges 0.84%/yr vs 0.03%/yr for VOO.

Performance

JDIUX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value International Fund (JDIUX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JDIUX achieves a 11.64% return, which is significantly higher than VOO's 8.19% return. Over the past 10 years, JDIUX has underperformed VOO with an annualized return of 10.19%, while VOO has yielded a comparatively higher 15.61% annualized return.

JDIUX

• 1D: 0.11%
• 1M: 0.92%
• YTD: 11.64%
• 6M: 11.50%
• 1Y: 27.71%
• 3Y*: 19.36%
• 5Y*: 12.32%
• 10Y*: 10.19%

VOO

• 1D: -1.42%
• 1M: -1.34%
• YTD: 8.19%
• 6M: 7.24%
• 1Y: 23.69%
• 3Y*: 20.78%
• 5Y*: 13.13%
• 10Y*: 15.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JDIUX vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JDIUX John Hancock Disciplined Value International Fund	11.64%	40.46%	-0.24%	19.42%	-4.89%	12.99%	4.84%	15.58%	-18.60%	23.99%
VOO Vanguard S&P 500 ETF	8.19%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between JDIUX and VOO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Sep 29, 2014	0.74

The correlation between JDIUX and VOO has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.

Return for Risk

JDIUX vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JDIUX

JDIUX Risk / Return Rank: 47
JDIUX Sharpe Ratio Rank: 52
JDIUX Sortino Ratio Rank: 48
JDIUX Omega Ratio Rank: 51
JDIUX Calmar Ratio Rank: 42
JDIUX Martin Ratio Rank: 45

VOO

VOO Risk / Return Rank: 59
VOO Sharpe Ratio Rank: 59
VOO Sortino Ratio Rank: 56
VOO Omega Ratio Rank: 58
VOO Calmar Ratio Rank: 56
VOO Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

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	VOO	Difference
Sharpe ratio: Return per unit of total volatility	1.96	1.91	+0.04
Sortino ratio: Return per unit of downside risk	2.67	2.60	+0.07
Omega ratio: Gain probability vs. loss probability	1.36	1.35	+0.01
Calmar ratio: Return relative to maximum drawdown	2.35	2.67	-0.32
Martin ratio: Return relative to average drawdown	8.87	11.96	-3.09

JDIUX vs. VOO - Sharpe Ratio Comparison

The current JDIUX Sharpe Ratio is 1.96, which is comparable to the VOO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of JDIUX and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	JDIUX	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-43.98%	-33.99%	-9.99%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-8.90%	-3.23%
Max Drawdown (3Y) Largest decline over 3 years	-14.09%	-18.69%	+4.60%
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 Drawdown Current decline from peak	-0.96%	-3.14%	+2.18%
Average Drawdown Average peak-to-trough decline	-8.07%	-3.68%	-4.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	1.99%	+1.22%

Volatility

JDIUX vs. VOO - Volatility Comparison

John Hancock Disciplined Value International Fund (JDIUX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.72% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JDIUX	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.72%	4.83%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	12.35%	9.82%	+2.53%
Volatility (1Y) Calculated over the trailing 1-year period	14.63%	12.46%	+2.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.47%	16.91%	+0.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.40%	18.02%	-0.62%

JDIUX vs. VOO - Expense Ratio Comparison

JDIUX has a 0.84% expense ratio, which is higher than VOO's 0.03% expense ratio.

Dividends

JDIUX vs. VOO - Dividend Comparison

JDIUX's dividend yield for the trailing twelve months is around 8.02%, more than VOO's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JDIUX John Hancock Disciplined Value International Fund	8.02%	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	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both JDIUX and VOO in my portfolio?

JDIUX and VOO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JDIUX or VOO?

VOO has higher volatility (4.83%) compared to JDIUX (4.72%). In terms of maximum drawdown, JDIUX dropped -43.98% vs VOO's -33.99%.

Which has better risk-adjusted returns?

JDIUX currently has the higher Sharpe Ratio (1.96 vs 1.91), 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.