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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JDIUX or VOO.
Performance
JDIUX vs. VOO - Performance Comparison
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Key characteristics
JDIUX:
0.03
VOO:
0.60
JDIUX:
0.05
VOO:
0.88
JDIUX:
1.01
VOO:
1.13
JDIUX:
-0.05
VOO:
0.56
JDIUX:
-0.11
VOO:
2.13
JDIUX:
9.92%
VOO:
4.91%
JDIUX:
18.93%
VOO:
19.46%
JDIUX:
-45.52%
VOO:
-33.99%
JDIUX:
-4.94%
VOO:
-5.22%
Returns By Period
In the year-to-date period, JDIUX achieves a 19.61% return, which is significantly higher than VOO's -0.85% return. Over the past 10 years, JDIUX has underperformed VOO with an annualized return of 3.67%, while VOO has yielded a comparatively higher 12.64% annualized return.
JDIUX
19.61%
5.66%
5.33%
-0.26%
6.15%
11.83%
3.67%
VOO
-0.85%
5.19%
-2.42%
10.85%
15.45%
16.18%
12.64%
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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.
Risk-Adjusted Performance
JDIUX vs. VOO — Risk-Adjusted Performance Rank
JDIUX
VOO
JDIUX vs. VOO - Risk-Adjusted Performance 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.
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Dividends
JDIUX vs. VOO - Dividend Comparison
JDIUX's dividend yield for the trailing twelve months is around 10.00%, more than VOO's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDIUX John Hancock Disciplined Value International Fund | 10.00% | 11.97% | 7.25% | 2.56% | 3.45% | 1.52% | 2.51% | 4.68% | 2.81% | 1.60% | 1.35% | 6.19% |
VOO Vanguard S&P 500 ETF | 1.31% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
JDIUX vs. VOO - Drawdown Comparison
The maximum JDIUX drawdown since its inception was -45.52%, 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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Volatility
JDIUX vs. VOO - Volatility Comparison
The current volatility for John Hancock Disciplined Value International Fund (JDIUX) is 2.52%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.44%. This indicates that JDIUX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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