JDIUX vs. VT

Last updated Aug 1, 2026

JDIUX (John Hancock Disciplined Value International Fund) and VT (Vanguard Total World Stock ETF) are both funds - JDIUX is a Foreign Large Cap Equities fund managed by John Hancock, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, JDIUX returned 9.83%/yr vs 12.39%/yr for VT. Their correlation of 0.86 means they have usually moved in the same direction. JDIUX charges 0.84%/yr vs 0.06%/yr for VT.

Performance

JDIUX vs. VT - Performance Comparison

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

Returns By Period

In the year-to-date period, JDIUX achieves a 14.58% return, which is significantly higher than VT's 11.15% return. Over the past 10 years, JDIUX has underperformed VT with an annualized return of 9.83%, while VT has yielded a comparatively higher 12.39% annualized return.

JDIUX

• 1D: 2.41%
• 1M: 2.58%
• 6M: 6.47%
• YTD: 14.58%
• 1Y: 31.07%
• 3Y*: 18.06%
• 5Y*: 13.08%
• 10Y*: 9.83%
• ALL TIME*: 7.94%

VT

• 1D: 0.26%
• 1M: -0.20%
• 6M: 7.80%
• YTD: 11.15%
• 1Y: 23.51%
• 3Y*: 18.19%
• 5Y*: 10.58%
• 10Y*: 12.39%
• ALL TIME*: 8.81%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JDIUX John Hancock Disciplined Value International Fund	$0.00	$0.00	$0.00
VT Vanguard Total World Stock ETF	$425.08M	$369.63M	$481.55M

JDIUX vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JDIUX John Hancock Disciplined Value International Fund	14.58%	40.46%	-0.24%	19.42%	-4.89%	12.99%	4.84%	15.58%	-18.60%	23.99%
VT Vanguard Total World Stock ETF	11.15%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%

Correlation

The correlation between JDIUX and VT is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (3Y) Balances recent behavior with more history.	0.83
Correlation (5Y) Shows whether the relationship held over a longer period.	0.85
Correlation (10Y) Provides a long-term view across more market conditions.	0.86
Correlation (All Time) Calculated using the full available price history since Sep 29, 2014	0.86

The correlation between JDIUX and VT has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

Return for Risk

JDIUX vs. VT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JDIUX

JDIUX Risk / Return Rank: 78
JDIUX Sharpe Ratio Rank: 82
JDIUX Sortino Ratio Rank: 79
JDIUX Omega Ratio Rank: 80
JDIUX Calmar Ratio Rank: 74
JDIUX Martin Ratio Rank: 76

VT

VT Risk / Return Rank: 70
VT Sharpe Ratio Rank: 71
VT Sortino Ratio Rank: 69
VT Omega Ratio Rank: 69
VT Calmar Ratio Rank: 67
VT Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JDIUX vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Fund (JDIUX) and Vanguard Total World Stock ETF (VT). 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	VT	Difference
Sharpe ratio: Return per unit of total volatility	1.99	1.59	+0.40
Sortino ratio: Return per unit of downside risk	2.75	2.23	+0.51
Omega ratio: Gain probability vs. loss probability	1.37	1.29	+0.08
Calmar ratio: Return relative to maximum drawdown	2.43	2.29	+0.14
Martin ratio: Return relative to average drawdown	9.23	9.54	-0.30

JDIUX vs. VT - Sharpe Ratio Comparison

The current JDIUX Sharpe Ratio is 1.99, which is comparable to the VT Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of JDIUX and VT, 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. VT - Drawdown Comparison

The maximum JDIUX drawdown since its inception was -43.98%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for JDIUX and VT.

Drawdown Indicators

	JDIUX	VT	Difference
Max Drawdown Largest peak-to-trough decline	-43.98%	-50.27%	+6.29%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-9.67%	-2.46%
Max Drawdown (3Y) Largest decline over 3 years	-14.09%	-16.51%	+2.42%
Max Drawdown (5Y) Largest decline over 5 years	-26.16%	-26.38%	+0.22%
Max Drawdown (10Y) Largest decline over 10 years	-43.98%	-34.24%	-9.74%
Current Drawdown Current decline from peak	0.00%	-1.84%	+1.84%
Average Drawdown Average peak-to-trough decline	-8.01%	-6.97%	-1.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	2.32%	+0.87%

Volatility

JDIUX vs. VT - Volatility Comparison

John Hancock Disciplined Value International Fund (JDIUX) has a higher volatility of 4.19% compared to Vanguard Total World Stock ETF (VT) at 3.99%. This indicates that JDIUX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JDIUX	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.19%	3.99%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	12.67%	11.68%	+0.99%
Volatility (1Y) Calculated over the trailing 1-year period	14.87%	13.96%	+0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.44%	16.22%	+1.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.15%	17.18%	-0.03%

JDIUX vs. VT - Expense Ratio Comparison

JDIUX has a 0.84% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

JDIUX vs. VT - Dividend Comparison

JDIUX's dividend yield for the trailing twelve months is around 7.82%, more than VT's 1.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JDIUX John Hancock Disciplined Value International Fund	7.82%	8.95%	11.97%	7.25%	2.56%	3.45%	1.52%	2.51%	4.68%	1.65%	1.60%	1.35%
VT Vanguard Total World Stock ETF	1.59%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both JDIUX and VT in my portfolio?

JDIUX and VT have a correlation of 0.85, 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 VT?

JDIUX has higher volatility (4.19%) compared to VT (3.99%). In terms of maximum drawdown, JDIUX dropped -43.98% vs VT's -50.27%.

Which has better risk-adjusted returns?

JDIUX currently has the higher Sharpe Ratio (1.99 vs 1.59), 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.