JDJIX vs. JVMIX
Compare and contrast key facts about JHancock Diversified Macro Fund (JDJIX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
JDJIX is managed by John Hancock. It was launched on Jul 28, 2019. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Performance
JDJIX vs. JVMIX - Performance Comparison
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JDJIX vs. JVMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JDJIX JHancock Diversified Macro Fund | 5.05% | -7.68% | 2.59% | 2.77% | 12.26% | -2.19% | -2.24% | 1.59% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 1.16% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 5.85% |
Returns By Period
In the year-to-date period, JDJIX achieves a 5.05% return, which is significantly higher than JVMIX's 1.16% return.
JDJIX
- 1D
- 0.11%
- 1M
- -2.02%
- YTD
- 5.05%
- 6M
- 2.42%
- 1Y
- -4.81%
- 3Y*
- 0.45%
- 5Y*
- 2.58%
- 10Y*
- —
JVMIX
- 1D
- 1.79%
- 1M
- -6.68%
- YTD
- 1.16%
- 6M
- 0.63%
- 1Y
- 13.98%
- 3Y*
- 12.68%
- 5Y*
- 8.23%
- 10Y*
- 10.12%
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JDJIX vs. JVMIX - Expense Ratio Comparison
JDJIX has a 1.39% expense ratio, which is higher than JVMIX's 0.87% expense ratio.
Return for Risk
JDJIX vs. JVMIX — Risk / Return Rank
JDJIX
JVMIX
JDJIX vs. JVMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JHancock Diversified Macro Fund (JDJIX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). 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.
| JDJIX | JVMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.57 | 0.80 | -1.38 |
Sortino ratioReturn per unit of downside risk | -0.68 | 1.25 | -1.93 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.17 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.16 | -1.55 |
Martin ratioReturn relative to average drawdown | -0.59 | 4.73 | -5.32 |
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
| JDJIX | JVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 0.80 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.45 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.29 | -0.12 |
Correlation
The correlation between JDJIX and JVMIX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JDJIX vs. JVMIX - Dividend Comparison
JDJIX's dividend yield for the trailing twelve months is around 0.29%, less than JVMIX's 9.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDJIX JHancock Diversified Macro Fund | 0.29% | 0.31% | 0.43% | 3.99% | 11.26% | 3.46% | 2.11% | 3.79% | 0.00% | 0.00% | 0.00% | 0.00% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 9.13% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Drawdowns
JDJIX vs. JVMIX - Drawdown Comparison
The maximum JDJIX drawdown since its inception was -19.58%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JDJIX and JVMIX.
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Drawdown Indicators
| JDJIX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.58% | -67.04% | +47.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -13.22% | +2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -21.13% | +1.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.64% | — |
Current DrawdownCurrent decline from peak | -14.43% | -6.93% | -7.50% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -13.43% | +6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.10% | 3.23% | +3.87% |
Volatility
JDJIX vs. JVMIX - Volatility Comparison
The current volatility for JHancock Diversified Macro Fund (JDJIX) is 1.66%, while John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a volatility of 4.40%. This indicates that JDJIX experiences smaller price fluctuations and is considered to be less risky than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDJIX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.66% | 4.40% | -2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 4.94% | 9.77% | -4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.28% | 18.11% | -9.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.90% | 18.44% | -9.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.20% | 20.31% | -11.11% |