JDJIX vs. SWTSX
Compare and contrast key facts about JHancock Diversified Macro Fund (JDJIX) and Schwab Total Stock Market Index Fund (SWTSX).
JDJIX is managed by John Hancock. It was launched on Jul 28, 2019. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JDJIX or SWTSX.
Correlation
The correlation between JDJIX and SWTSX 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.
Performance
JDJIX vs. SWTSX - Performance Comparison
Key characteristics
JDJIX:
-0.24
SWTSX:
1.64
JDJIX:
-0.26
SWTSX:
2.23
JDJIX:
0.97
SWTSX:
1.30
JDJIX:
-0.15
SWTSX:
2.51
JDJIX:
-0.24
SWTSX:
9.98
JDJIX:
9.25%
SWTSX:
2.17%
JDJIX:
9.29%
SWTSX:
13.19%
JDJIX:
-17.98%
SWTSX:
-54.70%
JDJIX:
-9.82%
SWTSX:
-2.39%
Returns By Period
The year-to-date returns for both stocks are quite close, with JDJIX having a 2.21% return and SWTSX slightly lower at 2.15%.
JDJIX
2.21%
0.33%
2.43%
-3.53%
2.40%
N/A
SWTSX
2.15%
-1.58%
7.32%
19.18%
13.39%
12.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JDJIX vs. SWTSX - Expense Ratio Comparison
JDJIX has a 1.39% expense ratio, which is higher than SWTSX's 0.03% expense ratio.
Risk-Adjusted Performance
JDJIX vs. SWTSX — Risk-Adjusted Performance Rank
JDJIX
SWTSX
JDJIX vs. SWTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JHancock Diversified Macro Fund (JDJIX) and Schwab Total Stock Market Index Fund (SWTSX). 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.
Dividends
JDJIX vs. SWTSX - Dividend Comparison
JDJIX's dividend yield for the trailing twelve months is around 0.42%, less than SWTSX's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDJIX JHancock Diversified Macro Fund | 0.42% | 0.43% | 1.62% | 11.26% | 3.45% | 2.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWTSX Schwab Total Stock Market Index Fund | 1.21% | 1.24% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% |
Drawdowns
JDJIX vs. SWTSX - Drawdown Comparison
The maximum JDJIX drawdown since its inception was -17.98%, smaller than the maximum SWTSX drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for JDJIX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
JDJIX vs. SWTSX - Volatility Comparison
The current volatility for JHancock Diversified Macro Fund (JDJIX) is 2.12%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 3.55%. This indicates that JDJIX experiences smaller price fluctuations and is considered to be less risky than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.