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JDVI vs. BUFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JDVI vs. BUFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value International Select ETF (JDVI) and AB International Buffer ETF (BUFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JDVI achieves a 12.15% return, which is significantly higher than BUFI's 4.92% return.


JDVI

1D
-0.89%
1M
5.02%
YTD
12.15%
6M
15.78%
1Y
31.81%
3Y*
5Y*
10Y*

BUFI

1D
-0.31%
1M
1.83%
YTD
4.92%
6M
6.32%
1Y
12.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JDVI vs. BUFI - Yearly Performance Comparison


2026 (YTD)20252024
JDVI
John Hancock Disciplined Value International Select ETF
12.15%42.97%-3.33%
BUFI
AB International Buffer ETF
4.92%16.50%-1.31%

Correlation

The correlation between JDVI and BUFI is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2024

0.88

The correlation between JDVI and BUFI has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

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Return for Risk

JDVI vs. BUFI — Risk / Return Rank

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

JDVI
JDVI Risk / Return Rank: 5656
Overall Rank
JDVI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JDVI Sortino Ratio Rank: 5656
Sortino Ratio Rank
JDVI Omega Ratio Rank: 5757
Omega Ratio Rank
JDVI Calmar Ratio Rank: 5252
Calmar Ratio Rank
JDVI Martin Ratio Rank: 5656
Martin Ratio Rank

BUFI
BUFI Risk / Return Rank: 4747
Overall Rank
BUFI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BUFI Sortino Ratio Rank: 4646
Sortino Ratio Rank
BUFI Omega Ratio Rank: 4747
Omega Ratio Rank
BUFI Calmar Ratio Rank: 4646
Calmar Ratio Rank
BUFI Martin Ratio Rank: 5353
Martin Ratio Rank
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.

JDVI vs. BUFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Select ETF (JDVI) and AB International Buffer ETF (BUFI). 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.


JDVIBUFIDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.35

1.30

+0.05

Calmar ratioReturn relative to maximum drawdown

2.56

2.26

+0.30

Martin ratioReturn relative to average drawdown

9.67

8.98

+0.69

JDVI vs. BUFI - Sharpe Ratio Comparison

The current JDVI Sharpe Ratio is 1.95, which is comparable to the BUFI Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of JDVI and BUFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JDVIBUFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.53

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

1.50

-0.10

Drawdowns

JDVI vs. BUFI - Drawdown Comparison

The maximum JDVI drawdown since its inception was -14.97%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for JDVI and BUFI.


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Drawdown Indicators


JDVIBUFIDifference

Max Drawdown

Largest peak-to-trough decline

-14.97%

-7.43%

-7.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-5.69%

-6.81%

Current Drawdown

Current decline from peak

-0.89%

-0.32%

-0.57%

Average Drawdown

Average peak-to-trough decline

-2.79%

-0.86%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

1.43%

+1.87%

Volatility

JDVI vs. BUFI - Volatility Comparison

John Hancock Disciplined Value International Select ETF (JDVI) has a higher volatility of 5.86% compared to AB International Buffer ETF (BUFI) at 2.20%. This indicates that JDVI's price experiences larger fluctuations and is considered to be riskier than BUFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDVIBUFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

2.20%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

7.05%

+6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

8.43%

+7.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

9.15%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

9.15%

+7.27%

JDVI vs. BUFI - Expense Ratio Comparison

Both JDVI and BUFI have an expense ratio of 0.69%.


Dividends

JDVI vs. BUFI - Dividend Comparison

JDVI's dividend yield for the trailing twelve months is around 2.16%, while BUFI has not paid dividends to shareholders.


PositionTTM20252024
BUFI
AB International Buffer ETF
0.00%0.00%0.00%
JDVI
John Hancock Disciplined Value International Select ETF
2.16%2.43%1.87%

Frequently Asked Questions


JDVI and BUFI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JDVI has higher volatility (5.86%) compared to BUFI (2.20%). In terms of maximum drawdown, JDVI dropped -14.97% vs BUFI's -7.43%.

On 1-year performance, JDVI leads with 31.81% vs 12.80% for BUFI. Both ETFs have the same 0.69% expense ratio. On volatility, BUFI has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JDVI has performed better with a 31.81% return vs 12.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JDVI and BUFI have the same expense ratio: 0.69% per year.

JDVI has the higher dividend yield at 2.16%, compared with 0.00% for BUFI.

JDVI is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: John Hancock and AllianceBernstein.

JDVI currently has the higher Sharpe Ratio (1.95 vs 1.53), 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.

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