JDVI vs. IFLO

Last updated Jul 15, 2026

JDVI (John Hancock Disciplined Value International Select ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, JDVI returned 24.82% vs 31.49% for IFLO. Their correlation of 0.87 suggests significant overlap in exposure. JDVI charges 0.69%/yr vs 0.56%/yr for IFLO.

Performance

JDVI vs. IFLO - Performance Comparison

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

Returns By Period

In the year-to-date period, JDVI achieves a 9.97% return, which is significantly lower than IFLO's 18.83% return.

JDVI

• 1D: 0.46%
• 1M: -0.87%
• 6M: 6.59%
• YTD: 9.97%
• 1Y: 24.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IFLO

• 1D: 0.42%
• 1M: -0.45%
• 6M: 15.93%
• YTD: 18.83%
• 1Y: 31.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JDVI vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
JDVI John Hancock Disciplined Value International Select ETF	9.97%	15.09%
IFLO VictoryShares International Free Cash Flow ETF	18.83%	13.12%

Correlation

The correlation between JDVI and IFLO 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 Jun 26, 2025	0.87

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

JDVI vs. IFLO - Sectors Allocation Comparison

Sectors	JDVI	IFLO
Financial Services	14.7%	1.1%
Technology	9.9%	21.5%
Healthcare	7.9%	11.7%
Industrials	7.9%	18.1%
Consumer Defensive	6.3%	2.8%
Basic Materials	4.1%	11.3%
Communication Services	3.7%	6.7%
Consumer Cyclical	3.6%	13.8%
Energy	1.8%	12.1%
Real Estate	-	0.0%
Utilities	-	1.0%

Return for Risk

JDVI vs. IFLO — Risk / Return Rank

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

JDVI

JDVI Risk / Return Rank: 51
JDVI Sharpe Ratio Rank: 52
JDVI Sortino Ratio Rank: 51
JDVI Omega Ratio Rank: 52
JDVI Calmar Ratio Rank: 49
JDVI Martin Ratio Rank: 53

IFLO

IFLO Risk / Return Rank: 88
IFLO Sharpe Ratio Rank: 85
IFLO Sortino Ratio Rank: 87
IFLO Omega Ratio Rank: 82
IFLO Calmar Ratio Rank: 93
IFLO Martin Ratio Rank: 91

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. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Select ETF (JDVI) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

	JDVI	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	1.45	2.16	-0.71
Sortino ratio: Return per unit of downside risk	2.02	3.13	-1.10
Omega ratio: Gain probability vs. loss probability	1.26	1.39	-0.12
Calmar ratio: Return relative to maximum drawdown	1.99	4.91	-2.92
Martin ratio: Return relative to average drawdown	7.29	16.57	-9.29

JDVI vs. IFLO - Sharpe Ratio Comparison

The current JDVI Sharpe Ratio is 1.45, which is lower than the IFLO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of JDVI and IFLO, 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

JDVI vs. IFLO - Drawdown Comparison

The maximum JDVI drawdown since its inception was -14.97%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for JDVI and IFLO.

Drawdown Indicators

	JDVI	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-14.97%	-6.44%	-8.53%
Max Drawdown (1Y) Largest decline over 1 year	-12.50%	-6.44%	-6.06%
Current Drawdown Current decline from peak	-2.82%	-1.80%	-1.02%
Average Drawdown Average peak-to-trough decline	-2.78%	-1.29%	-1.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	1.92%	+1.50%

Volatility

JDVI vs. IFLO - Volatility Comparison

John Hancock Disciplined Value International Select ETF (JDVI) has a higher volatility of 4.04% compared to VictoryShares International Free Cash Flow ETF (IFLO) at 3.54%. This indicates that JDVI's price experiences larger fluctuations and is considered to be riskier than IFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JDVI	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.04%	3.54%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	14.99%	12.03%	+2.96%
Volatility (1Y) Calculated over the trailing 1-year period	17.20%	14.68%	+2.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.56%	14.58%	+1.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.56%	14.58%	+1.98%

JDVI vs. IFLO - Expense Ratio Comparison

JDVI has a 0.69% expense ratio, which is higher than IFLO's 0.56% expense ratio.

Dividends

JDVI vs. IFLO - Dividend Comparison

JDVI's dividend yield for the trailing twelve months is around 2.21%, more than IFLO's 1.57% yield.

Position	TTM	2025	2024
IFLO VictoryShares International Free Cash Flow ETF	1.57%	0.73%	0.00%
JDVI John Hancock Disciplined Value International Select ETF	2.21%	2.43%	1.87%

Frequently Asked Questions

Can I hold both JDVI and IFLO in my portfolio?

JDVI and IFLO 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.

Which is riskier, JDVI or IFLO?

JDVI has higher volatility (4.04%) compared to IFLO (3.54%). In terms of maximum drawdown, JDVI dropped -14.97% vs IFLO's -6.44%.

Which ETF is better, JDVI or IFLO?

On 1-year performance, IFLO leads with 31.49% vs 24.82% for JDVI. On fees, IFLO is cheaper at 0.56% per year. On volatility, IFLO has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JDVI or IFLO?

Over the 1-year period, IFLO has performed better with a 31.49% return vs 24.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JDVI or IFLO?

IFLO is cheaper with a 0.56% expense ratio, compared with 0.69% for JDVI.

Which ETF pays a higher dividend yield, JDVI or IFLO?

JDVI has the higher dividend yield at 2.21%, compared with 1.57% for IFLO.

What is the main difference between JDVI and IFLO?

They also come from different issuers: John Hancock and VictoryShares. Their fees differ too: 0.69% for JDVI and 0.56% for IFLO.

Which has better risk-adjusted returns?

IFLO currently has the higher Sharpe Ratio (2.16 vs 1.45), 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.