JDVI vs. JHDV
JDVI (John Hancock Disciplined Value International Select ETF) and JHDV (John Hancock U.S. High Dividend ETF) are both exchange-traded funds - JDVI is a Foreign Large Cap Equities fund actively managed by John Hancock, while JHDV is a Large Cap Value Equities fund actively managed by John Hancock. Both are actively managed. Over the past year, JDVI returned 31.46% vs 26.40% for JHDV. Their 0.68 correlation means they have sometimes moved together and sometimes differently. JDVI charges 0.69%/yr vs 0.34%/yr for JHDV.
Performance
JDVI vs. JHDV - Performance Comparison
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Returns By Period
In the year-to-date period, JDVI achieves a 12.32% return, which is significantly lower than JHDV's 18.19% return.
JDVI
- 1D
- -0.35%
- 1M
- 1.08%
- 6M
- 5.91%
- YTD
- 12.32%
- 1Y
- 31.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.58%
JHDV
- 1D
- 0.01%
- 1M
- 0.38%
- 6M
- 13.52%
- YTD
- 18.19%
- 1Y
- 26.40%
- 3Y*
- 19.16%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.34M | $2.51M | $999.99K | |
| $9.40K | $15.63K | $31.49K |
JDVI vs. JHDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JDVI John Hancock Disciplined Value International Select ETF | 12.32% | 42.97% | 0.68% | 0.84% |
JHDV John Hancock U.S. High Dividend ETF | 18.19% | 14.76% | 20.25% | -0.10% |
Correlation
The correlation between JDVI and JHDV is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2023 | 0.68 |
The correlation between JDVI and JHDV has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.
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Return for Risk
JDVI vs. JHDV — Risk / Return Rank
JDVI
JHDV
JDVI vs. JHDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Select ETF (JDVI) and John Hancock U.S. High Dividend ETF (JHDV). 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 | JHDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.07 | -0.64 |
| Martin ratioReturn relative to average drawdown | 8.93 | 12.25 | -3.32 |
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Drawdowns
JDVI vs. JHDV - Drawdown Comparison
The maximum JDVI drawdown since its inception was -14.97%, smaller than the maximum JHDV drawdown of -18.97%. Use the drawdown chart below to compare losses from any high point for JDVI and JHDV.
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Drawdown Indicators
| JDVI | JHDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.97% | -18.97% | +4.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -8.26% | -4.24% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.97% | — |
Current DrawdownCurrent decline from peak | -0.75% | -1.51% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -2.57% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.07% | +1.34% |
Volatility
JDVI vs. JHDV - Volatility Comparison
John Hancock Disciplined Value International Select ETF (JDVI) has a higher volatility of 5.72% compared to John Hancock U.S. High Dividend ETF (JHDV) at 3.39%. This indicates that JDVI's price experiences larger fluctuations and is considered to be riskier than JHDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDVI | JHDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 3.39% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 15.42% | 9.75% | +5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 12.47% | +5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.66% | 15.59% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 15.59% | +1.07% |
JDVI vs. JHDV - Expense Ratio Comparison
JDVI has a 0.69% expense ratio, which is higher than JHDV's 0.34% expense ratio.
Dividends
JDVI vs. JHDV - Dividend Comparison
JDVI's dividend yield for the trailing twelve months is around 2.16%, more than JHDV's 2.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JDVI John Hancock Disciplined Value International Select ETF | 2.16% | 2.43% | 1.87% | 0.00% | 0.00% |
JHDV John Hancock U.S. High Dividend ETF | 2.06% | 2.40% | 2.50% | 2.77% | 0.85% |
Frequently Asked Questions
JDVI and JHDV have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JDVI has higher volatility (5.72%) compared to JHDV (3.39%). In terms of maximum drawdown, JDVI dropped -14.97% vs JHDV's -18.97%.
On 1-year performance, JDVI leads with 31.46% vs 26.40% for JHDV. On fees, JHDV is cheaper at 0.34% per year. On volatility, JHDV has been the lower-risk option at 3.39%. 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 31.46% return vs 26.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JHDV is cheaper with a 0.34% expense ratio, compared with 0.69% for JDVI.
JDVI has the higher dividend yield at 2.16%, compared with 2.06% for JHDV.
JDVI is categorized as Foreign Large Cap Equities, while JHDV is Large Cap Value Equities. Their fees differ too: 0.69% for JDVI and 0.34% for JHDV.
JHDV currently has the higher Sharpe Ratio (2.04 vs 1.74), 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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