PortfoliosLab logoPortfoliosLab logo
JDVI vs. JHLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JDVI vs. JHLN - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, JDVI achieves a 10.84% return, which is significantly higher than JHLN's 0.81% return.


JDVI

1D
-0.31%
1M
0.29%
YTD
10.84%
6M
11.64%
1Y
29.26%
3Y*
5Y*
10Y*

JHLN

1D
0.04%
1M
0.32%
YTD
0.81%
6M
1.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JDVI vs. JHLN - Yearly Performance Comparison


Correlation

The correlation between JDVI and JHLN is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.11

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JDVI vs. JHLN — Risk / Return Rank

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

JDVI
JDVI Risk / Return Rank: 5151
Overall Rank
JDVI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
JDVI Sortino Ratio Rank: 5050
Sortino Ratio Rank
JDVI Omega Ratio Rank: 5151
Omega Ratio Rank
JDVI Calmar Ratio Rank: 4949
Calmar Ratio Rank
JDVI Martin Ratio Rank: 5252
Martin Ratio Rank

JHLN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. JHLN - 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 Global Senior Loan ETF (JHLN). 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.


JDVIJHLNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.35

Martin ratioReturn relative to average drawdown

8.77

JDVI vs. JHLN - Sharpe Ratio Comparison


Loading charts...

Drawdowns

JDVI vs. JHLN - Drawdown Comparison

The maximum JDVI drawdown since its inception was -14.97%, which is greater than JHLN's maximum drawdown of -1.46%. Use the drawdown chart below to compare losses from any high point for JDVI and JHLN.


Loading charts...

Drawdown Indicators


JDVIJHLNDifference

Max Drawdown

Largest peak-to-trough decline

-14.97%

-1.46%

-13.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

Current Drawdown

Current decline from peak

-2.06%

0.00%

-2.06%

Average Drawdown

Average peak-to-trough decline

-2.78%

-0.31%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

Volatility

JDVI vs. JHLN - Volatility Comparison


Loading charts...

Volatility by Period


JDVIJHLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

2.62%

+14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

2.62%

+13.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

2.62%

+13.96%

JDVI vs. JHLN - Expense Ratio Comparison

JDVI has a 0.69% expense ratio, which is higher than JHLN's 0.59% expense ratio.


Dividends

JDVI vs. JHLN - Dividend Comparison

JDVI's dividend yield for the trailing twelve months is around 2.19%, less than JHLN's 3.85% yield.


Frequently Asked Questions


JDVI and JHLN have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JHLN is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JHLN is cheaper with a 0.59% expense ratio, compared with 0.69% for JDVI.

JHLN has the higher dividend yield at 3.85%, compared with 2.19% for JDVI.

JDVI is categorized as Foreign Large Cap Equities, while JHLN is Bank Loan. Their fees differ too: 0.69% for JDVI and 0.59% for JHLN.

Portfolio Optimizer

Find the right allocation for JDVI and JHLN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer