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JDVI vs. JHPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JDVI vs. JHPI - 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 Preferred Income ETF (JHPI). The values are adjusted to include any dividend payments, if applicable.

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JDVI vs. JHPI - Yearly Performance Comparison


2026 (YTD)202520242023
JDVI
John Hancock Disciplined Value International Select ETF
2.69%42.97%0.68%2.25%
JHPI
John Hancock Preferred Income ETF
-0.26%7.37%10.54%0.77%

Returns By Period

In the year-to-date period, JDVI achieves a 2.69% return, which is significantly higher than JHPI's -0.26% return.


JDVI

1D
3.70%
1M
-8.44%
YTD
2.69%
6M
9.50%
1Y
33.37%
3Y*
5Y*
10Y*

JHPI

1D
0.27%
1M
-2.03%
YTD
-0.26%
6M
0.31%
1Y
6.56%
3Y*
8.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JDVI vs. JHPI - Expense Ratio Comparison

JDVI has a 0.69% expense ratio, which is higher than JHPI's 0.54% expense ratio.


Return for Risk

JDVI vs. JHPI — Risk / Return Rank

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

JDVI
JDVI Risk / Return Rank: 8686
Overall Rank
JDVI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
JDVI Sortino Ratio Rank: 8787
Sortino Ratio Rank
JDVI Omega Ratio Rank: 8787
Omega Ratio Rank
JDVI Calmar Ratio Rank: 8585
Calmar Ratio Rank
JDVI Martin Ratio Rank: 8484
Martin Ratio Rank

JHPI
JHPI Risk / Return Rank: 7979
Overall Rank
JHPI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
JHPI Sortino Ratio Rank: 8383
Sortino Ratio Rank
JHPI Omega Ratio Rank: 8484
Omega Ratio Rank
JHPI Calmar Ratio Rank: 7777
Calmar Ratio Rank
JHPI Martin Ratio Rank: 6868
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. JHPI - 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 Preferred Income ETF (JHPI). 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.


JDVIJHPIDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.67

+0.15

Sortino ratio

Return per unit of downside risk

2.41

2.21

+0.20

Omega ratio

Gain probability vs. loss probability

1.36

1.33

+0.03

Calmar ratio

Return relative to maximum drawdown

2.60

2.09

+0.52

Martin ratio

Return relative to average drawdown

10.02

6.90

+3.11

JDVI vs. JHPI - Sharpe Ratio Comparison

The current JDVI Sharpe Ratio is 1.81, which is comparable to the JHPI Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of JDVI and JHPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JDVIJHPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.67

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.54

+0.71

Correlation

The correlation between JDVI and JHPI is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JDVI vs. JHPI - Dividend Comparison

JDVI's dividend yield for the trailing twelve months is around 2.36%, less than JHPI's 5.66% yield.


TTM20252024202320222021
JDVI
John Hancock Disciplined Value International Select ETF
2.36%2.43%1.87%0.00%0.00%0.00%
JHPI
John Hancock Preferred Income ETF
5.66%5.73%6.32%6.44%6.27%0.24%

Drawdowns

JDVI vs. JHPI - Drawdown Comparison

The maximum JDVI drawdown since its inception was -14.97%, which is greater than JHPI's maximum drawdown of -13.45%. Use the drawdown chart below to compare losses from any high point for JDVI and JHPI.


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Drawdown Indicators


JDVIJHPIDifference

Max Drawdown

Largest peak-to-trough decline

-14.97%

-13.45%

-1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-3.08%

-9.42%

Current Drawdown

Current decline from peak

-8.97%

-2.64%

-6.33%

Average Drawdown

Average peak-to-trough decline

-2.77%

-3.87%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

0.93%

+2.32%

Volatility

JDVI vs. JHPI - Volatility Comparison

John Hancock Disciplined Value International Select ETF (JDVI) has a higher volatility of 8.45% compared to John Hancock Preferred Income ETF (JHPI) at 1.51%. This indicates that JDVI's price experiences larger fluctuations and is considered to be riskier than JHPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDVIJHPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

1.51%

+6.94%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

2.54%

+9.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

3.96%

+14.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

6.39%

+9.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

6.39%

+9.66%