JDVI vs. VEA

Last updated Jun 5, 2026

JDVI (John Hancock Disciplined Value International Select ETF) and VEA (Vanguard FTSE Developed Markets ETF) are both Foreign Large Cap Equities funds. JDVI is actively managed, while VEA is passively managed. Over the past year, JDVI returned 31.39% vs 32.11% for VEA. Their correlation of 0.94 suggests significant overlap in exposure. JDVI charges 0.69%/yr vs 0.03%/yr for VEA.

Performance

JDVI vs. VEA - Performance Comparison

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

Returns By Period

In the year-to-date period, JDVI achieves a 13.16% return, which is significantly lower than VEA's 15.19% return.

JDVI

• 1D: 0.90%
• 1M: 4.18%
• YTD: 13.16%
• 6M: 16.49%
• 1Y: 31.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VEA

• 1D: 0.24%
• 1M: 4.15%
• YTD: 15.19%
• 6M: 18.13%
• 1Y: 32.11%
• 3Y*: 20.11%
• 5Y*: 9.65%
• 10Y*: 10.13%

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

JDVI vs. VEA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JDVI John Hancock Disciplined Value International Select ETF	13.16%	42.97%	0.68%	2.25%
VEA Vanguard FTSE Developed Markets ETF	15.19%	35.16%	3.15%	2.77%

Correlation

The correlation between JDVI and VEA is 0.93, 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	0.93
Correlation (All Time) Calculated using the full available price history since Dec 21, 2023	0.94

The correlation between JDVI and VEA has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

JDVI vs. VEA - Sectors Allocation Comparison

Sectors	JDVI	VEA
Financial Services	22.3%	23.3%
Basic Materials	19.4%	7.5%
Industrials	16.8%	19.2%
Healthcare	15.6%	8.2%
Technology	11.1%	13.8%
Communication Services	5.8%	3.4%
Energy	3.6%	5.4%
Consumer Defensive	3.4%	5.6%
Consumer Cyclical	2.0%	7.5%
Real Estate	-	2.7%
Utilities	-	3.3%

Return for Risk

JDVI vs. VEA — Risk / Return Rank

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

JDVI

JDVI Risk / Return Rank: 55
JDVI Sharpe Ratio Rank: 58
JDVI Sortino Ratio Rank: 56
JDVI Omega Ratio Rank: 56
JDVI Calmar Ratio Rank: 52
JDVI Martin Ratio Rank: 55

VEA

VEA Risk / Return Rank: 61
VEA Sharpe Ratio Rank: 63
VEA Sortino Ratio Rank: 62
VEA Omega Ratio Rank: 63
VEA Calmar Ratio Rank: 57
VEA Martin Ratio Rank: 61

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. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Select ETF (JDVI) and Vanguard FTSE Developed Markets ETF (VEA). 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.

	JDVI	VEA	Difference
Sharpe ratio: Return per unit of total volatility	1.93	2.06	-0.14
Sortino ratio: Return per unit of downside risk	2.62	2.84	-0.22
Omega ratio: Gain probability vs. loss probability	1.34	1.37	-0.03
Calmar ratio: Return relative to maximum drawdown	2.52	2.77	-0.25
Martin ratio: Return relative to average drawdown	9.54	10.82	-1.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JDVI vs. VEA - Sharpe Ratio Comparison

The current JDVI Sharpe Ratio is 1.93, which is comparable to the VEA Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of JDVI and VEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JDVI	VEA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	2.06	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.42	0.25	+1.17

Drawdowns

JDVI vs. VEA - Drawdown Comparison

The maximum JDVI drawdown since its inception was -14.97%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for JDVI and VEA.

Drawdown Indicators

	JDVI	VEA	Difference
Max Drawdown Largest peak-to-trough decline	-14.97%	-60.68%	+45.71%
Max Drawdown (1Y) Largest decline over 1 year	-12.50%	-11.63%	-0.87%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.45%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.71%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.73%	—
Current Drawdown Current decline from peak	-0.00%	-0.66%	+0.66%
Average Drawdown Average peak-to-trough decline	-2.79%	-13.29%	+10.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.30%	2.98%	+0.32%

Volatility

JDVI vs. VEA - Volatility Comparison

John Hancock Disciplined Value International Select ETF (JDVI) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 5.70% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JDVI	VEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.70%	5.49%	+0.21%
Volatility (6M) Calculated over the trailing 6-month period	13.99%	13.32%	+0.67%
Volatility (1Y) Calculated over the trailing 1-year period	16.39%	15.64%	+0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.41%	16.54%	-0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.41%	17.35%	-0.94%

JDVI vs. VEA - Expense Ratio Comparison

JDVI has a 0.69% expense ratio, which is higher than VEA's 0.03% expense ratio.

Dividends

JDVI vs. VEA - Dividend Comparison

JDVI's dividend yield for the trailing twelve months is around 2.14%, less than VEA's 2.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JDVI John Hancock Disciplined Value International Select ETF	2.14%	2.43%	1.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	2.61%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%

Frequently Asked Questions

Can I hold both JDVI and VEA in my portfolio?

With a correlation of 0.93, JDVI and VEA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JDVI or VEA?

JDVI has higher volatility (5.70%) compared to VEA (5.49%). In terms of maximum drawdown, JDVI dropped -14.97% vs VEA's -60.68%.

Which ETF is better, JDVI or VEA?

On 1-year performance, VEA leads with 32.11% vs 31.39% for JDVI. On fees, VEA is cheaper at 0.03% per year. On volatility, VEA has been the lower-risk option at 5.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JDVI or VEA?

Over the 1-year period, VEA has performed better with a 32.11% return vs 31.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JDVI or VEA?

VEA is cheaper with a 0.03% expense ratio, compared with 0.69% for JDVI.

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

VEA has the higher dividend yield at 2.61%, compared with 2.14% for JDVI.

What is the main difference between JDVI and VEA?

They also come from different issuers: John Hancock and Vanguard. Their fees differ too: 0.69% for JDVI and 0.03% for VEA.

Which has better risk-adjusted returns?

VEA currently has the higher Sharpe Ratio (2.06 vs 1.93), 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.