JDVI vs. VEA
Compare and contrast key facts about John Hancock Disciplined Value International Select ETF (JDVI) and Vanguard FTSE Developed Markets ETF (VEA).
JDVI and VEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JDVI is an actively managed fund by John Hancock. It was launched on Dec 19, 2023. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
JDVI vs. VEA - Performance Comparison
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JDVI vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JDVI John Hancock Disciplined Value International Select ETF | 2.69% | 42.97% | 0.68% | 2.25% |
VEA Vanguard FTSE Developed Markets ETF | 2.75% | 35.16% | 3.15% | 2.77% |
Returns By Period
The year-to-date returns for both investments are quite close, with JDVI having a 2.69% return and VEA slightly higher at 2.75%.
JDVI
- 1D
- 3.70%
- 1M
- -8.44%
- YTD
- 2.69%
- 6M
- 9.50%
- 1Y
- 33.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VEA
- 1D
- 3.30%
- 1M
- -8.61%
- YTD
- 2.75%
- 6M
- 8.94%
- 1Y
- 30.06%
- 3Y*
- 16.07%
- 5Y*
- 8.57%
- 10Y*
- 9.37%
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JDVI vs. VEA - Expense Ratio Comparison
JDVI has a 0.69% expense ratio, which is higher than VEA's 0.03% expense ratio.
Return for Risk
JDVI vs. VEA — Risk / Return Rank
JDVI
VEA
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 ratioReturn per unit of total volatility | 1.81 | 1.72 | +0.10 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.35 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.50 | +0.11 |
Martin ratioReturn relative to average drawdown | 10.02 | 9.82 | +0.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JDVI | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.72 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.22 | +1.03 |
Correlation
The correlation between JDVI and VEA is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JDVI vs. VEA - Dividend Comparison
JDVI's dividend yield for the trailing twelve months is around 2.36%, less than VEA's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDVI John Hancock Disciplined Value International Select ETF | 2.36% | 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 | 2.93% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
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.
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Drawdown Indicators
| JDVI | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (5Y)Largest decline over 5 years | — | -29.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.73% | — |
Current DrawdownCurrent decline from peak | -8.97% | -8.71% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -2.77% | -13.40% | +10.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.96% | +0.29% |
Volatility
JDVI vs. VEA - Volatility Comparison
John Hancock Disciplined Value International Select ETF (JDVI) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 8.45% and 8.41%, 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.
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Volatility by Period
| JDVI | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.45% | 8.41% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.25% | 11.57% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.49% | 17.62% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 16.30% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 17.26% | -1.21% |