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JDVI vs. VIDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JDVI vs. VIDI - Performance Comparison

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

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JDVI vs. VIDI - Yearly Performance Comparison


2026 (YTD)202520242023
JDVI
John Hancock Disciplined Value International Select ETF
4.81%42.97%0.68%2.25%
VIDI
Vident International Equity Fund
8.20%41.83%6.03%3.29%

Returns By Period

In the year-to-date period, JDVI achieves a 4.81% return, which is significantly lower than VIDI's 8.20% return.


JDVI

1D
2.06%
1M
-5.26%
YTD
4.81%
6M
11.49%
1Y
36.30%
3Y*
5Y*
10Y*

VIDI

1D
0.80%
1M
-4.59%
YTD
8.20%
6M
15.18%
1Y
45.72%
3Y*
22.22%
5Y*
10.90%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JDVI vs. VIDI - Expense Ratio Comparison

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


Return for Risk

JDVI vs. VIDI — Risk / Return Rank

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

JDVI
JDVI Risk / Return Rank: 8787
Overall Rank
JDVI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
JDVI Sortino Ratio Rank: 8888
Sortino Ratio Rank
JDVI Omega Ratio Rank: 8989
Omega Ratio Rank
JDVI Calmar Ratio Rank: 8585
Calmar Ratio Rank
JDVI Martin Ratio Rank: 8585
Martin Ratio Rank

VIDI
VIDI Risk / Return Rank: 9595
Overall Rank
VIDI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 9696
Sortino Ratio Rank
VIDI Omega Ratio Rank: 9696
Omega Ratio Rank
VIDI Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIDI Martin Ratio Rank: 9595
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. VIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Select ETF (JDVI) and Vident International Equity Fund (VIDI). 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.


JDVIVIDIDifference

Sharpe ratio

Return per unit of total volatility

1.96

2.67

-0.70

Sortino ratio

Return per unit of downside risk

2.58

3.39

-0.81

Omega ratio

Gain probability vs. loss probability

1.39

1.54

-0.15

Calmar ratio

Return relative to maximum drawdown

2.89

3.73

-0.84

Martin ratio

Return relative to average drawdown

11.02

16.32

-5.30

JDVI vs. VIDI - Sharpe Ratio Comparison

The current JDVI Sharpe Ratio is 1.96, which is comparable to the VIDI Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of JDVI and VIDI, 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


JDVIVIDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

2.67

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

0.38

+0.94

Correlation

The correlation between JDVI and VIDI is 0.85, 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. VIDI - Dividend Comparison

JDVI's dividend yield for the trailing twelve months is around 2.32%, less than VIDI's 4.10% yield.


TTM20252024202320222021202020192018201720162015
JDVI
John Hancock Disciplined Value International Select ETF
2.32%2.43%1.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIDI
Vident International Equity Fund
4.10%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Drawdowns

JDVI vs. VIDI - Drawdown Comparison

The maximum JDVI drawdown since its inception was -14.97%, smaller than the maximum VIDI drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for JDVI and VIDI.


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Drawdown Indicators


JDVIVIDIDifference

Max Drawdown

Largest peak-to-trough decline

-14.97%

-48.39%

+33.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-12.48%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.00%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

Current Drawdown

Current decline from peak

-7.09%

-6.20%

-0.89%

Average Drawdown

Average peak-to-trough decline

-2.78%

-10.51%

+7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.85%

+0.43%

Volatility

JDVI vs. VIDI - Volatility Comparison

John Hancock Disciplined Value International Select ETF (JDVI) has a higher volatility of 7.89% compared to Vident International Equity Fund (VIDI) at 7.06%. This indicates that JDVI's price experiences larger fluctuations and is considered to be riskier than VIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDVIVIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

7.06%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

11.16%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

17.24%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

15.83%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

17.99%

-1.90%