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JDVL vs. SEIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JDVL vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value Select ETF (JDVL) and SEI Enhanced US Large Cap Value Factor ETF (SEIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JDVL achieves a 12.39% return, which is significantly lower than SEIV's 15.69% return.


JDVL

1D
-3.31%
1M
1.71%
YTD
12.39%
6M
13.57%
1Y
3Y*
5Y*
10Y*

SEIV

1D
-2.15%
1M
5.54%
YTD
15.69%
6M
18.06%
1Y
40.69%
3Y*
26.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JDVL vs. SEIV - Yearly Performance Comparison


Correlation

The correlation between JDVL and SEIV is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 7, 2025

0.82

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Return for Risk

JDVL vs. SEIV — Risk / Return Rank

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

JDVL

SEIV
SEIV Risk / Return Rank: 9393
Overall Rank
SEIV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SEIV Sortino Ratio Rank: 9494
Sortino Ratio Rank
SEIV Omega Ratio Rank: 9292
Omega Ratio Rank
SEIV Calmar Ratio Rank: 9292
Calmar Ratio Rank
SEIV Martin Ratio Rank: 9494
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.

JDVL vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value Select ETF (JDVL) and SEI Enhanced US Large Cap Value Factor ETF (SEIV). 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.


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

JDVL vs. SEIV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JDVLSEIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.38

Sharpe Ratio (All Time)

Calculated using the full available price history

2.09

1.19

+0.91

Drawdowns

JDVL vs. SEIV - Drawdown Comparison

The maximum JDVL drawdown since its inception was -9.17%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for JDVL and SEIV.


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Drawdown Indicators


JDVLSEIVDifference

Max Drawdown

Largest peak-to-trough decline

-9.17%

-18.18%

+9.01%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

Max Drawdown (3Y)

Largest decline over 3 years

-17.71%

Current Drawdown

Current decline from peak

-3.31%

-3.02%

-0.29%

Average Drawdown

Average peak-to-trough decline

-1.30%

-3.47%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

Volatility

JDVL vs. SEIV - Volatility Comparison


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Volatility by Period


JDVLSEIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

12.67%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

16.70%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.97%

16.70%

-2.73%

JDVL vs. SEIV - Expense Ratio Comparison

JDVL has a 0.56% expense ratio, which is higher than SEIV's 0.15% expense ratio.


Dividends

JDVL vs. SEIV - Dividend Comparison

JDVL's dividend yield for the trailing twelve months is around 1.52%, more than SEIV's 1.37% yield.


PositionTTM2025202420232022
JDVL
John Hancock Disciplined Value Select ETF
1.52%1.71%0.00%0.00%0.00%
SEIV
SEI Enhanced US Large Cap Value Factor ETF
1.37%1.51%1.66%2.08%1.63%

Frequently Asked Questions


JDVL and SEIV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SEIV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEIV is cheaper with a 0.15% expense ratio, compared with 0.56% for JDVL.

JDVL has the higher dividend yield at 1.52%, compared with 1.37% for SEIV.

They also come from different issuers: John Hancock and SEI. Their fees differ too: 0.56% for JDVL and 0.15% for SEIV.

Portfolio Optimizer

Find the right allocation for JDVL and SEIV

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