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JDVL vs. VFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JDVL vs. VFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value Select ETF (JDVL) and Victoryshares Free Cash Flow ETF (VFLO). 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 VFLO's 17.22% return.


JDVL

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

VFLO

1D
-2.95%
1M
7.08%
YTD
17.22%
6M
17.54%
1Y
34.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JDVL vs. VFLO - Yearly Performance Comparison


Correlation

The correlation between JDVL and VFLO is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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Return for Risk

JDVL vs. VFLO — Risk / Return Rank

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

JDVL

VFLO
VFLO Risk / Return Rank: 8282
Overall Rank
VFLO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VFLO Sortino Ratio Rank: 7777
Sortino Ratio Rank
VFLO Omega Ratio Rank: 7272
Omega Ratio Rank
VFLO Calmar Ratio Rank: 9494
Calmar Ratio Rank
VFLO Martin Ratio Rank: 9191
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. VFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value Select ETF (JDVL) and Victoryshares Free Cash Flow ETF (VFLO). 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. VFLO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JDVLVFLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

Sharpe Ratio (All Time)

Calculated using the full available price history

2.09

1.56

+0.54

Drawdowns

JDVL vs. VFLO - Drawdown Comparison

The maximum JDVL drawdown since its inception was -9.17%, smaller than the maximum VFLO drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for JDVL and VFLO.


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Drawdown Indicators


JDVLVFLODifference

Max Drawdown

Largest peak-to-trough decline

-9.17%

-17.79%

+8.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.98%

Current Drawdown

Current decline from peak

-3.31%

-4.42%

+1.11%

Average Drawdown

Average peak-to-trough decline

-1.30%

-2.42%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

Volatility

JDVL vs. VFLO - Volatility Comparison


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Volatility by Period


JDVLVFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

15.29%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

16.01%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.97%

16.01%

-2.04%

JDVL vs. VFLO - Expense Ratio Comparison

JDVL has a 0.56% expense ratio, which is higher than VFLO's 0.39% expense ratio.


Dividends

JDVL vs. VFLO - Dividend Comparison

JDVL's dividend yield for the trailing twelve months is around 1.52%, more than VFLO's 1.22% yield.


PositionTTM202520242023
JDVL
John Hancock Disciplined Value Select ETF
1.52%1.71%0.00%0.00%
VFLO
Victoryshares Free Cash Flow ETF
1.22%1.60%1.20%0.71%

Frequently Asked Questions


JDVL and VFLO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VFLO is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VFLO is cheaper with a 0.39% expense ratio, compared with 0.56% for JDVL.

JDVL has the higher dividend yield at 1.52%, compared with 1.22% for VFLO.

They also come from different issuers: John Hancock and Victory. Their fees differ too: 0.56% for JDVL and 0.39% for VFLO.

Portfolio Optimizer

Find the right allocation for JDVL and VFLO

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