JGEFX vs. JVMIX
Compare and contrast key facts about John Hancock Funds Global Equity Fund (JGEFX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
JGEFX is managed by John Hancock. It was launched on May 15, 2013. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Performance
JGEFX vs. JVMIX - Performance Comparison
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JGEFX vs. JVMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGEFX John Hancock Funds Global Equity Fund | -0.08% | 18.17% | 10.48% | 19.65% | -14.81% | 20.99% | 7.91% | 30.24% | -10.17% | 14.81% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 1.16% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 15.10% |
Returns By Period
In the year-to-date period, JGEFX achieves a -0.08% return, which is significantly lower than JVMIX's 1.16% return. Over the past 10 years, JGEFX has underperformed JVMIX with an annualized return of 9.45%, while JVMIX has yielded a comparatively higher 10.12% annualized return.
JGEFX
- 1D
- 2.50%
- 1M
- -7.09%
- YTD
- -0.08%
- 6M
- 3.63%
- 1Y
- 15.41%
- 3Y*
- 14.08%
- 5Y*
- 8.45%
- 10Y*
- 9.45%
JVMIX
- 1D
- 1.79%
- 1M
- -6.68%
- YTD
- 1.16%
- 6M
- 0.63%
- 1Y
- 13.98%
- 3Y*
- 12.68%
- 5Y*
- 8.23%
- 10Y*
- 10.12%
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JGEFX vs. JVMIX - Expense Ratio Comparison
JGEFX has a 0.98% expense ratio, which is higher than JVMIX's 0.87% expense ratio.
Return for Risk
JGEFX vs. JVMIX — Risk / Return Rank
JGEFX
JVMIX
JGEFX vs. JVMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Global Equity Fund (JGEFX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). 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.
| JGEFX | JVMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.80 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.25 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.16 | +0.18 |
Martin ratioReturn relative to average drawdown | 5.31 | 4.73 | +0.58 |
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
| JGEFX | JVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.80 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.45 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.50 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.29 | +0.24 |
Correlation
The correlation between JGEFX and JVMIX is 0.84, 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
JGEFX vs. JVMIX - Dividend Comparison
JGEFX's dividend yield for the trailing twelve months is around 8.46%, less than JVMIX's 9.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGEFX John Hancock Funds Global Equity Fund | 8.46% | 8.45% | 13.64% | 2.91% | 7.20% | 21.44% | 2.21% | 2.33% | 7.64% | 7.03% | 1.83% | 2.00% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 9.13% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Drawdowns
JGEFX vs. JVMIX - Drawdown Comparison
The maximum JGEFX drawdown since its inception was -32.96%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JGEFX and JVMIX.
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Drawdown Indicators
| JGEFX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.96% | -67.04% | +34.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -13.22% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.85% | -21.13% | -3.72% |
Max Drawdown (10Y)Largest decline over 10 years | -32.96% | -42.64% | +9.68% |
Current DrawdownCurrent decline from peak | -7.96% | -6.93% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -13.43% | +8.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 3.23% | -0.27% |
Volatility
JGEFX vs. JVMIX - Volatility Comparison
John Hancock Funds Global Equity Fund (JGEFX) has a higher volatility of 5.69% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 4.40%. This indicates that JGEFX's price experiences larger fluctuations and is considered to be riskier than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGEFX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 4.40% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 9.77% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 18.11% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 18.44% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 20.31% | -4.54% |