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JHCR vs. JDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHCR vs. JDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Core Bond ETF (JHCR) and John Hancock Disciplined Value Select ETF (JDVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JHCR achieves a 0.96% return, which is significantly lower than JDVL's 17.66% return.


JHCR

1D
0.14%
1M
0.75%
YTD
0.96%
6M
1.16%
1Y
5.67%
3Y*
5Y*
10Y*

JDVL

1D
0.77%
1M
6.35%
YTD
17.66%
6M
16.76%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHCR vs. JDVL - Yearly Performance Comparison


Correlation

The correlation between JHCR and JDVL is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 6, 2025

0.30

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Return for Risk

JHCR vs. JDVL — Risk / Return Rank

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

JHCR
JHCR Risk / Return Rank: 4040
Overall Rank
JHCR Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JHCR Sortino Ratio Rank: 4242
Sortino Ratio Rank
JHCR Omega Ratio Rank: 3838
Omega Ratio Rank
JHCR Calmar Ratio Rank: 4242
Calmar Ratio Rank
JHCR Martin Ratio Rank: 3838
Martin Ratio Rank

JDVL

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

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.

JHCR vs. JDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Core Bond ETF (JHCR) and John Hancock Disciplined Value Select ETF (JDVL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JHCRJDVLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.00

Martin ratioReturn relative to average drawdown

5.77

JHCR vs. JDVL - Sharpe Ratio Comparison


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Drawdowns

JHCR vs. JDVL - Drawdown Comparison

The maximum JHCR drawdown since its inception was -2.85%, smaller than the maximum JDVL drawdown of -9.17%. Use the drawdown chart below to compare losses from any high point for JHCR and JDVL.


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Drawdown Indicators


JHCRJDVLDifference

Max Drawdown

Largest peak-to-trough decline

-2.85%

-9.17%

+6.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

Current Drawdown

Current decline from peak

-0.99%

0.00%

-0.99%

Average Drawdown

Average peak-to-trough decline

-0.84%

-1.29%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

Volatility

JHCR vs. JDVL - Volatility Comparison


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Volatility by Period


JHCRJDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

14.28%

-10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

14.28%

-9.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

14.28%

-9.55%

JHCR vs. JDVL - Expense Ratio Comparison

JHCR has a 0.29% expense ratio, which is lower than JDVL's 0.56% expense ratio.


Dividends

JHCR vs. JDVL - Dividend Comparison

JHCR's dividend yield for the trailing twelve months is around 4.21%, more than JDVL's 1.45% yield.


PositionTTM20252024
JDVL
John Hancock Disciplined Value Select ETF
1.45%1.71%0.00%
JHCR
John Hancock Core Bond ETF
4.21%4.65%0.20%

Frequently Asked Questions


JHCR and JDVL have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JHCR is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JHCR is cheaper with a 0.29% expense ratio, compared with 0.56% for JDVL.

JHCR has the higher dividend yield at 4.21%, compared with 1.45% for JDVL.

JHCR is categorized as Intermediate Core Bond, while JDVL is Large Cap Value Equities. Their fees differ too: 0.29% for JHCR and 0.56% for JDVL.

Portfolio Optimizer

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