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JHLN vs. JDVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHLN vs. JDVI - Performance Comparison

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

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Returns By Period

In the year-to-date period, JHLN achieves a 0.64% return, which is significantly lower than JDVI's 9.46% return.


JHLN

1D
-0.15%
1M
0.29%
YTD
0.64%
6M
1.14%
1Y
3Y*
5Y*
10Y*

JDVI

1D
-3.27%
1M
-1.91%
YTD
9.46%
6M
12.49%
1Y
27.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHLN vs. JDVI - Yearly Performance Comparison


Correlation

The correlation between JHLN and JDVI is 0.10, 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 21, 2025

0.10

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Return for Risk

JHLN vs. JDVI — Risk / Return Rank

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

JHLN

JDVI
JDVI Risk / Return Rank: 5050
Overall Rank
JDVI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
JDVI Sortino Ratio Rank: 4949
Sortino Ratio Rank
JDVI Omega Ratio Rank: 5050
Omega Ratio Rank
JDVI Calmar Ratio Rank: 4747
Calmar Ratio Rank
JDVI Martin Ratio Rank: 5151
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.

JHLN vs. JDVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Global Senior Loan ETF (JHLN) and John Hancock Disciplined Value International Select ETF (JDVI). 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.

JHLN vs. JDVI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JHLNJDVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

1.31

-0.28

Drawdowns

JHLN vs. JDVI - Drawdown Comparison

The maximum JHLN drawdown since its inception was -1.46%, smaller than the maximum JDVI drawdown of -14.97%. Use the drawdown chart below to compare losses from any high point for JHLN and JDVI.


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Drawdown Indicators


JHLNJDVIDifference

Max Drawdown

Largest peak-to-trough decline

-1.46%

-14.97%

+13.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

Current Drawdown

Current decline from peak

-0.16%

-3.28%

+3.12%

Average Drawdown

Average peak-to-trough decline

-0.32%

-2.79%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

Volatility

JHLN vs. JDVI - Volatility Comparison


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Volatility by Period


JHLNJDVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.67%

16.70%

-14.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

16.54%

-13.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.67%

16.54%

-13.87%

JHLN vs. JDVI - Expense Ratio Comparison

JHLN has a 0.59% expense ratio, which is lower than JDVI's 0.69% expense ratio.


Dividends

JHLN vs. JDVI - Dividend Comparison

JHLN's dividend yield for the trailing twelve months is around 3.86%, more than JDVI's 2.22% yield.


Frequently Asked Questions


JHLN and JDVI have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JHLN is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JHLN is cheaper with a 0.59% expense ratio, compared with 0.69% for JDVI.

JHLN has the higher dividend yield at 3.86%, compared with 2.22% for JDVI.

JHLN is categorized as Bank Loan, while JDVI is Foreign Large Cap Equities. Their fees differ too: 0.59% for JHLN and 0.69% for JDVI.

Portfolio Optimizer

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