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JICDX vs. JVLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JICDX vs. JVLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Core Bond Fund (JICDX) and John Hancock Funds Disciplined Value Fund (JVLIX). The values are adjusted to include any dividend payments, if applicable.

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JICDX vs. JVLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JICDX
John Hancock Funds II Core Bond Fund
-0.25%5.57%1.42%5.77%-13.68%-2.01%8.40%8.21%-0.54%3.24%
JVLIX
John Hancock Funds Disciplined Value Fund
-0.65%17.48%15.59%13.91%-4.45%29.92%1.59%22.70%-9.75%17.97%

Returns By Period

In the year-to-date period, JICDX achieves a -0.25% return, which is significantly higher than JVLIX's -0.65% return. Over the past 10 years, JICDX has underperformed JVLIX with an annualized return of 1.32%, while JVLIX has yielded a comparatively higher 11.17% annualized return.


JICDX

1D
0.55%
1M
-2.03%
YTD
-0.25%
6M
-0.70%
1Y
2.52%
3Y*
3.06%
5Y*
-0.23%
10Y*
1.32%

JVLIX

1D
-0.69%
1M
-7.74%
YTD
-0.65%
6M
1.88%
1Y
16.72%
3Y*
15.57%
5Y*
10.65%
10Y*
11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JICDX vs. JVLIX - Expense Ratio Comparison

JICDX has a 0.66% expense ratio, which is lower than JVLIX's 0.76% expense ratio.


Return for Risk

JICDX vs. JVLIX — Risk / Return Rank

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

JICDX
JICDX Risk / Return Rank: 3838
Overall Rank
JICDX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JICDX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JICDX Omega Ratio Rank: 2424
Omega Ratio Rank
JICDX Calmar Ratio Rank: 6767
Calmar Ratio Rank
JICDX Martin Ratio Rank: 3939
Martin Ratio Rank

JVLIX
JVLIX Risk / Return Rank: 6161
Overall Rank
JVLIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JVLIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
JVLIX Omega Ratio Rank: 6060
Omega Ratio Rank
JVLIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
JVLIX Martin Ratio Rank: 6666
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.

JICDX vs. JVLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Core Bond Fund (JICDX) and John Hancock Funds Disciplined Value Fund (JVLIX). 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.


JICDXJVLIXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.07

-0.30

Sortino ratio

Return per unit of downside risk

1.09

1.52

-0.44

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

1.57

1.35

+0.21

Martin ratio

Return relative to average drawdown

4.10

6.23

-2.13

JICDX vs. JVLIX - Sharpe Ratio Comparison

The current JICDX Sharpe Ratio is 0.76, which is comparable to the JVLIX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of JICDX and JVLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JICDXJVLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.07

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.62

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.59

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.34

+0.37

Correlation

The correlation between JICDX and JVLIX is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

JICDX vs. JVLIX - Dividend Comparison

JICDX's dividend yield for the trailing twelve months is around 2.79%, less than JVLIX's 6.68% yield.


TTM20252024202320222021202020192018201720162015
JICDX
John Hancock Funds II Core Bond Fund
2.79%2.85%4.25%3.66%2.34%1.74%6.47%3.38%2.69%2.03%2.44%1.72%
JVLIX
John Hancock Funds Disciplined Value Fund
6.68%6.64%13.97%7.22%7.16%14.63%1.57%5.87%10.59%4.60%1.22%3.44%

Drawdowns

JICDX vs. JVLIX - Drawdown Comparison

The maximum JICDX drawdown since its inception was -18.94%, smaller than the maximum JVLIX drawdown of -59.12%. Use the drawdown chart below to compare losses from any high point for JICDX and JVLIX.


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Drawdown Indicators


JICDXJVLIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-59.12%

+40.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-11.86%

+8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-20.48%

+1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

-40.33%

+21.39%

Current Drawdown

Current decline from peak

-4.45%

-7.95%

+3.50%

Average Drawdown

Average peak-to-trough decline

-2.92%

-10.57%

+7.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

2.58%

-1.47%

Volatility

JICDX vs. JVLIX - Volatility Comparison

The current volatility for John Hancock Funds II Core Bond Fund (JICDX) is 1.66%, while John Hancock Funds Disciplined Value Fund (JVLIX) has a volatility of 4.27%. This indicates that JICDX experiences smaller price fluctuations and is considered to be less risky than JVLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JICDXJVLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

4.27%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

9.46%

-6.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.06%

16.65%

-11.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.11%

17.30%

-11.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

18.88%

-13.90%