Correlation
The correlation between JSCBX and SDVY is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
JSCBX vs. SDVY
Compare and contrast key facts about John Hancock Funds II Small Cap Value Fund (JSCBX) and First Trust SMID Cap Rising Dividend Achievers ETF (SDVY).
JSCBX is managed by John Hancock. It was launched on Dec 16, 2008. SDVY is a passively managed fund by First Trust that tracks the performance of the NASDAQ US Small Mid Cap Rising Dividend Achievers™ Index. It was launched on Nov 1, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JSCBX or SDVY.
Performance
JSCBX vs. SDVY - Performance Comparison
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Key characteristics
JSCBX:
-1.21
SDVY:
0.12
JSCBX:
-1.50
SDVY:
0.34
JSCBX:
0.66
SDVY:
1.04
JSCBX:
-0.75
SDVY:
0.10
JSCBX:
-2.97
SDVY:
0.27
JSCBX:
16.42%
SDVY:
9.91%
JSCBX:
41.12%
SDVY:
23.65%
JSCBX:
-65.40%
SDVY:
-44.70%
JSCBX:
-65.40%
SDVY:
-13.97%
Returns By Period
In the year-to-date period, JSCBX achieves a -47.47% return, which is significantly lower than SDVY's -3.69% return.
JSCBX
-47.47%
-9.18%
-54.94%
-49.00%
-23.70%
-9.15%
-7.29%
SDVY
-3.69%
5.20%
-13.16%
1.79%
10.69%
16.98%
N/A
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JSCBX vs. SDVY - Expense Ratio Comparison
JSCBX has a 1.16% expense ratio, which is higher than SDVY's 0.60% expense ratio.
Risk-Adjusted Performance
JSCBX vs. SDVY — Risk-Adjusted Performance Rank
JSCBX
SDVY
JSCBX vs. SDVY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Small Cap Value Fund (JSCBX) and First Trust SMID Cap Rising Dividend Achievers ETF (SDVY). 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.
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Dividends
JSCBX vs. SDVY - Dividend Comparison
JSCBX's dividend yield for the trailing twelve months is around 1.61%, less than SDVY's 1.83% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSCBX John Hancock Funds II Small Cap Value Fund | 1.61% | 0.71% | 0.12% | 0.05% | 0.46% | 0.30% | 0.81% | 4.95% | 5.65% | 4.84% | 4.81% | 5.04% |
SDVY First Trust SMID Cap Rising Dividend Achievers ETF | 1.83% | 1.60% | 1.90% | 2.28% | 1.09% | 1.48% | 1.70% | 1.57% | 0.29% | 0.00% | 0.00% | 0.00% |
Drawdowns
JSCBX vs. SDVY - Drawdown Comparison
The maximum JSCBX drawdown since its inception was -65.40%, which is greater than SDVY's maximum drawdown of -44.70%. Use the drawdown chart below to compare losses from any high point for JSCBX and SDVY.
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Volatility
JSCBX vs. SDVY - Volatility Comparison
John Hancock Funds II Small Cap Value Fund (JSCBX) has a higher volatility of 40.88% compared to First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) at 6.15%. This indicates that JSCBX's price experiences larger fluctuations and is considered to be riskier than SDVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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