JSGIX vs. JVMIX
JSGIX (John Hancock Funds III U.S. Growth Fund) and JVMIX (John Hancock Funds Disciplined Value Mid Cap Fund Class I) are both mutual funds - JSGIX is a Large Cap Growth Equities fund managed by John Hancock, while JVMIX is a Mid Cap Value Equities fund managed by John Hancock. Over the past 10 years, JSGIX returned 16.24%/yr vs 10.75%/yr for JVMIX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. JSGIX charges 0.71%/yr vs 0.87%/yr for JVMIX.
Performance
JSGIX vs. JVMIX - Performance Comparison
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Returns By Period
In the year-to-date period, JSGIX achieves a -0.86% return, which is significantly lower than JVMIX's 14.20% return. Over the past 10 years, JSGIX has outperformed JVMIX with an annualized return of 16.24%, while JVMIX has yielded a comparatively lower 10.75% annualized return.
JSGIX
- 1D
- 1.84%
- 1M
- -3.33%
- 6M
- -0.37%
- YTD
- -0.86%
- 1Y
- 9.10%
- 3Y*
- 19.66%
- 5Y*
- 11.73%
- 10Y*
- 16.24%
- ALL TIME*
- 15.84%
JVMIX
- 1D
- -0.70%
- 1M
- 2.05%
- 6M
- 9.53%
- YTD
- 14.20%
- 1Y
- 19.00%
- 3Y*
- 13.89%
- 5Y*
- 10.01%
- 10Y*
- 10.75%
- ALL TIME*
- 6.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JSGIX vs. JVMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSGIX John Hancock Funds III U.S. Growth Fund | -0.86% | 20.39% | 32.38% | 39.48% | -26.61% | 23.21% | 29.85% | 34.79% | -0.24% | 29.27% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 14.20% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 15.10% |
Correlation
The correlation between JSGIX and JVMIX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2011 | 0.71 |
Over the past year, the correlation between JSGIX and JVMIX has dropped to 0.40 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
JSGIX vs. JVMIX — Risk / Return Rank
JSGIX
JVMIX
JSGIX vs. JVMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds III U.S. Growth Fund (JSGIX) 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.
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.
| JSGIX | JVMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.24 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 2.03 | -1.54 |
| Martin ratioReturn relative to average drawdown | 1.70 | 6.54 | -4.84 |
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Drawdowns
JSGIX vs. JVMIX - Drawdown Comparison
The maximum JSGIX drawdown since its inception was -31.80%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JSGIX and JVMIX.
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Drawdown Indicators
| JSGIX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.80% | -67.04% | +35.24% |
Max Drawdown (1Y)Largest decline over 1 year | -14.58% | -8.57% | -6.01% |
Max Drawdown (3Y)Largest decline over 3 years | -24.31% | -21.13% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -30.01% | -21.13% | -8.88% |
Max Drawdown (10Y)Largest decline over 10 years | -31.80% | -42.64% | +10.84% |
Current DrawdownCurrent decline from peak | -8.04% | -1.60% | -6.44% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -13.30% | +8.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 2.65% | +1.47% |
Volatility
JSGIX vs. JVMIX - Volatility Comparison
John Hancock Funds III U.S. Growth Fund (JSGIX) has a higher volatility of 5.82% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 3.46%. This indicates that JSGIX'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
| JSGIX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 3.46% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.10% | 9.10% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 12.98% | +4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.22% | 18.22% | +3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 20.22% | +0.95% |
JSGIX vs. JVMIX - Expense Ratio Comparison
JSGIX has a 0.71% expense ratio, which is lower than JVMIX's 0.87% expense ratio.
Dividends
JSGIX vs. JVMIX - Dividend Comparison
JSGIX's dividend yield for the trailing twelve months is around 9.23%, more than JVMIX's 8.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSGIX John Hancock Funds III U.S. Growth Fund | 9.23% | 9.15% | 9.61% | 5.02% | 11.25% | 14.04% | 2.63% | 0.13% | 28.16% | 14.98% | 4.13% | 6.12% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 8.09% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Frequently Asked Questions
JSGIX and JVMIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JSGIX has higher volatility (5.82%) compared to JVMIX (3.46%). In terms of maximum drawdown, JSGIX dropped -31.80% vs JVMIX's -67.04%.
JVMIX currently has the higher Sharpe Ratio (1.34 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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