JVLIX vs. VASVX
Compare and contrast key facts about John Hancock Funds Disciplined Value Fund (JVLIX) and Vanguard Selected Value Fund (VASVX).
JVLIX is managed by John Hancock. It was launched on Jan 2, 1997. VASVX is managed by Vanguard. It was launched on Feb 15, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JVLIX or VASVX.
Key characteristics
| JVLIX | VASVX | |
|---|---|---|
| YTD Return | 23.27% | 13.53% |
| 1Y Return | 36.37% | 24.05% |
| 3Y Return (Ann) | 10.84% | 0.96% |
| 5Y Return (Ann) | 12.80% | 4.55% |
| 10Y Return (Ann) | 9.97% | 2.55% |
| Sharpe Ratio | 2.32 | 1.49 |
| Sortino Ratio | 3.15 | 2.07 |
| Omega Ratio | 1.51 | 1.27 |
| Calmar Ratio | 4.98 | 1.34 |
| Martin Ratio | 13.20 | 5.73 |
| Ulcer Index | 2.70% | 4.04% |
| Daily Std Dev | 15.33% | 15.58% |
| Max Drawdown | -57.81% | -59.04% |
| Current Drawdown | 0.00% | -0.49% |
Correlation
The correlation between JVLIX and VASVX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
JVLIX vs. VASVX - Performance Comparison
In the year-to-date period, JVLIX achieves a 23.27% return, which is significantly higher than VASVX's 13.53% return. Over the past 10 years, JVLIX has outperformed VASVX with an annualized return of 9.97%, while VASVX has yielded a comparatively lower 2.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JVLIX vs. VASVX - Expense Ratio Comparison
JVLIX has a 0.76% expense ratio, which is higher than VASVX's 0.32% expense ratio.
Risk-Adjusted Performance
JVLIX vs. VASVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Disciplined Value Fund (JVLIX) and Vanguard Selected Value Fund (VASVX). 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.
Dividends
JVLIX vs. VASVX - Dividend Comparison
JVLIX's dividend yield for the trailing twelve months is around 0.89%, less than VASVX's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JVLIX John Hancock Funds Disciplined Value Fund | 0.89% | 1.10% | 1.39% | 0.95% | 1.57% | 1.43% | 1.59% | 1.08% | 1.22% | 1.41% | 0.77% | 0.77% |
VASVX Vanguard Selected Value Fund | 1.51% | 1.71% | 1.76% | 1.28% | 1.39% | 1.66% | 2.25% | 1.35% | 1.74% | 1.71% | 1.42% | 1.17% |
Drawdowns
JVLIX vs. VASVX - Drawdown Comparison
The maximum JVLIX drawdown since its inception was -57.81%, roughly equal to the maximum VASVX drawdown of -59.04%. Use the drawdown chart below to compare losses from any high point for JVLIX and VASVX. For additional features, visit the drawdowns tool.
Volatility
JVLIX vs. VASVX - Volatility Comparison
John Hancock Funds Disciplined Value Fund (JVLIX) and Vanguard Selected Value Fund (VASVX) have volatilities of 4.93% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.