JVLIX vs. VFIAX
Compare and contrast key facts about John Hancock Funds Disciplined Value Fund (JVLIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
JVLIX is managed by John Hancock. It was launched on Jan 2, 1997. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JVLIX or VFIAX.
Key characteristics
| JVLIX | VFIAX | |
|---|---|---|
| YTD Return | 23.27% | 27.12% |
| 1Y Return | 36.37% | 39.85% |
| 3Y Return (Ann) | 10.84% | 10.24% |
| 5Y Return (Ann) | 12.80% | 15.96% |
| 10Y Return (Ann) | 9.97% | 13.42% |
| Sharpe Ratio | 2.32 | 3.13 |
| Sortino Ratio | 3.15 | 4.16 |
| Omega Ratio | 1.51 | 1.58 |
| Calmar Ratio | 4.98 | 4.59 |
| Martin Ratio | 13.20 | 20.76 |
| Ulcer Index | 2.70% | 1.87% |
| Daily Std Dev | 15.33% | 12.39% |
| Max Drawdown | -57.81% | -55.20% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JVLIX and VFIAX is 0.93, 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. VFIAX - Performance Comparison
In the year-to-date period, JVLIX achieves a 23.27% return, which is significantly lower than VFIAX's 27.12% return. Over the past 10 years, JVLIX has underperformed VFIAX with an annualized return of 9.97%, while VFIAX has yielded a comparatively higher 13.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JVLIX vs. VFIAX - Expense Ratio Comparison
JVLIX has a 0.76% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
JVLIX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Disciplined Value Fund (JVLIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
JVLIX's dividend yield for the trailing twelve months is around 0.89%, less than VFIAX's 1.22% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
JVLIX vs. VFIAX - Drawdown Comparison
The maximum JVLIX drawdown since its inception was -57.81%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for JVLIX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
JVLIX vs. VFIAX - Volatility Comparison
John Hancock Funds Disciplined Value Fund (JVLIX) has a higher volatility of 4.93% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.91%. This indicates that JVLIX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.