JVLIX vs. VTI
Compare and contrast key facts about John Hancock Funds Disciplined Value Fund (JVLIX) and Vanguard Total Stock Market ETF (VTI).
JVLIX is managed by John Hancock. It was launched on Jan 2, 1997. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JVLIX or VTI.
Key characteristics
| JVLIX | VTI | |
|---|---|---|
| YTD Return | 23.27% | 26.35% |
| 1Y Return | 36.37% | 40.48% |
| 3Y Return (Ann) | 10.84% | 8.68% |
| 5Y Return (Ann) | 12.80% | 15.37% |
| 10Y Return (Ann) | 9.97% | 12.90% |
| Sharpe Ratio | 2.32 | 3.10 |
| Sortino Ratio | 3.15 | 4.13 |
| Omega Ratio | 1.51 | 1.58 |
| Calmar Ratio | 4.98 | 4.21 |
| Martin Ratio | 13.20 | 20.25 |
| Ulcer Index | 2.70% | 1.94% |
| Daily Std Dev | 15.33% | 12.68% |
| Max Drawdown | -57.81% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JVLIX and VTI 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. VTI - Performance Comparison
In the year-to-date period, JVLIX achieves a 23.27% return, which is significantly lower than VTI's 26.35% return. Over the past 10 years, JVLIX has underperformed VTI with an annualized return of 9.97%, while VTI has yielded a comparatively higher 12.90% 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. VTI - Expense Ratio Comparison
JVLIX has a 0.76% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
JVLIX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Disciplined Value Fund (JVLIX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
JVLIX's dividend yield for the trailing twelve months is around 0.89%, less than VTI's 1.26% 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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
JVLIX vs. VTI - Drawdown Comparison
The maximum JVLIX drawdown since its inception was -57.81%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for JVLIX and VTI. For additional features, visit the drawdowns tool.
Volatility
JVLIX vs. VTI - Volatility Comparison
John Hancock Funds Disciplined Value Fund (JVLIX) has a higher volatility of 4.93% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that JVLIX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.