JVLIX vs. VTI

Last updated Jun 24, 2026

JVLIX (John Hancock Funds Disciplined Value Fund) and VTI (Vanguard Total Stock Market ETF) are both funds - JVLIX is a Large Cap Value Equities fund managed by John Hancock, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, JVLIX returned 13.30%/yr vs 15.14%/yr for VTI. Their correlation of 0.93 suggests significant overlap in exposure. JVLIX charges 0.76%/yr vs 0.03%/yr for VTI.

Performance

JVLIX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Disciplined Value Fund (JVLIX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JVLIX achieves a 18.45% return, which is significantly higher than VTI's 8.82% return. Over the past 10 years, JVLIX has underperformed VTI with an annualized return of 13.30%, while VTI has yielded a comparatively higher 15.14% annualized return.

JVLIX

• 1D: 0.69%
• 1M: 5.59%
• YTD: 18.45%
• 6M: 17.07%
• 1Y: 33.56%
• 3Y*: 21.92%
• 5Y*: 13.68%
• 10Y*: 13.30%

VTI

• 1D: -1.39%
• 1M: -0.84%
• YTD: 8.82%
• 6M: 7.71%
• 1Y: 24.22%
• 3Y*: 20.62%
• 5Y*: 11.90%
• 10Y*: 15.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JVLIX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JVLIX John Hancock Funds Disciplined Value Fund	18.45%	17.48%	15.59%	13.91%	-4.45%	29.92%	1.59%	22.70%	-9.75%	17.97%
VTI Vanguard Total Stock Market ETF	8.82%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between JVLIX and VTI is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since May 31, 2001	0.93

The correlation between JVLIX and VTI has been stable across timeframes, ranging from 0.83 to 0.93 - a consistent structural relationship.

Return for Risk

JVLIX vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JVLIX

JVLIX Risk / Return Rank: 86
JVLIX Sharpe Ratio Rank: 88
JVLIX Sortino Ratio Rank: 82
JVLIX Omega Ratio Rank: 79
JVLIX Calmar Ratio Rank: 90
JVLIX Martin Ratio Rank: 93

VTI

VTI Risk / Return Rank: 59
VTI Sharpe Ratio Rank: 58
VTI Sortino Ratio Rank: 56
VTI Omega Ratio Rank: 57
VTI Calmar Ratio Rank: 57
VTI Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JVLIX vs. VTI - Risk-Adjusted Trends 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.

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.

	JVLIX	VTI	Difference
Sharpe ratio: Return per unit of total volatility	2.65	1.90	+0.75
Sortino ratio: Return per unit of downside risk	3.58	2.59	+0.99
Omega ratio: Gain probability vs. loss probability	1.47	1.34	+0.13
Calmar ratio: Return relative to maximum drawdown	4.32	2.73	+1.59
Martin ratio: Return relative to average drawdown	18.13	12.14	+5.99

JVLIX vs. VTI - Sharpe Ratio Comparison

The current JVLIX Sharpe Ratio is 2.65, which is higher than the VTI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of JVLIX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JVLIX vs. VTI - Drawdown Comparison

The maximum JVLIX drawdown since its inception was -59.12%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for JVLIX and VTI.

Drawdown Indicators

	JVLIX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-59.12%	-55.45%	-3.67%
Max Drawdown (1Y) Largest decline over 1 year	-7.95%	-8.92%	+0.97%
Max Drawdown (3Y) Largest decline over 3 years	-20.48%	-19.30%	-1.18%
Max Drawdown (5Y) Largest decline over 5 years	-20.48%	-25.36%	+4.88%
Max Drawdown (10Y) Largest decline over 10 years	-40.33%	-35.00%	-5.33%
Current Drawdown Current decline from peak	-0.07%	-2.85%	+2.78%
Average Drawdown Average peak-to-trough decline	-10.50%	-8.01%	-2.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	2.00%	-0.11%

Volatility

JVLIX vs. VTI - Volatility Comparison

John Hancock Funds Disciplined Value Fund (JVLIX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.95% and 4.95%, 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.

Volatility by Period

	JVLIX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.95%	4.95%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	10.41%	10.05%	+0.36%
Volatility (1Y) Calculated over the trailing 1-year period	12.96%	12.83%	+0.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.37%	17.51%	-0.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.95%	18.32%	+0.63%

JVLIX vs. VTI - Expense Ratio Comparison

JVLIX has a 0.76% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

JVLIX vs. VTI - Dividend Comparison

JVLIX's dividend yield for the trailing twelve months is around 5.60%, more than VTI's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JVLIX John Hancock Funds Disciplined Value Fund	5.60%	6.64%	13.97%	7.22%	7.16%	14.63%	1.57%	5.87%	10.59%	4.60%	1.22%	3.44%
VTI Vanguard Total Stock Market ETF	1.04%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both JVLIX and VTI in my portfolio?

JVLIX and VTI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JVLIX or VTI?

VTI has higher volatility (4.95%) compared to JVLIX (4.95%). In terms of maximum drawdown, JVLIX dropped -59.12% vs VTI's -55.45%.

Which has better risk-adjusted returns?

JVLIX currently has the higher Sharpe Ratio (2.65 vs 1.90), 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.