JVLIX vs. VTSNX

Last updated Jun 9, 2026

JVLIX (John Hancock Funds Disciplined Value Fund) and VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) are both mutual funds - JVLIX is a Large Cap Value Equities fund managed by John Hancock, while VTSNX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, JVLIX returned 12.37%/yr vs 9.23%/yr for VTSNX. A 0.79 correlation means they provide meaningful diversification when combined. JVLIX charges 0.76%/yr vs 0.08%/yr for VTSNX.

Performance

JVLIX vs. VTSNX - 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 International Stock Index Fund Institutional Shares (VTSNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JVLIX achieves a 14.16% return, which is significantly higher than VTSNX's 10.41% return. Over the past 10 years, JVLIX has outperformed VTSNX with an annualized return of 12.37%, while VTSNX has yielded a comparatively lower 9.23% annualized return.

JVLIX

• 1D: -2.59%
• 1M: 2.43%
• YTD: 14.16%
• 6M: 14.79%
• 1Y: 29.56%
• 3Y*: 20.72%
• 5Y*: 11.99%
• 10Y*: 12.37%

VTSNX

• 1D: -3.59%
• 1M: -2.25%
• YTD: 10.41%
• 6M: 12.83%
• 1Y: 26.31%
• 3Y*: 17.89%
• 5Y*: 7.70%
• 10Y*: 9.23%

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

JVLIX vs. VTSNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JVLIX John Hancock Funds Disciplined Value Fund	14.16%	17.48%	15.59%	13.91%	-4.45%	29.92%	1.59%	22.70%	-9.75%	17.97%
VTSNX Vanguard Total International Stock Index Fund Institutional Shares	10.41%	32.24%	5.38%	15.29%	-15.99%	8.64%	11.27%	21.69%	-14.41%	27.54%

Correlation

The correlation between JVLIX and VTSNX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011	0.79

The correlation between JVLIX and VTSNX has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

Return for Risk

JVLIX vs. VTSNX — Risk / Return Rank

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

JVLIX

JVLIX Risk / Return Rank: 79
JVLIX Sharpe Ratio Rank: 78
JVLIX Sortino Ratio Rank: 71
JVLIX Omega Ratio Rank: 70
JVLIX Calmar Ratio Rank: 85
JVLIX Martin Ratio Rank: 89

VTSNX

VTSNX Risk / Return Rank: 42
VTSNX Sharpe Ratio Rank: 42
VTSNX Sortino Ratio Rank: 38
VTSNX Omega Ratio Rank: 43
VTSNX Calmar Ratio Rank: 42
VTSNX Martin Ratio Rank: 46

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. VTSNX - 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 International Stock Index Fund Institutional Shares (VTSNX). 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.

	JVLIX	VTSNX	Difference
Sharpe ratio: Return per unit of total volatility	2.47	1.83	+0.64
Sortino ratio: Return per unit of downside risk	3.35	2.48	+0.87
Omega ratio: Gain probability vs. loss probability	1.44	1.34	+0.10
Calmar ratio: Return relative to maximum drawdown	3.91	2.38	+1.53
Martin ratio: Return relative to average drawdown	16.58	9.35	+7.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JVLIX vs. VTSNX - Sharpe Ratio Comparison

The current JVLIX Sharpe Ratio is 2.47, which is higher than the VTSNX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of JVLIX and VTSNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JVLIX	VTSNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	1.83	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.51	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.58	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.40	-0.04

Drawdowns

JVLIX vs. VTSNX - Drawdown Comparison

The maximum JVLIX drawdown since its inception was -59.12%, which is greater than VTSNX's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for JVLIX and VTSNX.

Drawdown Indicators

	JVLIX	VTSNX	Difference
Max Drawdown Largest peak-to-trough decline	-59.12%	-35.72%	-23.40%
Max Drawdown (1Y) Largest decline over 1 year	-7.95%	-11.29%	+3.34%
Max Drawdown (3Y) Largest decline over 3 years	-20.48%	-13.14%	-7.34%
Max Drawdown (5Y) Largest decline over 5 years	-20.48%	-29.55%	+9.07%
Max Drawdown (10Y) Largest decline over 10 years	-40.33%	-35.72%	-4.61%
Current Drawdown Current decline from peak	-2.59%	-4.33%	+1.74%
Average Drawdown Average peak-to-trough decline	-10.51%	-8.09%	-2.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	2.87%	-1.00%

Volatility

JVLIX vs. VTSNX - Volatility Comparison

The current volatility for John Hancock Funds Disciplined Value Fund (JVLIX) is 4.54%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 5.52%. This indicates that JVLIX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JVLIX	VTSNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.54%	5.52%	-0.98%
Volatility (6M) Calculated over the trailing 6-month period	10.04%	12.51%	-2.47%
Volatility (1Y) Calculated over the trailing 1-year period	12.55%	14.67%	-2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.36%	15.12%	+2.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.92%	15.96%	+2.96%

JVLIX vs. VTSNX - Expense Ratio Comparison

JVLIX has a 0.76% expense ratio, which is higher than VTSNX's 0.08% expense ratio.

Dividends

JVLIX vs. VTSNX - Dividend Comparison

JVLIX's dividend yield for the trailing twelve months is around 5.81%, more than VTSNX's 2.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JVLIX John Hancock Funds Disciplined Value Fund	5.81%	6.64%	13.97%	7.22%	7.16%	14.63%	1.57%	5.87%	10.59%	4.60%	1.22%	3.44%
VTSNX Vanguard Total International Stock Index Fund Institutional Shares	2.74%	3.17%	3.36%	3.24%	3.08%	3.08%	2.13%	3.16%	3.19%	2.75%	2.95%	2.86%

Frequently Asked Questions

Can I hold both JVLIX and VTSNX in my portfolio?

JVLIX and VTSNX have a correlation of 0.74, 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 VTSNX?

VTSNX has higher volatility (5.52%) compared to JVLIX (4.54%). In terms of maximum drawdown, JVLIX dropped -59.12% vs VTSNX's -35.72%.

Which has better risk-adjusted returns?

JVLIX currently has the higher Sharpe Ratio (2.47 vs 1.83), 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.