JVMIX vs. COWZ
Compare and contrast key facts about John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) and Pacer US Cash Cows 100 ETF (COWZ).
JVMIX is managed by John Hancock. It was launched on Jun 2, 1997. COWZ is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Cash Cows 100 Index. It was launched on Dec 16, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JVMIX or COWZ.
Key characteristics
| JVMIX | COWZ | |
|---|---|---|
| YTD Return | 16.81% | 16.47% |
| 1Y Return | 30.78% | 25.84% |
| 3Y Return (Ann) | 8.22% | 10.24% |
| 5Y Return (Ann) | 12.00% | 16.92% |
| Sharpe Ratio | 2.17 | 1.88 |
| Sortino Ratio | 3.06 | 2.72 |
| Omega Ratio | 1.39 | 1.33 |
| Calmar Ratio | 4.67 | 3.40 |
| Martin Ratio | 10.84 | 8.07 |
| Ulcer Index | 2.84% | 3.19% |
| Daily Std Dev | 14.14% | 13.70% |
| Max Drawdown | -66.36% | -38.63% |
| Current Drawdown | -0.90% | -0.93% |
Correlation
The correlation between JVMIX and COWZ 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
JVMIX vs. COWZ - Performance Comparison
The year-to-date returns for both stocks are quite close, with JVMIX having a 16.81% return and COWZ slightly lower at 16.47%. 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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JVMIX vs. COWZ - Expense Ratio Comparison
JVMIX has a 0.87% expense ratio, which is higher than COWZ's 0.49% expense ratio.
Risk-Adjusted Performance
JVMIX vs. COWZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) and Pacer US Cash Cows 100 ETF (COWZ). 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
JVMIX vs. COWZ - Dividend Comparison
JVMIX's dividend yield for the trailing twelve months is around 0.81%, less than COWZ's 1.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 0.81% | 0.95% | 1.03% | 0.51% | 0.80% | 0.86% | 1.04% | 0.52% | 0.91% | 0.61% | 0.53% | 0.45% |
COWZ Pacer US Cash Cows 100 ETF | 1.83% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% | 0.00% |
Drawdowns
JVMIX vs. COWZ - Drawdown Comparison
The maximum JVMIX drawdown since its inception was -66.36%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for JVMIX and COWZ. For additional features, visit the drawdowns tool.
Volatility
JVMIX vs. COWZ - Volatility Comparison
John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a higher volatility of 4.91% compared to Pacer US Cash Cows 100 ETF (COWZ) at 4.08%. This indicates that JVMIX's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.