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JVMIX vs. FSMDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JVMIX and FSMDX is 0.95, 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.


-0.50.00.51.00.9

Performance

JVMIX vs. FSMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) and Fidelity Mid Cap Index Fund (FSMDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-8.28%
3.82%
JVMIX
FSMDX

Key characteristics

Sharpe Ratio

JVMIX:

-0.01

FSMDX:

1.09

Sortino Ratio

JVMIX:

0.09

FSMDX:

1.56

Omega Ratio

JVMIX:

1.01

FSMDX:

1.19

Calmar Ratio

JVMIX:

-0.01

FSMDX:

1.62

Martin Ratio

JVMIX:

-0.03

FSMDX:

4.35

Ulcer Index

JVMIX:

6.44%

FSMDX:

3.31%

Daily Std Dev

JVMIX:

15.92%

FSMDX:

13.23%

Max Drawdown

JVMIX:

-66.36%

FSMDX:

-40.35%

Current Drawdown

JVMIX:

-14.79%

FSMDX:

-6.57%

Returns By Period

In the year-to-date period, JVMIX achieves a 2.08% return, which is significantly higher than FSMDX's 1.72% return. Over the past 10 years, JVMIX has underperformed FSMDX with an annualized return of 3.60%, while FSMDX has yielded a comparatively higher 8.14% annualized return.


JVMIX

YTD

2.08%

1M

-2.65%

6M

-8.28%

1Y

-2.16%

5Y*

5.68%

10Y*

3.60%

FSMDX

YTD

1.72%

1M

-3.02%

6M

3.82%

1Y

12.64%

5Y*

9.29%

10Y*

8.14%

*Annualized

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JVMIX vs. FSMDX - Expense Ratio Comparison

JVMIX has a 0.87% expense ratio, which is higher than FSMDX's 0.03% expense ratio.


Expense ratio chart for JVMIX: current value at 0.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.87%
Expense ratio chart for FSMDX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

JVMIX vs. FSMDX — Risk-Adjusted Performance Rank

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

JVMIX
The Risk-Adjusted Performance Rank of JVMIX is 77
Overall Rank
The Sharpe Ratio Rank of JVMIX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of JVMIX is 77
Sortino Ratio Rank
The Omega Ratio Rank of JVMIX is 77
Omega Ratio Rank
The Calmar Ratio Rank of JVMIX is 77
Calmar Ratio Rank
The Martin Ratio Rank of JVMIX is 77
Martin Ratio Rank

FSMDX
The Risk-Adjusted Performance Rank of FSMDX is 6363
Overall Rank
The Sharpe Ratio Rank of FSMDX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FSMDX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FSMDX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FSMDX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FSMDX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JVMIX vs. FSMDX - 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 Fidelity Mid Cap Index Fund (FSMDX). 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.


The chart of Sharpe ratio for JVMIX, currently valued at -0.01, compared to the broader market-1.000.001.002.003.004.00-0.011.09
The chart of Sortino ratio for JVMIX, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.0012.000.091.56
The chart of Omega ratio for JVMIX, currently valued at 1.01, compared to the broader market1.002.003.004.001.011.19
The chart of Calmar ratio for JVMIX, currently valued at -0.01, compared to the broader market0.005.0010.0015.0020.00-0.011.62
The chart of Martin ratio for JVMIX, currently valued at -0.03, compared to the broader market0.0020.0040.0060.0080.00-0.034.35
JVMIX
FSMDX

The current JVMIX Sharpe Ratio is -0.01, which is lower than the FSMDX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of JVMIX and FSMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
-0.01
1.09
JVMIX
FSMDX

Dividends

JVMIX vs. FSMDX - Dividend Comparison

JVMIX's dividend yield for the trailing twelve months is around 0.89%, less than FSMDX's 1.15% yield.


TTM20242023202220212020201920182017201620152014
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
0.89%0.91%0.95%1.03%0.51%0.80%0.86%1.04%0.52%0.91%0.61%0.53%
FSMDX
Fidelity Mid Cap Index Fund
1.15%1.17%1.39%1.59%1.10%1.37%1.42%1.85%1.32%1.35%2.29%3.82%

Drawdowns

JVMIX vs. FSMDX - Drawdown Comparison

The maximum JVMIX drawdown since its inception was -66.36%, which is greater than FSMDX's maximum drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for JVMIX and FSMDX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.79%
-6.57%
JVMIX
FSMDX

Volatility

JVMIX vs. FSMDX - Volatility Comparison

The current volatility for John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) is 2.93%, while Fidelity Mid Cap Index Fund (FSMDX) has a volatility of 3.51%. This indicates that JVMIX experiences smaller price fluctuations and is considered to be less risky than FSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.93%
3.51%
JVMIX
FSMDX