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

Correlation

The correlation between JVMIX and MVCAX is 0.96, 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.


-0.50.00.51.01.0

Performance

JVMIX vs. MVCAX - 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 MFS Mid Cap Value Fund (MVCAX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%SeptemberOctoberNovemberDecember2025February
170.89%
539.53%
JVMIX
MVCAX

Key characteristics

Sharpe Ratio

JVMIX:

-0.01

MVCAX:

0.17

Sortino Ratio

JVMIX:

0.09

MVCAX:

0.31

Omega Ratio

JVMIX:

1.01

MVCAX:

1.05

Calmar Ratio

JVMIX:

-0.01

MVCAX:

0.17

Martin Ratio

JVMIX:

-0.03

MVCAX:

0.43

Ulcer Index

JVMIX:

6.44%

MVCAX:

6.48%

Daily Std Dev

JVMIX:

15.92%

MVCAX:

15.88%

Max Drawdown

JVMIX:

-66.36%

MVCAX:

-59.10%

Current Drawdown

JVMIX:

-14.79%

MVCAX:

-15.12%

Returns By Period

In the year-to-date period, JVMIX achieves a 2.08% return, which is significantly higher than MVCAX's 0.39% return. Over the past 10 years, JVMIX has underperformed MVCAX with an annualized return of 3.60%, while MVCAX has yielded a comparatively higher 5.05% annualized return.


JVMIX

YTD

2.08%

1M

-2.65%

6M

-8.28%

1Y

-2.16%

5Y*

5.68%

10Y*

3.60%

MVCAX

YTD

0.39%

1M

-3.39%

6M

-8.76%

1Y

0.87%

5Y*

6.00%

10Y*

5.05%

*Annualized

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JVMIX vs. MVCAX - Expense Ratio Comparison

JVMIX has a 0.87% expense ratio, which is lower than MVCAX's 1.02% expense ratio.


Expense ratio chart for MVCAX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
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%

Risk-Adjusted Performance

JVMIX vs. MVCAX — 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

MVCAX
The Risk-Adjusted Performance Rank of MVCAX is 1313
Overall Rank
The Sharpe Ratio Rank of MVCAX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of MVCAX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of MVCAX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of MVCAX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MVCAX is 1111
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. MVCAX - 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 MFS Mid Cap Value Fund (MVCAX). 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-1.000.001.002.003.004.00-0.010.17
The chart of Sortino ratio for JVMIX, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.0012.000.090.31
The chart of Omega ratio for JVMIX, currently valued at 1.01, compared to the broader market1.002.003.004.001.011.05
The chart of Calmar ratio for JVMIX, currently valued at -0.01, compared to the broader market0.005.0010.0015.0020.00-0.010.17
The chart of Martin ratio for JVMIX, currently valued at -0.03, compared to the broader market0.0020.0040.0060.0080.00-0.030.43
JVMIX
MVCAX

The current JVMIX Sharpe Ratio is -0.01, which is lower than the MVCAX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of JVMIX and MVCAX, 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.01
0.17
JVMIX
MVCAX

Dividends

JVMIX vs. MVCAX - Dividend Comparison

JVMIX's dividend yield for the trailing twelve months is around 0.89%, less than MVCAX's 0.96% 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%
MVCAX
MFS Mid Cap Value Fund
0.96%0.96%1.28%1.40%0.92%0.80%0.91%0.96%0.42%1.12%0.31%7.08%

Drawdowns

JVMIX vs. MVCAX - Drawdown Comparison

The maximum JVMIX drawdown since its inception was -66.36%, which is greater than MVCAX's maximum drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for JVMIX and MVCAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.79%
-15.12%
JVMIX
MVCAX

Volatility

JVMIX vs. MVCAX - Volatility Comparison

John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) and MFS Mid Cap Value Fund (MVCAX) have volatilities of 2.93% and 2.91%, 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.93%
2.91%
JVMIX
MVCAX