JVMIX vs. SWPPX
Compare and contrast key facts about John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) and Schwab S&P 500 Index Fund (SWPPX).
JVMIX is managed by John Hancock. It was launched on Jun 2, 1997. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
JVMIX vs. SWPPX - Performance Comparison
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JVMIX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 1.16% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 15.10% |
SWPPX Schwab S&P 500 Index Fund | -4.39% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, JVMIX achieves a 1.16% return, which is significantly higher than SWPPX's -4.39% return. Over the past 10 years, JVMIX has underperformed SWPPX with an annualized return of 10.12%, while SWPPX has yielded a comparatively higher 14.04% annualized return.
JVMIX
- 1D
- 1.79%
- 1M
- -6.68%
- YTD
- 1.16%
- 6M
- 0.63%
- 1Y
- 13.98%
- 3Y*
- 12.68%
- 5Y*
- 8.23%
- 10Y*
- 10.12%
SWPPX
- 1D
- 2.88%
- 1M
- -5.04%
- YTD
- -4.39%
- 6M
- -2.17%
- 1Y
- 17.28%
- 3Y*
- 18.27%
- 5Y*
- 11.76%
- 10Y*
- 14.04%
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JVMIX vs. SWPPX - Expense Ratio Comparison
JVMIX has a 0.87% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
JVMIX vs. SWPPX — Risk / Return Rank
JVMIX
SWPPX
JVMIX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| JVMIX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.97 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.49 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.52 | -0.36 |
Martin ratioReturn relative to average drawdown | 4.73 | 7.29 | -2.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JVMIX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.97 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.70 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.77 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.48 | -0.19 |
Correlation
The correlation between JVMIX and SWPPX is 0.86, 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.
Dividends
JVMIX vs. SWPPX - Dividend Comparison
JVMIX's dividend yield for the trailing twelve months is around 9.13%, more than SWPPX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 9.13% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
JVMIX vs. SWPPX - Drawdown Comparison
The maximum JVMIX drawdown since its inception was -67.04%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for JVMIX and SWPPX.
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Drawdown Indicators
| JVMIX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.04% | -55.06% | -11.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.22% | -12.10% | -1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -24.51% | +3.38% |
Max Drawdown (10Y)Largest decline over 10 years | -42.64% | -33.80% | -8.84% |
Current DrawdownCurrent decline from peak | -6.93% | -6.26% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -13.43% | -10.00% | -3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.52% | +0.71% |
Volatility
JVMIX vs. SWPPX - Volatility Comparison
The current volatility for John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) is 4.40%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 5.36%. This indicates that JVMIX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JVMIX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 5.36% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 9.55% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 18.32% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 16.94% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 18.21% | +2.10% |