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 managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JVMIX or SWPPX.
Key characteristics
| JVMIX | SWPPX | |
|---|---|---|
| YTD Return | 16.99% | 27.13% |
| 1Y Return | 32.60% | 39.87% |
| 3Y Return (Ann) | 8.24% | 10.27% |
| 5Y Return (Ann) | 12.09% | 15.99% |
| 10Y Return (Ann) | 10.16% | 13.41% |
| Sharpe Ratio | 2.25 | 3.11 |
| Sortino Ratio | 3.16 | 4.13 |
| Omega Ratio | 1.40 | 1.58 |
| Calmar Ratio | 4.32 | 4.58 |
| Martin Ratio | 11.22 | 20.69 |
| Ulcer Index | 2.83% | 1.87% |
| Daily Std Dev | 14.15% | 12.45% |
| Max Drawdown | -66.36% | -55.06% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JVMIX and SWPPX is 0.87, 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. SWPPX - Performance Comparison
In the year-to-date period, JVMIX achieves a 16.99% return, which is significantly lower than SWPPX's 27.13% return. Over the past 10 years, JVMIX has underperformed SWPPX with an annualized return of 10.16%, while SWPPX has yielded a comparatively higher 13.41% annualized return. 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. SWPPX - Expense Ratio Comparison
JVMIX has a 0.87% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
JVMIX vs. SWPPX - 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 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.
Dividends
JVMIX vs. SWPPX - Dividend Comparison
JVMIX's dividend yield for the trailing twelve months is around 0.81%, less than SWPPX's 1.13% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
JVMIX vs. SWPPX - Drawdown Comparison
The maximum JVMIX drawdown since its inception was -66.36%, 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. For additional features, visit the drawdowns tool.
Volatility
JVMIX vs. SWPPX - Volatility Comparison
John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a higher volatility of 4.89% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.91%. This indicates that JVMIX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.