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

Correlation

The correlation between JVMIX and VIMAX 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. VIMAX - 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 Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-6.38%
9.63%
JVMIX
VIMAX

Key characteristics

Sharpe Ratio

JVMIX:

-0.04

VIMAX:

1.36

Sortino Ratio

JVMIX:

0.06

VIMAX:

1.90

Omega Ratio

JVMIX:

1.01

VIMAX:

1.24

Calmar Ratio

JVMIX:

-0.04

VIMAX:

1.66

Martin Ratio

JVMIX:

-0.21

VIMAX:

7.55

Ulcer Index

JVMIX:

2.98%

VIMAX:

2.25%

Daily Std Dev

JVMIX:

16.98%

VIMAX:

12.51%

Max Drawdown

JVMIX:

-66.36%

VIMAX:

-58.88%

Current Drawdown

JVMIX:

-17.02%

VIMAX:

-6.23%

Returns By Period

In the year-to-date period, JVMIX achieves a -1.32% return, which is significantly lower than VIMAX's 15.98% return. Over the past 10 years, JVMIX has underperformed VIMAX with an annualized return of 7.94%, while VIMAX has yielded a comparatively higher 9.50% annualized return.


JVMIX

YTD

-1.32%

1M

-16.25%

6M

-6.38%

1Y

-0.99%

5Y*

7.56%

10Y*

7.94%

VIMAX

YTD

15.98%

1M

-5.37%

6M

9.63%

1Y

16.53%

5Y*

10.04%

10Y*

9.50%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JVMIX vs. VIMAX - Expense Ratio Comparison

JVMIX has a 0.87% expense ratio, which is higher than VIMAX's 0.05% expense ratio.


JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
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 VIMAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

JVMIX vs. VIMAX - 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 Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX). 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.


Sharpe ratio
The chart of Sharpe ratio for JVMIX, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00-0.041.36
The chart of Sortino ratio for JVMIX, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.0010.000.061.90
The chart of Omega ratio for JVMIX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.24
The chart of Calmar ratio for JVMIX, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00-0.041.66
The chart of Martin ratio for JVMIX, currently valued at -0.21, compared to the broader market0.0020.0040.0060.00-0.217.55
JVMIX
VIMAX

The current JVMIX Sharpe Ratio is -0.04, which is lower than the VIMAX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of JVMIX and VIMAX, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.04
1.36
JVMIX
VIMAX

Dividends

JVMIX vs. VIMAX - Dividend Comparison

JVMIX has not paid dividends to shareholders, while VIMAX's dividend yield for the trailing twelve months is around 1.06%.


TTM20232022202120202019201820172016201520142013
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
0.00%0.95%1.03%0.51%0.80%0.86%1.04%0.52%0.91%0.61%0.53%0.45%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.06%1.51%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%1.17%

Drawdowns

JVMIX vs. VIMAX - Drawdown Comparison

The maximum JVMIX drawdown since its inception was -66.36%, which is greater than VIMAX's maximum drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for JVMIX and VIMAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.02%
-6.23%
JVMIX
VIMAX

Volatility

JVMIX vs. VIMAX - Volatility Comparison

John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a higher volatility of 11.72% compared to Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) at 4.44%. This indicates that JVMIX's price experiences larger fluctuations and is considered to be riskier than VIMAX 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%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.72%
4.44%
JVMIX
VIMAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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