JVMIX vs. VO
Compare and contrast key facts about John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) and Vanguard Mid-Cap ETF (VO).
JVMIX is managed by John Hancock. It was launched on Jun 2, 1997. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
JVMIX vs. VO - Performance Comparison
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JVMIX vs. VO - 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% |
VO Vanguard Mid-Cap ETF | -0.05% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, JVMIX achieves a 1.16% return, which is significantly higher than VO's -0.05% return. Over the past 10 years, JVMIX has underperformed VO with an annualized return of 10.12%, while VO has yielded a comparatively higher 10.74% 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%
VO
- 1D
- 0.63%
- 1M
- -5.18%
- YTD
- -0.05%
- 6M
- -0.76%
- 1Y
- 13.07%
- 3Y*
- 12.85%
- 5Y*
- 6.79%
- 10Y*
- 10.74%
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JVMIX vs. VO - Expense Ratio Comparison
JVMIX has a 0.87% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
JVMIX vs. VO — Risk / Return Rank
JVMIX
VO
JVMIX vs. VO - 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 Vanguard Mid-Cap ETF (VO). 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 | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.75 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.15 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.06 | +0.10 |
Martin ratioReturn relative to average drawdown | 4.73 | 4.83 | -0.09 |
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 | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.75 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.39 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.57 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.48 | -0.19 |
Correlation
The correlation between JVMIX and VO is 0.94, 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. VO - Dividend Comparison
JVMIX's dividend yield for the trailing twelve months is around 9.13%, more than VO's 1.50% 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% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
JVMIX vs. VO - Drawdown Comparison
The maximum JVMIX drawdown since its inception was -67.04%, which is greater than VO's maximum drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for JVMIX and VO.
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Drawdown Indicators
| JVMIX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.04% | -58.87% | -8.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.22% | -12.74% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -27.57% | +6.44% |
Max Drawdown (10Y)Largest decline over 10 years | -42.64% | -39.37% | -3.27% |
Current DrawdownCurrent decline from peak | -6.93% | -5.53% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -13.43% | -7.91% | -5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.79% | +0.44% |
Volatility
JVMIX vs. VO - Volatility Comparison
The current volatility for John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) is 4.40%, while Vanguard Mid-Cap ETF (VO) has a volatility of 4.83%. This indicates that JVMIX experiences smaller price fluctuations and is considered to be less risky than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JVMIX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.83% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 9.73% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 17.57% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 17.61% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 18.94% | +1.37% |