JVMIX vs. VOE
Compare and contrast key facts about John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) and Vanguard Mid-Cap Value ETF (VOE).
JVMIX is managed by John Hancock. It was launched on Jun 2, 1997. VOE is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Value Index. It was launched on Aug 17, 2006.
Performance
JVMIX vs. VOE - Performance Comparison
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JVMIX vs. VOE - 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% |
VOE Vanguard Mid-Cap Value ETF | 4.67% | 12.08% | 14.00% | 9.85% | -7.97% | 28.78% | 2.65% | 27.85% | -12.48% | 17.07% |
Returns By Period
In the year-to-date period, JVMIX achieves a 1.16% return, which is significantly lower than VOE's 4.67% return. Both investments have delivered pretty close results over the past 10 years, with JVMIX having a 10.12% annualized return and VOE not far ahead at 10.23%.
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%
VOE
- 1D
- 0.20%
- 1M
- -4.46%
- YTD
- 4.67%
- 6M
- 7.17%
- 1Y
- 17.39%
- 3Y*
- 13.81%
- 5Y*
- 8.66%
- 10Y*
- 10.23%
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JVMIX vs. VOE - Expense Ratio Comparison
JVMIX has a 0.87% expense ratio, which is higher than VOE's 0.07% expense ratio.
Return for Risk
JVMIX vs. VOE — Risk / Return Rank
JVMIX
VOE
JVMIX vs. VOE - 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 Value ETF (VOE). 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 | VOE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.06 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.55 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.41 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.73 | 6.51 | -1.78 |
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 | VOE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.06 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.54 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.54 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.43 | -0.13 |
Correlation
The correlation between JVMIX and VOE is 0.97, 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. VOE - Dividend Comparison
JVMIX's dividend yield for the trailing twelve months is around 9.13%, more than VOE's 1.99% 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% |
VOE Vanguard Mid-Cap Value ETF | 1.99% | 2.10% | 2.11% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% |
Drawdowns
JVMIX vs. VOE - Drawdown Comparison
The maximum JVMIX drawdown since its inception was -67.04%, which is greater than VOE's maximum drawdown of -61.50%. Use the drawdown chart below to compare losses from any high point for JVMIX and VOE.
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Drawdown Indicators
| JVMIX | VOE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.04% | -61.50% | -5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.22% | -12.42% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -19.70% | -1.43% |
Max Drawdown (10Y)Largest decline over 10 years | -42.64% | -43.18% | +0.54% |
Current DrawdownCurrent decline from peak | -6.93% | -4.54% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -13.43% | -8.41% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.68% | +0.55% |
Volatility
JVMIX vs. VOE - Volatility Comparison
John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a higher volatility of 4.40% compared to Vanguard Mid-Cap Value ETF (VOE) at 4.01%. This indicates that JVMIX's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JVMIX | VOE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.01% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 8.77% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 16.46% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 16.11% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 18.84% | +1.47% |