JVMRX vs. FMUEX
JVMRX (John Hancock Disciplined Value Mid Cap Fund Class R6) and FMUEX (RBB Free Market U.S. Equity Fund) are both Mid Cap Value Equities funds. Over the past 10 years, JVMRX returned 10.71%/yr vs 11.66%/yr for FMUEX. Their correlation of 0.94 suggests significant overlap in exposure. JVMRX charges 0.74%/yr vs 0.78%/yr for FMUEX.
Performance
JVMRX vs. FMUEX - Performance Comparison
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Returns By Period
In the year-to-date period, JVMRX achieves a 8.92% return, which is significantly lower than FMUEX's 17.89% return. Over the past 10 years, JVMRX has underperformed FMUEX with an annualized return of 10.71%, while FMUEX has yielded a comparatively higher 11.66% annualized return.
JVMRX
- 1D
- 0.30%
- 1M
- 2.50%
- YTD
- 8.92%
- 6M
- 7.36%
- 1Y
- 17.12%
- 3Y*
- 14.10%
- 5Y*
- 9.74%
- 10Y*
- 10.71%
FMUEX
- 1D
- 1.00%
- 1M
- 2.76%
- YTD
- 17.89%
- 6M
- 16.17%
- 1Y
- 35.75%
- 3Y*
- 16.79%
- 5Y*
- 10.63%
- 10Y*
- 11.66%
JVMRX vs. FMUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JVMRX John Hancock Disciplined Value Mid Cap Fund Class R6 | 8.92% | 11.40% | 10.59% | 16.81% | -7.00% | 26.95% | 6.00% | 30.26% | -14.75% | 15.06% |
FMUEX RBB Free Market U.S. Equity Fund | 17.89% | 12.79% | 8.09% | 17.10% | -10.47% | 31.75% | 5.65% | 22.44% | -11.62% | 13.44% |
Correlation
The correlation between JVMRX and FMUEX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2011 | 0.94 |
The correlation between JVMRX and FMUEX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
JVMRX vs. FMUEX — Risk / Return Rank
JVMRX
FMUEX
JVMRX vs. FMUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value Mid Cap Fund Class R6 (JVMRX) and RBB Free Market U.S. Equity Fund (FMUEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JVMRX | FMUEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.44 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 4.73 | -2.68 |
| Martin ratioReturn relative to average drawdown | 6.61 | 17.06 | -10.46 |
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Drawdowns
JVMRX vs. FMUEX - Drawdown Comparison
The maximum JVMRX drawdown since its inception was -42.63%, smaller than the maximum FMUEX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for JVMRX and FMUEX.
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Drawdown Indicators
| JVMRX | FMUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.63% | -58.03% | +15.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -7.61% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -21.18% | -25.49% | +4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.18% | -25.49% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -42.63% | -42.31% | -0.32% |
Current DrawdownCurrent decline from peak | -1.25% | -0.76% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -8.05% | +3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.10% | +0.57% |
Volatility
JVMRX vs. FMUEX - Volatility Comparison
The current volatility for John Hancock Disciplined Value Mid Cap Fund Class R6 (JVMRX) is 3.59%, while RBB Free Market U.S. Equity Fund (FMUEX) has a volatility of 4.44%. This indicates that JVMRX experiences smaller price fluctuations and is considered to be less risky than FMUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JVMRX | FMUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 4.44% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 10.24% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 14.46% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 18.41% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.34% | 19.76% | +0.58% |
JVMRX vs. FMUEX - Expense Ratio Comparison
JVMRX has a 0.74% expense ratio, which is lower than FMUEX's 0.78% expense ratio.
Dividends
JVMRX vs. FMUEX - Dividend Comparison
JVMRX's dividend yield for the trailing twelve months is around 8.59%, more than FMUEX's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMUEX RBB Free Market U.S. Equity Fund | 1.59% | 1.87% | 0.00% | 4.12% | 8.26% | 4.38% | 1.61% | 5.57% | 5.88% | 3.80% | 4.80% | 8.51% |
JVMRX John Hancock Disciplined Value Mid Cap Fund Class R6 | 8.59% | 9.36% | 12.17% | 4.12% | 5.38% | 6.78% | 1.22% | 2.49% | 14.01% | 5.94% | 1.91% | 5.88% |
Frequently Asked Questions
With a correlation of 0.92, JVMRX and FMUEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FMUEX has higher volatility (4.44%) compared to JVMRX (3.59%). In terms of maximum drawdown, JVMRX dropped -42.63% vs FMUEX's -58.03%.
FMUEX currently has the higher Sharpe Ratio (2.49 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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