JVMRX vs. JAKVX
JVMRX (John Hancock Disciplined Value Mid Cap Fund Class R6) and JAKVX (John Hancock Disciplined Value Global Long/Short Fund Class R6) are both mutual funds - JVMRX is a Mid Cap Value Equities fund tracking the Russell Mid Cap Value Index, while JAKVX is a Long-Short fund actively managed by John Hancock. JVMRX is passively managed, while JAKVX is actively managed. Over the past year, JVMRX returned 19.12% vs 23.14% for JAKVX. Their 0.39 correlation means their historical movements had little consistent relationship. JVMRX charges 0.74%/yr vs 1.54%/yr for JAKVX.
Performance
JVMRX vs. JAKVX - Performance Comparison
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Returns By Period
In the year-to-date period, JVMRX achieves a 14.28% return, which is significantly higher than JAKVX's 12.74% return.
JVMRX
- 1D
- -0.66%
- 1M
- 2.05%
- 6M
- 9.61%
- YTD
- 14.28%
- 1Y
- 19.12%
- 3Y*
- 14.01%
- 5Y*
- 10.13%
- 10Y*
- 10.86%
- ALL TIME*
- 12.64%
JAKVX
- 1D
- 0.89%
- 1M
- 1.74%
- 6M
- 6.96%
- YTD
- 12.74%
- 1Y
- 23.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 24.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JVMRX vs. JAKVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JVMRX John Hancock Disciplined Value Mid Cap Fund Class R6 | 14.28% | 17.46% |
JAKVX John Hancock Disciplined Value Global Long/Short Fund Class R6 | 12.74% | 17.29% |
Correlation
The correlation between JVMRX and JAKVX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | 0.39 |
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Return for Risk
JVMRX vs. JAKVX — Risk / Return Rank
JVMRX
JAKVX
JVMRX vs. JAKVX - 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 John Hancock Disciplined Value Global Long/Short Fund Class R6 (JAKVX). 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 | JAKVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.54 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 4.27 | -2.24 |
| Martin ratioReturn relative to average drawdown | 6.58 | 12.85 | -6.27 |
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Drawdowns
JVMRX vs. JAKVX - Drawdown Comparison
The maximum JVMRX drawdown since its inception was -42.63%, which is greater than JAKVX's maximum drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for JVMRX and JAKVX.
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Drawdown Indicators
| JVMRX | JAKVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.63% | -5.16% | -37.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -5.16% | -3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -21.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.63% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -1.14% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -0.99% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 1.71% | +0.94% |
Volatility
JVMRX vs. JAKVX - Volatility Comparison
John Hancock Disciplined Value Mid Cap Fund Class R6 (JVMRX) has a higher volatility of 3.46% compared to John Hancock Disciplined Value Global Long/Short Fund Class R6 (JAKVX) at 1.85%. This indicates that JVMRX's price experiences larger fluctuations and is considered to be riskier than JAKVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JVMRX | JAKVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 1.85% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 6.37% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 7.92% | +5.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 7.48% | +10.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 7.48% | +12.76% |
JVMRX vs. JAKVX - Expense Ratio Comparison
JVMRX has a 0.74% expense ratio, which is lower than JAKVX's 1.54% expense ratio.
Dividends
JVMRX vs. JAKVX - Dividend Comparison
JVMRX's dividend yield for the trailing twelve months is around 8.19%, more than JAKVX's 7.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAKVX John Hancock Disciplined Value Global Long/Short Fund Class R6 | 7.52% | 8.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JVMRX John Hancock Disciplined Value Mid Cap Fund Class R6 | 8.19% | 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
JVMRX and JAKVX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JVMRX has higher volatility (3.46%) compared to JAKVX (1.85%). In terms of maximum drawdown, JVMRX dropped -42.63% vs JAKVX's -5.16%.
JAKVX currently has the higher Sharpe Ratio (2.78 vs 1.35), 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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