JVMRX vs. PDT
Compare and contrast key facts about John Hancock Disciplined Value Mid Cap Fund Class R6 (JVMRX) and John Hancock Premium Dividend Fund (PDT).
JVMRX is a passively managed fund by John Hancock that tracks the performance of the Russell Mid Cap Value Index. It was launched on Sep 1, 2011. PDT is managed by John Hancock. It was launched on Dec 14, 1989.
Performance
JVMRX vs. PDT - Performance Comparison
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JVMRX vs. PDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JVMRX John Hancock Disciplined Value Mid Cap Fund Class R6 | 1.20% | 11.40% | 10.59% | 16.81% | -7.00% | 26.95% | 6.00% | 30.26% | -14.75% | 15.06% |
PDT John Hancock Premium Dividend Fund | 6.16% | 7.64% | 29.92% | -9.55% | -16.30% | 25.98% | -14.20% | 39.29% | -12.49% | 21.22% |
Returns By Period
In the year-to-date period, JVMRX achieves a 1.20% return, which is significantly lower than PDT's 6.16% return. Over the past 10 years, JVMRX has outperformed PDT with an annualized return of 10.22%, while PDT has yielded a comparatively lower 7.21% annualized return.
JVMRX
- 1D
- 1.83%
- 1M
- -6.68%
- YTD
- 1.20%
- 6M
- 0.70%
- 1Y
- 14.10%
- 3Y*
- 12.81%
- 5Y*
- 8.35%
- 10Y*
- 10.22%
PDT
- 1D
- 0.99%
- 1M
- -1.97%
- YTD
- 6.16%
- 6M
- 1.94%
- 1Y
- 9.65%
- 3Y*
- 11.11%
- 5Y*
- 5.77%
- 10Y*
- 7.21%
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JVMRX vs. PDT - Expense Ratio Comparison
JVMRX has a 0.74% expense ratio, which is lower than PDT's 5.06% expense ratio.
Return for Risk
JVMRX vs. PDT — Risk / Return Rank
JVMRX
PDT
JVMRX vs. PDT - 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 Premium Dividend Fund (PDT). 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.
| JVMRX | PDT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.73 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.01 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.88 | +0.28 |
Martin ratioReturn relative to average drawdown | 4.77 | 3.47 | +1.30 |
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
| JVMRX | PDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.73 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.34 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.29 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.32 | +0.31 |
Correlation
The correlation between JVMRX and PDT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JVMRX vs. PDT - Dividend Comparison
JVMRX's dividend yield for the trailing twelve months is around 9.25%, more than PDT's 7.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JVMRX John Hancock Disciplined Value Mid Cap Fund Class R6 | 9.25% | 9.36% | 12.17% | 4.12% | 5.38% | 6.78% | 1.22% | 2.49% | 14.01% | 5.94% | 1.91% | 5.88% |
PDT John Hancock Premium Dividend Fund | 7.48% | 7.80% | 7.77% | 10.14% | 9.04% | 6.42% | 8.43% | 6.70% | 8.69% | 9.94% | 9.15% | 7.88% |
Drawdowns
JVMRX vs. PDT - Drawdown Comparison
The maximum JVMRX drawdown since its inception was -42.63%, smaller than the maximum PDT drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for JVMRX and PDT.
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Drawdown Indicators
| JVMRX | PDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.63% | -62.39% | +19.76% |
Max Drawdown (1Y)Largest decline over 1 year | -13.22% | -10.34% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -21.18% | -40.44% | +19.26% |
Max Drawdown (10Y)Largest decline over 10 years | -42.63% | -62.39% | +19.76% |
Current DrawdownCurrent decline from peak | -6.93% | -1.97% | -4.96% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -10.05% | +5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.63% | +0.60% |
Volatility
JVMRX vs. PDT - Volatility Comparison
John Hancock Disciplined Value Mid Cap Fund Class R6 (JVMRX) and John Hancock Premium Dividend Fund (PDT) have volatilities of 4.42% and 4.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JVMRX | PDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.23% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 7.21% | +2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 13.22% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.46% | 17.06% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.33% | 25.18% | -4.85% |