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JVMRX vs. SMVTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JVMRX vs. SMVTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value Mid Cap Fund Class R6 (JVMRX) and Virtus Ceredex Mid-Cap Value Equity Fund (SMVTX). The values are adjusted to include any dividend payments, if applicable.

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JVMRX vs. SMVTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SMVTX
Virtus Ceredex Mid-Cap Value Equity Fund
9.20%17.58%18.93%10.94%-13.89%29.15%-1.19%33.14%-8.01%11.69%

Returns By Period

In the year-to-date period, JVMRX achieves a 1.20% return, which is significantly lower than SMVTX's 9.20% return. Over the past 10 years, JVMRX has underperformed SMVTX with an annualized return of 10.22%, while SMVTX has yielded a comparatively higher 11.36% 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%

SMVTX

1D
2.65%
1M
-4.56%
YTD
9.20%
6M
13.51%
1Y
34.44%
3Y*
19.43%
5Y*
10.79%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JVMRX vs. SMVTX - Expense Ratio Comparison

JVMRX has a 0.74% expense ratio, which is lower than SMVTX's 0.99% expense ratio.


Return for Risk

JVMRX vs. SMVTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JVMRX
JVMRX Risk / Return Rank: 3131
Overall Rank
JVMRX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JVMRX Sortino Ratio Rank: 3030
Sortino Ratio Rank
JVMRX Omega Ratio Rank: 2929
Omega Ratio Rank
JVMRX Calmar Ratio Rank: 3232
Calmar Ratio Rank
JVMRX Martin Ratio Rank: 3636
Martin Ratio Rank

SMVTX
SMVTX Risk / Return Rank: 8686
Overall Rank
SMVTX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SMVTX Sortino Ratio Rank: 8383
Sortino Ratio Rank
SMVTX Omega Ratio Rank: 8383
Omega Ratio Rank
SMVTX Calmar Ratio Rank: 8888
Calmar Ratio Rank
SMVTX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JVMRX vs. SMVTX - 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 Virtus Ceredex Mid-Cap Value Equity Fund (SMVTX). 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.


JVMRXSMVTXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.69

-0.87

Sortino ratio

Return per unit of downside risk

1.26

2.29

-1.03

Omega ratio

Gain probability vs. loss probability

1.17

1.35

-0.18

Calmar ratio

Return relative to maximum drawdown

1.16

2.46

-1.30

Martin ratio

Return relative to average drawdown

4.77

11.87

-7.10

JVMRX vs. SMVTX - Sharpe Ratio Comparison

The current JVMRX Sharpe Ratio is 0.81, which is lower than the SMVTX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of JVMRX and SMVTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JVMRXSMVTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.69

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.53

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.55

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.47

+0.16

Correlation

The correlation between JVMRX and SMVTX 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

JVMRX vs. SMVTX - Dividend Comparison

JVMRX's dividend yield for the trailing twelve months is around 9.25%, less than SMVTX's 15.05% yield.


TTM20252024202320222021202020192018201720162015
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%
SMVTX
Virtus Ceredex Mid-Cap Value Equity Fund
15.05%16.44%15.96%1.16%6.75%18.53%2.52%5.82%14.47%20.86%3.61%7.05%

Drawdowns

JVMRX vs. SMVTX - Drawdown Comparison

The maximum JVMRX drawdown since its inception was -42.63%, smaller than the maximum SMVTX drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for JVMRX and SMVTX.


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Drawdown Indicators


JVMRXSMVTXDifference

Max Drawdown

Largest peak-to-trough decline

-42.63%

-54.72%

+12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.22%

-14.46%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.18%

-25.44%

+4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-42.63%

-45.45%

+2.82%

Current Drawdown

Current decline from peak

-6.93%

-4.56%

-2.37%

Average Drawdown

Average peak-to-trough decline

-4.39%

-8.28%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.00%

+0.23%

Volatility

JVMRX vs. SMVTX - Volatility Comparison

The current volatility for John Hancock Disciplined Value Mid Cap Fund Class R6 (JVMRX) is 4.42%, while Virtus Ceredex Mid-Cap Value Equity Fund (SMVTX) has a volatility of 6.31%. This indicates that JVMRX experiences smaller price fluctuations and is considered to be less risky than SMVTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JVMRXSMVTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

6.31%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

12.00%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.11%

20.93%

-2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

20.36%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.33%

20.59%

-0.26%