TCVIX vs. JVMRX
TCVIX (Touchstone Mid Cap Value Fund) and JVMRX (John Hancock Disciplined Value Mid Cap Fund Class R6) are both Mid Cap Value Equities funds. Over the past 10 years, TCVIX returned 9.09%/yr vs 10.86%/yr for JVMRX. Their 0.96 correlation means they have historically moved very closely together. TCVIX charges 0.85%/yr vs 0.74%/yr for JVMRX.
Performance
TCVIX vs. JVMRX - Performance Comparison
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Returns By Period
In the year-to-date period, TCVIX achieves a 15.96% return, which is significantly higher than JVMRX's 14.28% return. Over the past 10 years, TCVIX has underperformed JVMRX with an annualized return of 9.09%, while JVMRX has yielded a comparatively higher 10.86% annualized return.
TCVIX
- 1D
- -0.85%
- 1M
- 1.16%
- 6M
- 10.63%
- YTD
- 15.96%
- 1Y
- 25.03%
- 3Y*
- 11.98%
- 5Y*
- 8.09%
- 10Y*
- 9.09%
- ALL TIME*
- 11.05%
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%
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 |
TCVIX vs. JVMRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCVIX Touchstone Mid Cap Value Fund | 15.96% | 10.00% | 8.61% | 7.78% | -8.38% | 27.12% | 5.70% | 29.76% | -16.77% | 14.09% |
JVMRX John Hancock Disciplined Value Mid Cap Fund Class R6 | 14.28% | 11.40% | 10.59% | 16.81% | -7.00% | 26.95% | 6.00% | 30.26% | -14.75% | 15.06% |
Correlation
The correlation between TCVIX and JVMRX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2011 | 0.96 |
The correlation between TCVIX and JVMRX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
TCVIX vs. JVMRX — Risk / Return Rank
TCVIX
JVMRX
TCVIX vs. JVMRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Value Fund (TCVIX) and John Hancock Disciplined Value Mid Cap Fund Class R6 (JVMRX). 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.
| TCVIX | JVMRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.03 | +0.66 |
| Martin ratioReturn relative to average drawdown | 10.47 | 6.58 | +3.89 |
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Drawdowns
TCVIX vs. JVMRX - Drawdown Comparison
The maximum TCVIX drawdown since its inception was -41.89%, roughly equal to the maximum JVMRX drawdown of -42.63%. Use the drawdown chart below to compare losses from any high point for TCVIX and JVMRX.
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Drawdown Indicators
| TCVIX | JVMRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.89% | -42.63% | +0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -8.61% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -18.98% | -21.18% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.37% | -21.18% | +1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -41.89% | -42.63% | +0.74% |
Current DrawdownCurrent decline from peak | -0.85% | -1.60% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -4.33% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.65% | -0.46% |
Volatility
TCVIX vs. JVMRX - Volatility Comparison
The current volatility for Touchstone Mid Cap Value Fund (TCVIX) is 2.58%, while John Hancock Disciplined Value Mid Cap Fund Class R6 (JVMRX) has a volatility of 3.46%. This indicates that TCVIX experiences smaller price fluctuations and is considered to be less risky than JVMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCVIX | JVMRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 3.46% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 9.11% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.51% | 12.99% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 18.24% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.08% | 20.24% | -1.16% |
TCVIX vs. JVMRX - Expense Ratio Comparison
TCVIX has a 0.85% expense ratio, which is higher than JVMRX's 0.74% expense ratio.
Dividends
TCVIX vs. JVMRX - Dividend Comparison
TCVIX's dividend yield for the trailing twelve months is around 3.66%, less than JVMRX's 8.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TCVIX Touchstone Mid Cap Value Fund | 3.66% | 4.25% | 5.48% | 1.80% | 6.59% | 6.77% | 0.76% | 0.91% | 5.86% | 6.47% | 4.44% | 7.26% |
Frequently Asked Questions
With a correlation of 0.91, TCVIX and JVMRX 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.
JVMRX has higher volatility (3.46%) compared to TCVIX (2.58%). In terms of maximum drawdown, TCVIX dropped -41.89% vs JVMRX's -42.63%.
TCVIX currently has the higher Sharpe Ratio (1.70 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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