USGLX vs. JVMIX
USGLX (John Hancock U.S. Global Leaders Growth Fund) and JVMIX (John Hancock Funds Disciplined Value Mid Cap Fund Class I) are both mutual funds - USGLX is a Large Cap Growth Equities fund managed by John Hancock, while JVMIX is a Mid Cap Value Equities fund managed by John Hancock. Over the past 10 years, USGLX returned 10.88%/yr vs 10.75%/yr for JVMIX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. USGLX charges 1.13%/yr vs 0.87%/yr for JVMIX.
Performance
USGLX vs. JVMIX - Performance Comparison
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Returns By Period
In the year-to-date period, USGLX achieves a -4.06% return, which is significantly lower than JVMIX's 14.20% return. Both investments have delivered pretty close results over the past 10 years, with USGLX having a 10.88% annualized return and JVMIX not far behind at 10.75%.
USGLX
- 1D
- 1.16%
- 1M
- -0.24%
- 6M
- -1.01%
- YTD
- -4.06%
- 1Y
- -2.62%
- 3Y*
- 7.46%
- 5Y*
- 1.66%
- 10Y*
- 10.88%
- ALL TIME*
- 9.67%
JVMIX
- 1D
- -0.70%
- 1M
- 2.05%
- 6M
- 9.53%
- YTD
- 14.20%
- 1Y
- 19.00%
- 3Y*
- 13.89%
- 5Y*
- 10.01%
- 10Y*
- 10.75%
- ALL TIME*
- 6.60%
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 |
USGLX vs. JVMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USGLX John Hancock U.S. Global Leaders Growth Fund | -4.06% | 2.94% | 18.17% | 29.14% | -29.76% | 19.18% | 35.40% | 33.07% | 3.35% | 25.38% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 14.20% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 15.10% |
Correlation
The correlation between USGLX and JVMIX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 1997 | 0.77 |
Over the past year, the correlation between USGLX and JVMIX has dropped to 0.53 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
USGLX vs. JVMIX — Risk / Return Rank
USGLX
JVMIX
USGLX vs. JVMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock U.S. Global Leaders Growth Fund (USGLX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). 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.
| USGLX | JVMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.24 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 2.03 | -2.37 |
| Martin ratioReturn relative to average drawdown | -0.93 | 6.54 | -7.47 |
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Drawdowns
USGLX vs. JVMIX - Drawdown Comparison
The maximum USGLX drawdown since its inception was -46.82%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for USGLX and JVMIX.
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Drawdown Indicators
| USGLX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.82% | -67.04% | +20.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.97% | -8.57% | -7.40% |
Max Drawdown (3Y)Largest decline over 3 years | -25.58% | -21.13% | -4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -36.80% | -21.13% | -15.67% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | -42.64% | +5.84% |
Current DrawdownCurrent decline from peak | -14.59% | -1.60% | -12.99% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -13.30% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.94% | 2.65% | +3.29% |
Volatility
USGLX vs. JVMIX - Volatility Comparison
John Hancock U.S. Global Leaders Growth Fund (USGLX) has a higher volatility of 3.68% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 3.46%. This indicates that USGLX's price experiences larger fluctuations and is considered to be riskier than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USGLX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 3.46% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 9.10% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 12.98% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 18.22% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 20.22% | +0.01% |
USGLX vs. JVMIX - Expense Ratio Comparison
USGLX has a 1.13% expense ratio, which is higher than JVMIX's 0.87% expense ratio.
Dividends
USGLX vs. JVMIX - Dividend Comparison
USGLX's dividend yield for the trailing twelve months is around 29.59%, more than JVMIX's 8.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 8.09% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
USGLX John Hancock U.S. Global Leaders Growth Fund | 29.59% | 28.38% | 15.79% | 0.00% | 0.00% | 8.75% | 11.38% | 6.76% | 13.55% | 7.34% | 5.42% | 6.57% |
Frequently Asked Questions
USGLX and JVMIX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USGLX has higher volatility (3.68%) compared to JVMIX (3.46%). In terms of maximum drawdown, USGLX dropped -46.82% vs JVMIX's -67.04%.
JVMIX currently has the higher Sharpe Ratio (1.34 vs -0.39), 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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