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WFMIX vs. JVMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WFMIX vs. JVMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Special Mid Cap Value Fund Class I (WFMIX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). The values are adjusted to include any dividend payments, if applicable.

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WFMIX vs. JVMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFMIX
Allspring Special Mid Cap Value Fund Class I
3.16%6.14%11.95%9.54%-4.65%28.53%3.27%40.27%-13.12%11.16%
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
1.16%11.28%10.46%16.64%-7.09%26.85%5.90%30.13%-14.90%15.10%

Returns By Period

In the year-to-date period, WFMIX achieves a 3.16% return, which is significantly higher than JVMIX's 1.16% return. Both investments have delivered pretty close results over the past 10 years, with WFMIX having a 10.45% annualized return and JVMIX not far behind at 10.12%.


WFMIX

1D
2.33%
1M
-6.76%
YTD
3.16%
6M
3.51%
1Y
11.50%
3Y*
10.02%
5Y*
7.88%
10Y*
10.45%

JVMIX

1D
1.79%
1M
-6.68%
YTD
1.16%
6M
0.63%
1Y
13.98%
3Y*
12.68%
5Y*
8.23%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WFMIX vs. JVMIX - Expense Ratio Comparison

WFMIX has a 0.80% expense ratio, which is lower than JVMIX's 0.87% expense ratio.


Return for Risk

WFMIX vs. JVMIX — Risk / Return Rank

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

WFMIX
WFMIX Risk / Return Rank: 2929
Overall Rank
WFMIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
WFMIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
WFMIX Omega Ratio Rank: 2222
Omega Ratio Rank
WFMIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
WFMIX Martin Ratio Rank: 3232
Martin Ratio Rank

JVMIX
JVMIX Risk / Return Rank: 3939
Overall Rank
JVMIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JVMIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JVMIX Omega Ratio Rank: 3434
Omega Ratio Rank
JVMIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
JVMIX Martin Ratio Rank: 4545
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.

WFMIX vs. JVMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Special Mid Cap Value Fund Class I (WFMIX) 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.


WFMIXJVMIXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.80

-0.13

Sortino ratio

Return per unit of downside risk

1.07

1.25

-0.18

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

1.06

1.16

-0.10

Martin ratio

Return relative to average drawdown

3.71

4.73

-1.02

WFMIX vs. JVMIX - Sharpe Ratio Comparison

The current WFMIX Sharpe Ratio is 0.67, which is comparable to the JVMIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of WFMIX and JVMIX, 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


WFMIXJVMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.80

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.45

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.50

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.29

+0.16

Correlation

The correlation between WFMIX and JVMIX is 0.95, 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

WFMIX vs. JVMIX - Dividend Comparison

WFMIX's dividend yield for the trailing twelve months is around 10.90%, more than JVMIX's 9.13% yield.


TTM20252024202320222021202020192018201720162015
WFMIX
Allspring Special Mid Cap Value Fund Class I
10.90%11.24%8.00%5.51%8.71%9.87%0.66%7.48%2.74%4.41%1.44%4.47%
JVMIX
John Hancock Funds Disciplined Value Mid Cap Fund Class I
9.13%9.24%12.05%4.02%5.27%6.67%1.13%2.40%13.85%5.94%1.91%5.88%

Drawdowns

WFMIX vs. JVMIX - Drawdown Comparison

The maximum WFMIX drawdown since its inception was -52.70%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for WFMIX and JVMIX.


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Drawdown Indicators


WFMIXJVMIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.70%

-67.04%

+14.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-13.22%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.13%

-21.13%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-43.80%

-42.64%

-1.16%

Current Drawdown

Current decline from peak

-6.87%

-6.93%

+0.06%

Average Drawdown

Average peak-to-trough decline

-7.53%

-13.43%

+5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.23%

+0.07%

Volatility

WFMIX vs. JVMIX - Volatility Comparison

Allspring Special Mid Cap Value Fund Class I (WFMIX) has a higher volatility of 5.58% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 4.40%. This indicates that WFMIX'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


WFMIXJVMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

4.40%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

9.77%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

17.51%

18.11%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

18.44%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

20.31%

-1.44%