WFMIX vs. JVMIX
Compare and contrast key facts about Allspring Special Mid Cap Value Fund Class I (WFMIX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
WFMIX is managed by Allspring Global Investments. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFMIX or JVMIX.
Key characteristics
| WFMIX | JVMIX | |
|---|---|---|
| YTD Return | 17.85% | 16.81% |
| 1Y Return | 25.68% | 30.78% |
| 3Y Return (Ann) | 0.47% | 8.22% |
| 5Y Return (Ann) | 5.96% | 12.00% |
| 10Y Return (Ann) | 5.26% | 10.20% |
| Sharpe Ratio | 2.02 | 2.17 |
| Sortino Ratio | 2.79 | 3.06 |
| Omega Ratio | 1.36 | 1.39 |
| Calmar Ratio | 1.30 | 4.67 |
| Martin Ratio | 12.92 | 10.84 |
| Ulcer Index | 1.97% | 2.84% |
| Daily Std Dev | 12.59% | 14.14% |
| Max Drawdown | -56.74% | -66.36% |
| Current Drawdown | -0.81% | -0.90% |
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.
Performance
WFMIX vs. JVMIX - Performance Comparison
In the year-to-date period, WFMIX achieves a 17.85% return, which is significantly higher than JVMIX's 16.81% return. Over the past 10 years, WFMIX has underperformed JVMIX with an annualized return of 5.26%, while JVMIX has yielded a comparatively higher 10.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
WFMIX vs. JVMIX - Risk-Adjusted Performance 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.
Dividends
WFMIX vs. JVMIX - Dividend Comparison
WFMIX's dividend yield for the trailing twelve months is around 1.08%, more than JVMIX's 0.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFMIX Allspring Special Mid Cap Value Fund Class I | 1.08% | 1.27% | 1.02% | 0.51% | 0.66% | 0.84% | 0.94% | 0.95% | 0.91% | 0.71% | 0.67% | 0.51% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 0.81% | 0.95% | 1.03% | 0.51% | 0.80% | 0.86% | 1.04% | 0.52% | 0.91% | 0.61% | 0.53% | 0.45% |
Drawdowns
WFMIX vs. JVMIX - Drawdown Comparison
The maximum WFMIX drawdown since its inception was -56.74%, smaller than the maximum JVMIX drawdown of -66.36%. Use the drawdown chart below to compare losses from any high point for WFMIX and JVMIX. For additional features, visit the drawdowns tool.
Volatility
WFMIX vs. JVMIX - Volatility Comparison
The current volatility for Allspring Special Mid Cap Value Fund Class I (WFMIX) is 3.65%, while John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a volatility of 4.91%. This indicates that WFMIX experiences smaller price fluctuations and is considered to be less risky than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.