We study the magnetic properties of the extended periodic Anderson model, which includes the electron correlations within and between the itinerant and localized bands. By combining dynamical mean-field theory with the numerical renormalization group, we calculate the sublattice magnetization and the staggered susceptibility to determine the phase diagram in the particle-hole symmetric case. We find that two kinds of magnetically ordered states compete with the Kondo insulating state at zero temperature, which induces non-monotonic behavior in the temperature-dependent magnetization. We also clarify that a novel magnetic metallic state is stabilized at half filling by the competition between Hund's coupling and the hybridization.