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John Hancock ESG International Equity Fund (JTQIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS47803N7113
CUSIP47803N711
IssuerJohn Hancock
Inception DateDec 14, 2016
CategoryForeign Large Cap Equities
Min. Investment$250,000
Asset ClassEquity

Expense Ratio

JTQIX has a high expense ratio of 1.23%, indicating higher-than-average management fees.


Expense ratio chart for JTQIX: current value at 1.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.23%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: JTQIX vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock ESG International Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.06%
14.80%
JTQIX (John Hancock ESG International Equity Fund)
Benchmark (^GSPC)

Returns By Period

John Hancock ESG International Equity Fund had a return of 8.95% year-to-date (YTD) and 20.77% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.95%25.70%
1 month-2.62%3.51%
6 months3.05%14.80%
1 year20.77%37.91%
5 years (annualized)5.05%14.18%
10 years (annualized)N/A11.41%

Monthly Returns

The table below presents the monthly returns of JTQIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.27%4.05%2.53%-3.24%4.73%0.83%2.27%2.90%1.18%-4.27%8.95%
20238.98%-4.34%3.08%2.39%-2.41%3.21%2.03%-5.18%-4.86%-4.17%8.78%5.16%11.82%
2022-5.54%-4.50%-0.86%-7.92%2.97%-6.99%4.33%-4.54%-9.26%4.07%13.28%-3.42%-18.84%
2021-1.33%0.43%0.06%0.97%2.89%-0.41%-1.59%2.81%-4.65%3.29%-5.14%1.86%-1.21%
2020-2.48%-5.01%-14.44%7.58%5.90%5.49%5.52%4.48%0.43%-1.00%13.09%6.00%25.20%
20196.64%2.47%2.11%3.50%-6.61%6.91%-2.92%-1.22%1.56%3.64%2.11%4.01%23.62%
20185.47%-3.94%-0.30%-0.92%-0.62%-1.32%1.96%-1.69%0.24%-8.91%2.32%-5.27%-12.93%
20174.88%1.05%3.67%2.99%4.31%0.34%3.20%0.73%2.59%2.52%0.08%0.81%30.63%
20160.40%0.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JTQIX is 25, indicating that it is in the bottom 25% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of JTQIX is 2525
Combined Rank
The Sharpe Ratio Rank of JTQIX is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of JTQIX is 2121Sortino Ratio Rank
The Omega Ratio Rank of JTQIX is 2020Omega Ratio Rank
The Calmar Ratio Rank of JTQIX is 3434Calmar Ratio Rank
The Martin Ratio Rank of JTQIX is 2727Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for John Hancock ESG International Equity Fund (JTQIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JTQIX
Sharpe ratio
The chart of Sharpe ratio for JTQIX, currently valued at 1.57, compared to the broader market0.002.004.001.57
Sortino ratio
The chart of Sortino ratio for JTQIX, currently valued at 2.22, compared to the broader market0.005.0010.002.22
Omega ratio
The chart of Omega ratio for JTQIX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for JTQIX, currently valued at 0.89, compared to the broader market0.005.0010.0015.0020.0025.000.89
Martin ratio
The chart of Martin ratio for JTQIX, currently valued at 8.00, compared to the broader market0.0020.0040.0060.0080.00100.008.00
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market0.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.0025.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current John Hancock ESG International Equity Fund Sharpe ratio is 1.57. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of John Hancock ESG International Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.57
2.97
JTQIX (John Hancock ESG International Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

John Hancock ESG International Equity Fund provided a 2.07% dividend yield over the last twelve months, with an annual payout of $0.31 per share.


0.50%1.00%1.50%2.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.31$0.31$0.13$0.33$0.10$0.28$0.14$0.07

Dividend yield

2.07%2.25%1.07%2.14%0.62%2.12%1.29%0.55%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock ESG International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2017$0.07$0.07

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.20%
0
JTQIX (John Hancock ESG International Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock ESG International Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the John Hancock ESG International Equity Fund was 33.52%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current John Hancock ESG International Equity Fund drawdown is 7.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.52%Feb 17, 2021418Oct 12, 2022
-31.18%Feb 13, 202027Mar 23, 202087Jul 27, 2020114
-21.44%Jan 29, 2018229Dec 24, 2018253Dec 26, 2019482
-5.77%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-5.39%Jan 11, 202114Jan 29, 202110Feb 12, 202124

Volatility

Volatility Chart

The current John Hancock ESG International Equity Fund volatility is 3.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.82%
3.92%
JTQIX (John Hancock ESG International Equity Fund)
Benchmark (^GSPC)