AIONX vs. JIJIX

Last updated Jun 24, 2026

AIONX (AQR International Momentum Style Fund Class N) and JIJIX (John Hancock International Dynamic Growth Fund) are both Foreign Large Cap Equities funds. Their correlation of 0.87 suggests significant overlap in exposure. AIONX charges 0.88%/yr vs 0.95%/yr for JIJIX.

Performance

AIONX vs. JIJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR International Momentum Style Fund Class N (AIONX) and John Hancock International Dynamic Growth Fund (JIJIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AIONX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JIJIX

• 1D: 2.09%
• 1M: 11.11%
• YTD: 33.48%
• 6M: 33.06%
• 1Y: 47.61%
• 3Y*: 29.28%
• 5Y*: 12.19%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIONX vs. JIJIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
AIONX AQR International Momentum Style Fund Class N	6.03%	34.58%	8.41%	16.39%	-19.64%	11.72%	16.32%	8.54%
JIJIX John Hancock International Dynamic Growth Fund	33.48%	23.10%	24.88%	18.92%	-31.47%	17.94%	36.58%	13.65%

Correlation

The correlation between AIONX and JIJIX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since May 7, 2019	0.87

The correlation between AIONX and JIJIX has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

Return for Risk

AIONX vs. JIJIX — Risk / Return Rank

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

AIONX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JIJIX

JIJIX Risk / Return Rank: 54
JIJIX Sharpe Ratio Rank: 48
JIJIX Sortino Ratio Rank: 42
JIJIX Omega Ratio Rank: 48
JIJIX Calmar Ratio Rank: 70
JIJIX Martin Ratio Rank: 64

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.

AIONX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund Class N (AIONX) and John Hancock International Dynamic Growth Fund (JIJIX). 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.

	AIONX	JIJIX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.88	—
Sortino ratio: Return per unit of downside risk	—	2.51	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	3.08	—
Martin ratio: Return relative to average drawdown	—	11.75	—

Drawdowns

Drawdown Indicators

	AIONX	JIJIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-41.80%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-16.01%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.80%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-11.36%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.19%	—

Volatility

Volatility by Period

	AIONX	JIJIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.06%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.68%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	26.21%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.18%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.50%	—

AIONX vs. JIJIX - Expense Ratio Comparison

AIONX has a 0.88% expense ratio, which is lower than JIJIX's 0.95% expense ratio.

Dividends

AIONX vs. JIJIX - Dividend Comparison

AIONX's dividend yield for the trailing twelve months is around 20.01%, more than JIJIX's 2.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIONX AQR International Momentum Style Fund Class N	20.01%	14.62%	21.87%	11.32%	2.62%	1.77%	0.95%	2.12%	1.85%	1.96%	2.23%	1.30%
JIJIX John Hancock International Dynamic Growth Fund	2.20%	2.94%	0.13%	0.22%	0.79%	30.17%	5.62%	0.20%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AIONX and JIJIX in my portfolio?

AIONX and JIJIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.