ANDIX vs. JIJIX

Last updated Aug 1, 2026

ANDIX (AQR International Defensive Style Fund) and JIJIX (John Hancock International Dynamic Growth Fund) are both Foreign Large Cap Equities funds. Their 0.76 correlation means they have sometimes moved together and sometimes differently. ANDIX charges 0.55%/yr vs 0.95%/yr for JIJIX.

Performance

ANDIX vs. JIJIX - Performance Comparison

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

Returns By Period

ANDIX

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

JIJIX

• 1D: 5.43%
• 1M: -7.92%
• 6M: 2.38%
• YTD: 12.26%
• 1Y: 24.23%
• 3Y*: 20.80%
• 5Y*: 7.51%
• 10Y*: —
• ALL TIME*: 13.97%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JIJIX John Hancock International Dynamic Growth Fund	$0.00	$0.00	$0.00

ANDIX vs. JIJIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ANDIX AQR International Defensive Style Fund	5.63%	21.41%	2.83%	12.06%	-14.26%	7.59%	8.43%	8.43%
JIJIX John Hancock International Dynamic Growth Fund	12.26%	23.10%	24.88%	18.92%	-31.47%	17.94%	36.58%	13.65%

Correlation

The correlation between ANDIX and JIJIX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.54
Correlation (3Y) Balances recent behavior with more history.	0.69
Correlation (5Y) Shows whether the relationship held over a longer period.	0.77
Correlation (All Time) Calculated using the full available price history since May 7, 2019	0.76

Over the past year, the correlation between ANDIX and JIJIX has dropped to 0.54 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

Return for Risk

ANDIX vs. JIJIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ANDIX

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

JIJIX

JIJIX Risk / Return Rank: 26
JIJIX Sharpe Ratio Rank: 23
JIJIX Sortino Ratio Rank: 24
JIJIX Omega Ratio Rank: 27
JIJIX Calmar Ratio Rank: 26
JIJIX Martin Ratio Rank: 29

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ANDIX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) 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.

	ANDIX	JIJIX	Difference
Sharpe ratio: Return per unit of total volatility	—	0.79	—
Sortino ratio: Return per unit of downside risk	—	1.23	—
Omega ratio: Gain probability vs. loss probability	—	1.16	—
Calmar ratio: Return relative to maximum drawdown	—	1.16	—
Martin ratio: Return relative to average drawdown	—	4.16	—

Drawdowns

Drawdown Indicators

	ANDIX	JIJIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-41.80%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-20.23%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.23%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.80%	—
Current Drawdown Current decline from peak	—	-15.90%	—
Average Drawdown Average peak-to-trough decline	—	-11.35%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.62%	—

Volatility

Volatility by Period

	ANDIX	JIJIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.20%	—
Volatility (6M) Calculated over the trailing 6-month period	—	27.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	29.67%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.03%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.97%	—

ANDIX vs. JIJIX - Expense Ratio Comparison

ANDIX has a 0.55% expense ratio, which is lower than JIJIX's 0.95% expense ratio.

Dividends

ANDIX vs. JIJIX - Dividend Comparison

ANDIX's dividend yield for the trailing twelve months is around 70.16%, more than JIJIX's 2.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ANDIX AQR International Defensive Style Fund	70.16%	4.74%	2.29%	3.02%	2.00%	2.53%	1.73%	2.51%	2.40%	3.30%	1.47%	2.09%
JIJIX John Hancock International Dynamic Growth Fund	2.62%	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 ANDIX and JIJIX in my portfolio?

ANDIX and JIJIX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.