FIEZX vs. JIJIX

Last updated Aug 1, 2026

FIEZX (Fidelity Advisor Total International Equity Fund Class Z) and JIJIX (John Hancock International Dynamic Growth Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, FIEZX returned 9.43%/yr vs 7.51%/yr for JIJIX. Their correlation of 0.86 means they have usually moved in the same direction. FIEZX charges 0.90%/yr vs 0.95%/yr for JIJIX.

Performance

FIEZX vs. JIJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total International Equity Fund Class Z (FIEZX) and John Hancock International Dynamic Growth Fund (JIJIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with FIEZX having a 12.38% return and JIJIX slightly lower at 12.26%.

FIEZX

• 1D: 3.07%
• 1M: -0.42%
• 6M: 5.66%
• YTD: 12.38%
• 1Y: 25.98%
• 3Y*: 17.65%
• 5Y*: 9.43%
• 10Y*: —
• ALL TIME*: 11.22%

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)
FIEZX Fidelity Advisor Total International Equity Fund Class Z	$0.00	$0.00	$0.00
JIJIX John Hancock International Dynamic Growth Fund	$0.00	$0.00	$0.00

FIEZX vs. JIJIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FIEZX Fidelity Advisor Total International Equity Fund Class Z	12.38%	32.62%	6.58%	16.51%	-16.94%	11.34%	18.07%	10.76%
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 FIEZX and JIJIX is 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (3Y) Balances recent behavior with more history.	0.87
Correlation (5Y) Shows whether the relationship held over a longer period.	0.87
Correlation (All Time) Calculated using the full available price history since May 7, 2019	0.86

The correlation between FIEZX and JIJIX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

Return for Risk

FIEZX vs. JIJIX — Risk / Return Rank

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

FIEZX

FIEZX Risk / Return Rank: 52
FIEZX Sharpe Ratio Rank: 51
FIEZX Sortino Ratio Rank: 49
FIEZX Omega Ratio Rank: 51
FIEZX Calmar Ratio Rank: 55
FIEZX Martin Ratio Rank: 54

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.

FIEZX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total International Equity Fund Class Z (FIEZX) 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.

	FIEZX	JIJIX	Difference
Sharpe ratio: Return per unit of total volatility	1.45	0.79	+0.66
Sortino ratio: Return per unit of downside risk	2.05	1.23	+0.82
Omega ratio: Gain probability vs. loss probability	1.27	1.16	+0.11
Calmar ratio: Return relative to maximum drawdown	2.09	1.16	+0.93
Martin ratio: Return relative to average drawdown	7.77	4.16	+3.62

FIEZX vs. JIJIX - Sharpe Ratio Comparison

The current FIEZX Sharpe Ratio is 1.45, which is higher than the JIJIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FIEZX and JIJIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FIEZX vs. JIJIX - Drawdown Comparison

The maximum FIEZX drawdown since its inception was -33.27%, smaller than the maximum JIJIX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for FIEZX and JIJIX.

Drawdown Indicators

	FIEZX	JIJIX	Difference
Max Drawdown Largest peak-to-trough decline	-33.27%	-41.80%	+8.53%
Max Drawdown (1Y) Largest decline over 1 year	-11.73%	-20.23%	+8.50%
Max Drawdown (3Y) Largest decline over 3 years	-14.06%	-20.23%	+6.17%
Max Drawdown (5Y) Largest decline over 5 years	-29.92%	-41.80%	+11.88%
Current Drawdown Current decline from peak	-2.78%	-15.90%	+13.12%
Average Drawdown Average peak-to-trough decline	-6.75%	-11.35%	+4.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	5.62%	-2.47%

Volatility

FIEZX vs. JIJIX - Volatility Comparison

The current volatility for Fidelity Advisor Total International Equity Fund Class Z (FIEZX) is 5.80%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 12.20%. This indicates that FIEZX experiences smaller price fluctuations and is considered to be less risky than JIJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIEZX	JIJIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.80%	12.20%	-6.40%
Volatility (6M) Calculated over the trailing 6-month period	15.06%	27.33%	-12.27%
Volatility (1Y) Calculated over the trailing 1-year period	16.89%	29.67%	-12.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.47%	22.03%	-5.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	22.97%	-5.88%

FIEZX vs. JIJIX - Expense Ratio Comparison

FIEZX has a 0.90% expense ratio, which is lower than JIJIX's 0.95% expense ratio.

Dividends

FIEZX vs. JIJIX - Dividend Comparison

FIEZX's dividend yield for the trailing twelve months is around 1.21%, less than JIJIX's 2.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FIEZX Fidelity Advisor Total International Equity Fund Class Z	1.21%	1.36%	1.41%	1.42%	1.08%	8.70%	2.46%	1.84%	1.13%	4.28%
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%

Frequently Asked Questions

Can I hold both FIEZX and JIJIX in my portfolio?

With a correlation of 0.91, FIEZX and JIJIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FIEZX or JIJIX?

JIJIX has higher volatility (12.20%) compared to FIEZX (5.80%). In terms of maximum drawdown, FIEZX dropped -33.27% vs JIJIX's -41.80%.

Which has better risk-adjusted returns?

FIEZX currently has the higher Sharpe Ratio (1.45 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.