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FIIIX vs. JIJIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIIIX vs. JIJIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FIIIX achieves a 12.89% return, which is significantly lower than JIJIX's 33.48% return.


FIIIX

1D
0.08%
1M
6.76%
YTD
12.89%
6M
12.24%
1Y
21.65%
3Y*
14.60%
5Y*
6.44%
10Y*
10.49%

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)

FIIIX vs. JIJIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FIIIX
Fidelity Advisor International Growth Fund Class I
12.89%17.90%4.86%20.87%-23.21%15.45%16.95%14.35%
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 FIIIX and JIJIX is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since May 7, 2019

0.89

The correlation between FIIIX and JIJIX has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

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Return for Risk

FIIIX vs. JIJIX — Risk / Return Rank

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

FIIIX
FIIIX Risk / Return Rank: 2323
Overall Rank
FIIIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FIIIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
FIIIX Omega Ratio Rank: 2121
Omega Ratio Rank
FIIIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
FIIIX Martin Ratio Rank: 2828
Martin Ratio Rank

JIJIX
JIJIX Risk / Return Rank: 5454
Overall Rank
JIJIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
JIJIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
JIJIX Omega Ratio Rank: 4848
Omega Ratio Rank
JIJIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
JIJIX Martin Ratio Rank: 6464
Martin Ratio Rank
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.

FIIIX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class I (FIIIX) 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.


FIIIXJIJIXDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.22

1.35

-0.12

Calmar ratioReturn relative to maximum drawdown

1.66

3.08

-1.42

Martin ratioReturn relative to average drawdown

6.08

11.75

-5.67

FIIIX vs. JIJIX - Sharpe Ratio Comparison

The current FIIIX Sharpe Ratio is 1.20, which is lower than the JIJIX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of FIIIX 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.


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Drawdowns

FIIIX vs. JIJIX - Drawdown Comparison

The maximum FIIIX drawdown since its inception was -55.97%, which is greater than JIJIX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for FIIIX and JIJIX.


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Drawdown Indicators


FIIIXJIJIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.97%

-41.80%

-14.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-16.01%

+2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-16.48%

-18.04%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

-41.80%

+6.85%

Max Drawdown (10Y)

Largest decline over 10 years

-34.95%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.40%

-11.36%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

4.19%

-0.38%

Volatility

FIIIX vs. JIJIX - Volatility Comparison

The current volatility for Fidelity Advisor International Growth Fund Class I (FIIIX) is 7.12%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 13.06%. This indicates that FIIIX 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.


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Volatility by Period


FIIIXJIJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

13.06%

-5.94%

Volatility (6M)

Calculated over the trailing 6-month period

17.01%

23.68%

-6.67%

Volatility (1Y)

Calculated over the trailing 1-year period

19.34%

26.21%

-6.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

21.18%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

22.50%

-4.59%

FIIIX vs. JIJIX - Expense Ratio Comparison

FIIIX has a 1.00% expense ratio, which is higher than JIJIX's 0.95% expense ratio.


Dividends

FIIIX vs. JIJIX - Dividend Comparison

FIIIX's dividend yield for the trailing twelve months is around 3.05%, more than JIJIX's 2.20% yield.


PositionTTM20252024202320222021202020192018201720162015
FIIIX
Fidelity Advisor International Growth Fund Class I
3.05%3.44%0.78%0.47%1.65%1.93%0.12%1.00%0.91%0.12%1.28%0.77%
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


FIIIX and JIJIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JIJIX has higher volatility (13.06%) compared to FIIIX (7.12%). In terms of maximum drawdown, FIIIX dropped -55.97% vs JIJIX's -41.80%.

JIJIX currently has the higher Sharpe Ratio (1.88 vs 1.20), 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.

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