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FWWFX vs. JIGTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FWWFX vs. JIGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Worldwide Fund (FWWFX) and John Hancock Funds International Growth Fund Class R6 (JIGTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FWWFX achieves a 15.37% return, which is significantly higher than JIGTX's 9.62% return. Over the past 10 years, FWWFX has outperformed JIGTX with an annualized return of 14.42%, while JIGTX has yielded a comparatively lower 9.75% annualized return.


FWWFX

1D
0.62%
1M
-3.50%
6M
10.36%
YTD
15.37%
1Y
25.33%
3Y*
21.10%
5Y*
10.87%
10Y*
14.42%
ALL TIME*
9.33%

JIGTX

1D
0.31%
1M
-2.67%
6M
2.79%
YTD
9.62%
1Y
20.55%
3Y*
16.72%
5Y*
5.52%
10Y*
9.75%
ALL TIME*
9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FWWFX vs. JIGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FWWFX
Fidelity Worldwide Fund
15.37%16.16%27.65%24.96%-25.74%18.49%30.91%28.97%-4.53%28.72%
JIGTX
John Hancock Funds International Growth Fund Class R6
9.62%29.93%10.83%13.06%-26.72%9.81%22.57%28.47%-11.94%36.84%

Correlation

The correlation between FWWFX and JIGTX is 0.90, 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.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (10Y)
Provides a long-term view across more market conditions.

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.85

The correlation between FWWFX and JIGTX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.

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Return for Risk

FWWFX vs. JIGTX — Risk / Return Rank

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

FWWFX
FWWFX Risk / Return Rank: 3838
Overall Rank
FWWFX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FWWFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
FWWFX Omega Ratio Rank: 3333
Omega Ratio Rank
FWWFX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FWWFX Martin Ratio Rank: 4646
Martin Ratio Rank

JIGTX
JIGTX Risk / Return Rank: 2929
Overall Rank
JIGTX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
JIGTX Sortino Ratio Rank: 2626
Sortino Ratio Rank
JIGTX Omega Ratio Rank: 2828
Omega Ratio Rank
JIGTX Calmar Ratio Rank: 3030
Calmar Ratio Rank
JIGTX Martin Ratio Rank: 3333
Martin Ratio Rank
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.

FWWFX vs. JIGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Worldwide Fund (FWWFX) and John Hancock Funds International Growth Fund Class R6 (JIGTX). 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.


FWWFXJIGTXDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratioReturn relative to maximum drawdown

1.94

1.45

+0.50

Martin ratioReturn relative to average drawdown

7.01

5.18

+1.83

FWWFX vs. JIGTX - Sharpe Ratio Comparison

The current FWWFX Sharpe Ratio is 1.15, which is comparable to the JIGTX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FWWFX and JIGTX, 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

FWWFX vs. JIGTX - Drawdown Comparison

The maximum FWWFX drawdown since its inception was -56.54%, which is greater than JIGTX's maximum drawdown of -38.16%. Use the drawdown chart below to compare losses from any high point for FWWFX and JIGTX.


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Drawdown Indicators


FWWFXJIGTXDifference

Max Drawdown

Largest peak-to-trough decline

-56.54%

-38.16%

-18.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-13.70%

+1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.61%

-13.70%

-8.91%

Max Drawdown (5Y)

Largest decline over 5 years

-33.72%

-38.16%

+4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

-38.16%

+4.44%

Current Drawdown

Current decline from peak

-7.12%

-6.65%

-0.47%

Average Drawdown

Average peak-to-trough decline

-9.40%

-8.92%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.82%

-0.57%

Volatility

FWWFX vs. JIGTX - Volatility Comparison

The current volatility for Fidelity Worldwide Fund (FWWFX) is 5.52%, while John Hancock Funds International Growth Fund Class R6 (JIGTX) has a volatility of 7.37%. This indicates that FWWFX experiences smaller price fluctuations and is considered to be less risky than JIGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWWFXJIGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

7.37%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

16.49%

18.58%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.80%

20.54%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

17.61%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.91%

17.21%

+1.70%

FWWFX vs. JIGTX - Expense Ratio Comparison

FWWFX has a 0.77% expense ratio, which is lower than JIGTX's 0.89% expense ratio.


Dividends

FWWFX vs. JIGTX - Dividend Comparison

FWWFX's dividend yield for the trailing twelve months is around 10.00%, more than JIGTX's 0.15% yield.


PositionTTM20252024202320222021202020192018201720162015
FWWFX
Fidelity Worldwide Fund
10.00%11.54%14.64%0.94%6.29%12.76%8.08%4.87%9.63%6.24%1.22%3.38%
JIGTX
John Hancock Funds International Growth Fund Class R6
0.15%0.16%0.87%2.75%13.65%15.45%0.30%1.12%3.04%0.57%1.05%0.00%

Frequently Asked Questions


With a correlation of 0.90, FWWFX and JIGTX 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.

JIGTX has higher volatility (7.37%) compared to FWWFX (5.52%). In terms of maximum drawdown, FWWFX dropped -56.54% vs JIGTX's -38.16%.

FWWFX currently has the higher Sharpe Ratio (1.15 vs 0.97), 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.

Portfolio Optimizer

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