GIIYX vs. JIJIX

Last updated Jun 24, 2026

GIIYX (GuideStone Funds International Equity Index Fund) and JIJIX (John Hancock International Dynamic Growth Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, GIIYX returned 8.86%/yr vs 12.19%/yr for JIJIX. Their correlation of 0.81 suggests significant overlap in exposure. GIIYX charges 0.23%/yr vs 0.95%/yr for JIJIX.

Performance

GIIYX vs. JIJIX - Performance Comparison

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

Returns By Period

In the year-to-date period, GIIYX achieves a 10.46% return, which is significantly lower than JIJIX's 33.48% return.

GIIYX

• 1D: 0.13%
• 1M: 2.28%
• YTD: 10.46%
• 6M: 9.85%
• 1Y: 23.61%
• 3Y*: 17.75%
• 5Y*: 8.86%
• 10Y*: 9.72%

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)

GIIYX vs. JIJIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
GIIYX GuideStone Funds International Equity Index Fund	10.46%	31.38%	4.66%	18.04%	-15.71%	10.39%	8.20%	8.11%
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 GIIYX and JIJIX is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since May 7, 2019	0.81

The correlation between GIIYX and JIJIX has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

Return for Risk

GIIYX vs. JIJIX — Risk / Return Rank

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

GIIYX

GIIYX Risk / Return Rank: 36
GIIYX Sharpe Ratio Rank: 36
GIIYX Sortino Ratio Rank: 35
GIIYX Omega Ratio Rank: 33
GIIYX Calmar Ratio Rank: 37
GIIYX Martin Ratio Rank: 40

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.

GIIYX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds International Equity Index Fund (GIIYX) 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.

	GIIYX	JIJIX	Difference
Sharpe ratio: Return per unit of total volatility	1.59	1.88	-0.29
Sortino ratio: Return per unit of downside risk	2.27	2.51	-0.24
Omega ratio: Gain probability vs. loss probability	1.29	1.35	-0.06
Calmar ratio: Return relative to maximum drawdown	2.17	3.08	-0.90
Martin ratio: Return relative to average drawdown	8.17	11.75	-3.58

GIIYX vs. JIJIX - Sharpe Ratio Comparison

The current GIIYX Sharpe Ratio is 1.59, which is comparable to the JIJIX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of GIIYX 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

GIIYX vs. JIJIX - Drawdown Comparison

The maximum GIIYX drawdown since its inception was -32.55%, smaller than the maximum JIJIX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for GIIYX and JIJIX.

Drawdown Indicators

	GIIYX	JIJIX	Difference
Max Drawdown Largest peak-to-trough decline	-32.55%	-41.80%	+9.25%
Max Drawdown (1Y) Largest decline over 1 year	-11.37%	-16.01%	+4.64%
Max Drawdown (3Y) Largest decline over 3 years	-13.50%	-18.04%	+4.54%
Max Drawdown (5Y) Largest decline over 5 years	-30.75%	-41.80%	+11.05%
Max Drawdown (10Y) Largest decline over 10 years	-32.55%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.30%	-11.36%	+5.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	4.19%	-1.17%

Volatility

GIIYX vs. JIJIX - Volatility Comparison

The current volatility for GuideStone Funds International Equity Index Fund (GIIYX) is 4.79%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 13.06%. This indicates that GIIYX 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

	GIIYX	JIJIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	13.06%	-8.27%
Volatility (6M) Calculated over the trailing 6-month period	12.96%	23.68%	-10.72%
Volatility (1Y) Calculated over the trailing 1-year period	15.58%	26.21%	-10.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.27%	21.18%	-4.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.72%	22.50%	-5.78%

GIIYX vs. JIJIX - Expense Ratio Comparison

GIIYX has a 0.23% expense ratio, which is lower than JIJIX's 0.95% expense ratio.

Dividends

GIIYX vs. JIJIX - Dividend Comparison

GIIYX's dividend yield for the trailing twelve months is around 5.39%, more than JIJIX's 2.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GIIYX GuideStone Funds International Equity Index Fund	5.39%	5.95%	3.01%	3.06%	3.00%	5.44%	1.99%	3.03%	1.44%	2.33%
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%

Frequently Asked Questions

Can I hold both GIIYX and JIJIX in my portfolio?

GIIYX and JIJIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GIIYX or JIJIX?

JIJIX has higher volatility (13.06%) compared to GIIYX (4.79%). In terms of maximum drawdown, GIIYX dropped -32.55% vs JIJIX's -41.80%.

Which has better risk-adjusted returns?

JIJIX currently has the higher Sharpe Ratio (1.88 vs 1.59), 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.