JDIUX vs. ANDIX

Last updated Aug 1, 2026

JDIUX (John Hancock Disciplined Value International Fund) and ANDIX (AQR International Defensive Style Fund) are both Foreign Large Cap Equities funds. Their correlation of 0.88 means they have usually moved in the same direction. JDIUX charges 0.84%/yr vs 0.55%/yr for ANDIX.

Performance

JDIUX vs. ANDIX - Performance Comparison

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

Returns By Period

JDIUX

• 1D: 2.41%
• 1M: 2.58%
• 6M: 6.47%
• YTD: 14.58%
• 1Y: 31.07%
• 3Y*: 18.06%
• 5Y*: 13.08%
• 10Y*: 9.83%
• ALL TIME*: 7.94%

ANDIX

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

*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)
JDIUX John Hancock Disciplined Value International Fund	$0.00	$0.00	$0.00

JDIUX vs. ANDIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JDIUX John Hancock Disciplined Value International Fund	14.58%	40.46%	-0.24%	19.42%	-4.89%	12.99%	4.84%	15.58%	-18.60%	23.99%
ANDIX AQR International Defensive Style Fund	5.63%	21.41%	2.83%	12.06%	-14.26%	7.59%	8.43%	18.39%	-10.35%	22.86%

Correlation

The correlation between JDIUX and ANDIX is 0.72, 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.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.84
Correlation (5Y) Shows whether the relationship held over a longer period.	0.86
Correlation (10Y) Provides a long-term view across more market conditions.	0.88
Correlation (All Time) Calculated using the full available price history since Sep 29, 2014	0.88

The correlation between JDIUX and ANDIX shifts across timeframes, from 0.72 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JDIUX vs. ANDIX — Risk / Return Rank

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

JDIUX

JDIUX Risk / Return Rank: 78
JDIUX Sharpe Ratio Rank: 82
JDIUX Sortino Ratio Rank: 79
JDIUX Omega Ratio Rank: 80
JDIUX Calmar Ratio Rank: 74
JDIUX Martin Ratio Rank: 76

ANDIX

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

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.

JDIUX vs. ANDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Fund (JDIUX) and AQR International Defensive Style Fund (ANDIX). 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.

	JDIUX	ANDIX	Difference
Sharpe ratio: Return per unit of total volatility	1.99	—	—
Sortino ratio: Return per unit of downside risk	2.75	—	—
Omega ratio: Gain probability vs. loss probability	1.37	—	—
Calmar ratio: Return relative to maximum drawdown	2.43	—	—
Martin ratio: Return relative to average drawdown	9.23	—	—

Drawdowns

Drawdown Indicators

	JDIUX	ANDIX	Difference
Max Drawdown Largest peak-to-trough decline	-43.98%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.09%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.16%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-43.98%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-8.01%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	—	—

Volatility

Volatility by Period

	JDIUX	ANDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.87%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.44%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.15%	—	—

JDIUX vs. ANDIX - Expense Ratio Comparison

JDIUX has a 0.84% expense ratio, which is higher than ANDIX's 0.55% expense ratio.

Dividends

JDIUX vs. ANDIX - Dividend Comparison

JDIUX's dividend yield for the trailing twelve months is around 7.82%, less than ANDIX's 70.16% 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%
JDIUX John Hancock Disciplined Value International Fund	7.82%	8.95%	11.97%	7.25%	2.56%	3.45%	1.52%	2.51%	4.68%	1.65%	1.60%	1.35%

Frequently Asked Questions

Can I hold both JDIUX and ANDIX in my portfolio?

JDIUX and ANDIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.