JFCIX vs. DFIEX
Compare and contrast key facts about John Hancock Funds Fundamental All Cap Core Fund (JFCIX) and DFA International Core Equity Portfolio I (DFIEX).
JFCIX is managed by John Hancock. It was launched on Jun 1, 2011. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
JFCIX vs. DFIEX - Performance Comparison
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JFCIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFCIX John Hancock Funds Fundamental All Cap Core Fund | -8.68% | 4.83% | 23.65% | 34.78% | -23.41% | 30.12% | 27.76% | 36.36% | -14.37% | 27.39% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, JFCIX achieves a -8.68% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, JFCIX has outperformed DFIEX with an annualized return of 13.14%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
JFCIX
- 1D
- 2.77%
- 1M
- -5.36%
- YTD
- -8.68%
- 6M
- -8.66%
- 1Y
- 5.50%
- 3Y*
- 11.95%
- 5Y*
- 7.53%
- 10Y*
- 13.14%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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JFCIX vs. DFIEX - Expense Ratio Comparison
JFCIX has a 0.83% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
JFCIX vs. DFIEX — Risk / Return Rank
JFCIX
DFIEX
JFCIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Fundamental All Cap Core Fund (JFCIX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| JFCIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 1.95 | -1.66 |
Sortino ratioReturn per unit of downside risk | 0.56 | 2.55 | -1.98 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.39 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 2.57 | -2.16 |
Martin ratioReturn relative to average drawdown | 1.35 | 10.07 | -8.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JFCIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 1.95 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.60 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.59 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.35 | +0.28 |
Correlation
The correlation between JFCIX and DFIEX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JFCIX vs. DFIEX - Dividend Comparison
JFCIX's dividend yield for the trailing twelve months is around 11.72%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFCIX John Hancock Funds Fundamental All Cap Core Fund | 11.72% | 10.70% | 0.30% | 0.36% | 5.05% | 3.35% | 2.95% | 0.16% | 9.75% | 5.97% | 0.41% | 5.36% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
JFCIX vs. DFIEX - Drawdown Comparison
The maximum JFCIX drawdown since its inception was -37.06%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for JFCIX and DFIEX.
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Drawdown Indicators
| JFCIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.06% | -62.22% | +25.16% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -11.01% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -28.39% | -28.66% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | -41.04% | +3.98% |
Current DrawdownCurrent decline from peak | -11.70% | -7.75% | -3.95% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -12.26% | +6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.36% | 2.81% | +1.55% |
Volatility
JFCIX vs. DFIEX - Volatility Comparison
The current volatility for John Hancock Funds Fundamental All Cap Core Fund (JFCIX) is 5.44%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that JFCIX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFCIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 7.09% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 10.45% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.97% | 15.90% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 15.65% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 16.35% | +4.30% |