JFGIX vs. VEA
Compare and contrast key facts about John Hancock Funds Fundamental Global Franchise Fund (JFGIX) and Vanguard FTSE Developed Markets ETF (VEA).
JFGIX is managed by John Hancock. It was launched on Jun 28, 2012. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JFGIX or VEA.
Key characteristics
| JFGIX | VEA | |
|---|---|---|
| YTD Return | 13.03% | 9.32% |
| 1Y Return | 21.10% | 17.24% |
| 3Y Return (Ann) | 4.13% | 2.83% |
| 5Y Return (Ann) | 8.91% | 7.59% |
| 10Y Return (Ann) | 9.34% | 5.37% |
| Sharpe Ratio | 1.72 | 1.31 |
| Daily Std Dev | 12.16% | 13.21% |
| Max Drawdown | -31.90% | -60.70% |
| Current Drawdown | -0.63% | -1.55% |
Correlation
The correlation between JFGIX and VEA is 0.84, 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.
Performance
JFGIX vs. VEA - Performance Comparison
In the year-to-date period, JFGIX achieves a 13.03% return, which is significantly higher than VEA's 9.32% return. Over the past 10 years, JFGIX has outperformed VEA with an annualized return of 9.34%, while VEA has yielded a comparatively lower 5.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JFGIX vs. VEA - Expense Ratio Comparison
JFGIX has a 0.99% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
JFGIX vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Fundamental Global Franchise Fund (JFGIX) and Vanguard FTSE Developed Markets ETF (VEA). 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.
Dividends
JFGIX vs. VEA - Dividend Comparison
JFGIX's dividend yield for the trailing twelve months is around 6.17%, more than VEA's 2.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFGIX John Hancock Funds Fundamental Global Franchise Fund | 6.17% | 6.97% | 8.71% | 9.24% | 8.02% | 6.57% | 14.81% | 16.74% | 11.39% | 10.93% | 6.14% | 5.43% |
VEA Vanguard FTSE Developed Markets ETF | 2.63% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
JFGIX vs. VEA - Drawdown Comparison
The maximum JFGIX drawdown since its inception was -31.90%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for JFGIX and VEA. For additional features, visit the drawdowns tool.
Volatility
JFGIX vs. VEA - Volatility Comparison
The current volatility for John Hancock Funds Fundamental Global Franchise Fund (JFGIX) is 3.02%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 4.09%. This indicates that JFGIX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.