JGEFX vs. DGEIX
JGEFX (John Hancock Funds Global Equity Fund) and DGEIX (DFA Global Equity Portfolio Institutional Class) are both Global Equities funds. Over the past 10 years, JGEFX returned 10.05%/yr vs 12.22%/yr for DGEIX. Their correlation of 0.91 means they have usually moved in the same direction. JGEFX charges 0.98%/yr vs 0.25%/yr for DGEIX.
Performance
JGEFX vs. DGEIX - Performance Comparison
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Returns By Period
In the year-to-date period, JGEFX achieves a 7.78% return, which is significantly lower than DGEIX's 12.51% return. Over the past 10 years, JGEFX has underperformed DGEIX with an annualized return of 10.05%, while DGEIX has yielded a comparatively higher 12.22% annualized return.
JGEFX
- 1D
- 0.00%
- 1M
- 1.03%
- 6M
- 2.85%
- YTD
- 7.78%
- 1Y
- 17.51%
- 3Y*
- 13.78%
- 5Y*
- 8.63%
- 10Y*
- 10.05%
- ALL TIME*
- 8.59%
DGEIX
- 1D
- 0.23%
- 1M
- 0.39%
- 6M
- 8.04%
- YTD
- 12.51%
- 1Y
- 24.49%
- 3Y*
- 17.65%
- 5Y*
- 10.56%
- 10Y*
- 12.22%
- ALL TIME*
- 9.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JGEFX vs. DGEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGEFX John Hancock Funds Global Equity Fund | 7.78% | 18.17% | 10.48% | 19.65% | -14.81% | 20.99% | 7.91% | 30.24% | -10.17% | 14.81% |
DGEIX DFA Global Equity Portfolio Institutional Class | 12.51% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
Correlation
The correlation between JGEFX and DGEIX is 0.84, 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. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.91 |
The correlation between JGEFX and DGEIX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
JGEFX vs. DGEIX — Risk / Return Rank
JGEFX
DGEIX
JGEFX vs. DGEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Global Equity Fund (JGEFX) and DFA Global Equity Portfolio Institutional Class (DGEIX). 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.
| JGEFX | DGEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.61 | -0.97 |
| Martin ratioReturn relative to average drawdown | 5.38 | 11.17 | -5.79 |
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Drawdowns
JGEFX vs. DGEIX - Drawdown Comparison
The maximum JGEFX drawdown since its inception was -32.96%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for JGEFX and DGEIX.
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Drawdown Indicators
| JGEFX | DGEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.96% | -59.77% | +26.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -8.85% | -1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -19.38% | -16.97% | -2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.85% | -25.20% | +0.35% |
Max Drawdown (10Y)Largest decline over 10 years | -32.96% | -37.00% | +4.04% |
Current DrawdownCurrent decline from peak | -0.72% | -0.62% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -7.95% | +3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.07% | +1.05% |
Volatility
JGEFX vs. DGEIX - Volatility Comparison
The current volatility for John Hancock Funds Global Equity Fund (JGEFX) is 3.01%, while DFA Global Equity Portfolio Institutional Class (DGEIX) has a volatility of 3.25%. This indicates that JGEFX experiences smaller price fluctuations and is considered to be less risky than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGEFX | DGEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 3.25% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 10.09% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.40% | 12.53% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 15.72% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 16.79% | -1.08% |
JGEFX vs. DGEIX - Expense Ratio Comparison
JGEFX has a 0.98% expense ratio, which is higher than DGEIX's 0.25% expense ratio.
Dividends
JGEFX vs. DGEIX - Dividend Comparison
JGEFX's dividend yield for the trailing twelve months is around 7.84%, more than DGEIX's 2.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 2.73% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
JGEFX John Hancock Funds Global Equity Fund | 7.84% | 8.45% | 13.64% | 2.91% | 7.20% | 21.44% | 2.21% | 2.33% | 7.64% | 7.03% | 1.83% | 2.00% |
Frequently Asked Questions
JGEFX and DGEIX 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.
DGEIX has higher volatility (3.25%) compared to JGEFX (3.01%). In terms of maximum drawdown, JGEFX dropped -32.96% vs DGEIX's -59.77%.
DGEIX currently has the higher Sharpe Ratio (1.85 vs 1.36), 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.
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