JGYIX vs. JIBCX
JGYIX (John Hancock Global Shareholder Yield Fund) and JIBCX (John Hancock Funds II Blue Chip Growth Fund) are both mutual funds - JGYIX is a Global Equities fund managed by John Hancock, while JIBCX is a Large Cap Growth Equities fund managed by John Hancock. Over the past 10 years, JGYIX returned 10.19%/yr vs 14.51%/yr for JIBCX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. JGYIX charges 0.84%/yr vs 0.81%/yr for JIBCX.
Performance
JGYIX vs. JIBCX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JGYIX achieves a 20.27% return, which is significantly higher than JIBCX's 0.72% return. Over the past 10 years, JGYIX has underperformed JIBCX with an annualized return of 10.19%, while JIBCX has yielded a comparatively higher 14.51% annualized return.
JGYIX
- 1D
- 0.41%
- 1M
- 2.34%
- 6M
- 13.96%
- YTD
- 20.27%
- 1Y
- 30.20%
- 3Y*
- 21.46%
- 5Y*
- 13.52%
- 10Y*
- 10.19%
- ALL TIME*
- 7.66%
JIBCX
- 1D
- 2.34%
- 1M
- 1.24%
- 6M
- 4.53%
- YTD
- 0.72%
- 1Y
- -1.86%
- 3Y*
- 17.71%
- 5Y*
- 6.72%
- 10Y*
- 14.51%
- ALL TIME*
- 11.38%
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 |
JGYIX vs. JIBCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGYIX John Hancock Global Shareholder Yield Fund | 20.27% | 24.13% | 14.38% | 11.36% | -4.87% | 17.65% | -1.36% | 20.86% | -9.27% | 16.72% |
JIBCX John Hancock Funds II Blue Chip Growth Fund | 0.72% | 8.28% | 35.89% | 49.47% | -38.12% | 16.88% | 34.25% | 29.71% | 1.72% | 36.25% |
Correlation
The correlation between JGYIX and JIBCX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2007 | 0.71 |
Over the past year, the correlation between JGYIX and JIBCX has dropped to 0.36 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JGYIX vs. JIBCX — Risk / Return Rank
JGYIX
JIBCX
JGYIX vs. JIBCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Global Shareholder Yield Fund (JGYIX) and John Hancock Funds II Blue Chip Growth Fund (JIBCX). 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.
| JGYIX | JIBCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.28 | ||
| Sortino ratioReturn per unit of downside risk | +4.38 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.00 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | -0.10 | +4.70 |
| Martin ratioReturn relative to average drawdown | 18.03 | -0.23 | +18.26 |
Loading charts...
Drawdowns
JGYIX vs. JIBCX - Drawdown Comparison
The maximum JGYIX drawdown since its inception was -46.76%, smaller than the maximum JIBCX drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for JGYIX and JIBCX.
Loading charts...
Drawdown Indicators
| JGYIX | JIBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.76% | -54.15% | +7.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -24.47% | +17.51% |
Max Drawdown (3Y)Largest decline over 3 years | -11.99% | -24.47% | +12.48% |
Max Drawdown (5Y)Largest decline over 5 years | -18.97% | -42.74% | +23.77% |
Max Drawdown (10Y)Largest decline over 10 years | -36.45% | -42.74% | +6.29% |
Current DrawdownCurrent decline from peak | 0.00% | -10.62% | +10.62% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -9.29% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 10.77% | -9.00% |
Volatility
JGYIX vs. JIBCX - Volatility Comparison
The current volatility for John Hancock Global Shareholder Yield Fund (JGYIX) is 2.38%, while John Hancock Funds II Blue Chip Growth Fund (JIBCX) has a volatility of 6.57%. This indicates that JGYIX experiences smaller price fluctuations and is considered to be less risky than JIBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JGYIX | JIBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 6.57% | -4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | 14.75% | -6.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.15% | 20.37% | -10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 24.80% | -11.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.87% | 23.14% | -8.27% |
JGYIX vs. JIBCX - Expense Ratio Comparison
JGYIX has a 0.84% expense ratio, which is higher than JIBCX's 0.81% expense ratio.
Dividends
JGYIX vs. JIBCX - Dividend Comparison
JGYIX's dividend yield for the trailing twelve months is around 11.09%, while JIBCX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGYIX John Hancock Global Shareholder Yield Fund | 11.09% | 13.30% | 8.21% | 4.37% | 9.51% | 11.27% | 2.71% | 4.81% | 6.31% | 2.91% | 3.19% | 7.64% |
JIBCX John Hancock Funds II Blue Chip Growth Fund | 0.00% | 0.00% | 6.97% | 3.23% | 5.57% | 16.46% | 4.72% | 1.46% | 7.73% | 16.16% | 6.35% | 13.20% |
Frequently Asked Questions
JGYIX and JIBCX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JIBCX has higher volatility (6.57%) compared to JGYIX (2.38%). In terms of maximum drawdown, JGYIX dropped -46.76% vs JIBCX's -54.15%.
JGYIX currently has the higher Sharpe Ratio (3.16 vs -0.13), 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.
Find the right allocation for JGYIX and JIBCX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer