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JHBIX vs. JIJIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHBIX vs. JIJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Bond Fund Class I (JHBIX) and John Hancock International Dynamic Growth Fund (JIJIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JHBIX achieves a 0.37% return, which is significantly lower than JIJIX's 25.48% return.


JHBIX

1D
0.07%
1M
0.82%
YTD
0.37%
6M
0.68%
1Y
4.61%
3Y*
4.69%
5Y*
0.18%
10Y*
2.47%

JIJIX

1D
-6.00%
1M
4.44%
YTD
25.48%
6M
25.16%
1Y
36.80%
3Y*
26.65%
5Y*
10.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHBIX vs. JIJIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JHBIX
John Hancock Bond Fund Class I
0.37%7.68%2.28%6.57%-14.99%-0.41%10.56%5.79%
JIJIX
John Hancock International Dynamic Growth Fund
25.48%23.10%24.88%18.92%-31.47%17.94%36.58%13.65%

Correlation

The correlation between JHBIX and JIJIX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since May 7, 2019

0.18

The correlation between JHBIX and JIJIX shifts across timeframes, from 0.18 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JHBIX vs. JIJIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JHBIX
JHBIX Risk / Return Rank: 2626
Overall Rank
JHBIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JHBIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JHBIX Omega Ratio Rank: 2727
Omega Ratio Rank
JHBIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
JHBIX Martin Ratio Rank: 2222
Martin Ratio Rank

JIJIX
JIJIX Risk / Return Rank: 3737
Overall Rank
JIJIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JIJIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
JIJIX Omega Ratio Rank: 3434
Omega Ratio Rank
JIJIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
JIJIX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JHBIX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund Class I (JHBIX) and John Hancock International Dynamic Growth Fund (JIJIX). 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.


JHBIXJIJIXDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratioReturn relative to maximum drawdown

1.58

2.43

-0.85

Martin ratioReturn relative to average drawdown

4.53

9.25

-4.72

JHBIX vs. JIJIX - Sharpe Ratio Comparison

The current JHBIX Sharpe Ratio is 1.27, which is comparable to the JIJIX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of JHBIX and JIJIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JHBIX vs. JIJIX - Drawdown Comparison

The maximum JHBIX drawdown since its inception was -19.90%, smaller than the maximum JIJIX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for JHBIX and JIJIX.


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Drawdown Indicators


JHBIXJIJIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

-41.80%

+21.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-16.01%

+12.84%

Max Drawdown (3Y)

Largest decline over 3 years

-6.62%

-18.04%

+11.42%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-41.80%

+21.90%

Max Drawdown (10Y)

Largest decline over 10 years

-19.90%

Current Drawdown

Current decline from peak

-1.57%

-6.00%

+4.43%

Average Drawdown

Average peak-to-trough decline

-2.73%

-11.35%

+8.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

4.20%

-3.10%

Volatility

JHBIX vs. JIJIX - Volatility Comparison

The current volatility for John Hancock Bond Fund Class I (JHBIX) is 1.17%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 14.64%. This indicates that JHBIX experiences smaller price fluctuations and is considered to be less risky than JIJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHBIXJIJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

14.64%

-13.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

24.50%

-21.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

26.88%

-22.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

21.35%

-15.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

22.61%

-17.65%

JHBIX vs. JIJIX - Expense Ratio Comparison

JHBIX has a 0.46% expense ratio, which is lower than JIJIX's 0.95% expense ratio.


Dividends

JHBIX vs. JIJIX - Dividend Comparison

JHBIX's dividend yield for the trailing twelve months is around 4.62%, more than JIJIX's 2.34% yield.


PositionTTM20252024202320222021202020192018201720162015
JHBIX
John Hancock Bond Fund Class I
4.62%4.54%4.45%4.11%3.21%3.57%5.78%4.04%3.81%3.54%3.50%3.81%
JIJIX
John Hancock International Dynamic Growth Fund
2.34%2.94%0.13%0.22%0.79%30.17%5.62%0.20%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JHBIX and JIJIX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JIJIX has higher volatility (14.64%) compared to JHBIX (1.17%). In terms of maximum drawdown, JHBIX dropped -19.90% vs JIJIX's -41.80%.

JIJIX currently has the higher Sharpe Ratio (1.45 vs 1.27), 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.

Portfolio Optimizer

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