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JIBCX vs. VIGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIBCX vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Blue Chip Growth Fund (JIBCX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JIBCX achieves a 3.62% return, which is significantly lower than VIGIX's 9.47% return. Over the past 10 years, JIBCX has underperformed VIGIX with an annualized return of 15.26%, while VIGIX has yielded a comparatively higher 18.25% annualized return.


JIBCX

1D
-1.44%
1M
3.18%
YTD
3.62%
6M
-5.34%
1Y
8.75%
3Y*
20.54%
5Y*
9.13%
10Y*
15.26%

VIGIX

1D
-1.23%
1M
5.47%
YTD
9.47%
6M
8.60%
1Y
27.36%
3Y*
25.95%
5Y*
15.10%
10Y*
18.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIBCX vs. VIGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JIBCX
John Hancock Funds II Blue Chip Growth Fund
3.62%8.28%35.89%49.47%-38.12%16.88%34.25%29.71%1.72%36.25%
VIGIX
Vanguard Growth Index Fund Institutional Shares
9.47%19.44%32.68%46.77%-33.13%27.27%40.19%37.26%-3.34%27.81%

Correlation

The correlation between JIBCX and VIGIX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.87

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

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2005

0.96

The correlation between JIBCX and VIGIX shifts across timeframes, from 0.83 (1 year) to 0.96 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JIBCX vs. VIGIX — Risk / Return Rank

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

JIBCX
JIBCX Risk / Return Rank: 77
Overall Rank
JIBCX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JIBCX Sortino Ratio Rank: 77
Sortino Ratio Rank
JIBCX Omega Ratio Rank: 88
Omega Ratio Rank
JIBCX Calmar Ratio Rank: 55
Calmar Ratio Rank
JIBCX Martin Ratio Rank: 55
Martin Ratio Rank

VIGIX
VIGIX Risk / Return Rank: 3030
Overall Rank
VIGIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 3333
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VIGIX Martin Ratio Rank: 2424
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.

JIBCX vs. VIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Blue Chip Growth Fund (JIBCX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


JIBCXVIGIXDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.12

1.31

-0.19

Calmar ratioReturn relative to maximum drawdown

0.43

1.70

-1.26

Martin ratioReturn relative to average drawdown

1.03

5.96

-4.94

JIBCX vs. VIGIX - Sharpe Ratio Comparison

The current JIBCX Sharpe Ratio is 0.57, which is lower than the VIGIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of JIBCX and VIGIX, 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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Sharpe Ratios by Period


JIBCXVIGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.76

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.68

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.85

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.47

+0.05

Drawdowns

JIBCX vs. VIGIX - Drawdown Comparison

The maximum JIBCX drawdown since its inception was -54.15%, roughly equal to the maximum VIGIX drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for JIBCX and VIGIX.


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Drawdown Indicators


JIBCXVIGIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.15%

-56.95%

+2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-24.47%

-16.51%

-7.96%

Max Drawdown (3Y)

Largest decline over 3 years

-24.47%

-23.03%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-42.74%

-35.62%

-7.12%

Max Drawdown (10Y)

Largest decline over 10 years

-42.74%

-35.62%

-7.12%

Current Drawdown

Current decline from peak

-8.05%

-1.51%

-6.54%

Average Drawdown

Average peak-to-trough decline

-9.28%

-16.27%

+6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.70%

4.68%

+5.02%

Volatility

JIBCX vs. VIGIX - Volatility Comparison

John Hancock Funds II Blue Chip Growth Fund (JIBCX) and Vanguard Growth Index Fund Institutional Shares (VIGIX) have volatilities of 3.96% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIBCXVIGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.92%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

12.17%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

15.92%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.51%

22.35%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.02%

21.59%

+1.43%

JIBCX vs. VIGIX - Expense Ratio Comparison

JIBCX has a 0.81% expense ratio, which is higher than VIGIX's 0.04% expense ratio.


Dividends

JIBCX vs. VIGIX - Dividend Comparison

JIBCX has not paid dividends to shareholders, while VIGIX's dividend yield for the trailing twelve months is around 0.37%.


PositionTTM20252024202320222021202020192018201720162015
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%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.37%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%

Frequently Asked Questions


JIBCX and VIGIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JIBCX has higher volatility (3.96%) compared to VIGIX (3.92%). In terms of maximum drawdown, JIBCX dropped -54.15% vs VIGIX's -56.95%.

VIGIX currently has the higher Sharpe Ratio (1.76 vs 0.57), 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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