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JIGDX vs. DFSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIGDX vs. DFSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Opportunistic Fixed Income Fund (JIGDX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX). The values are adjusted to include any dividend payments, if applicable.

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JIGDX vs. DFSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JIGDX
John Hancock Opportunistic Fixed Income Fund
-0.96%8.33%0.42%8.15%-10.84%-1.89%11.65%6.77%-1.71%8.54%
DFSHX
DFA Selectively Hedged Global Fixed Income Portfolio
0.00%4.84%5.66%5.55%-6.24%-0.82%2.33%4.82%1.83%2.61%

Returns By Period

Both investments have delivered pretty close results over the past 10 years, with JIGDX having a 2.06% annualized return and DFSHX not far behind at 2.01%.


JIGDX

1D
0.08%
1M
-2.39%
YTD
-0.96%
6M
-1.21%
1Y
4.02%
3Y*
3.76%
5Y*
0.94%
10Y*
2.06%

DFSHX

1D
0.11%
1M
-1.18%
YTD
0.00%
6M
0.89%
1Y
3.60%
3Y*
4.80%
5Y*
1.75%
10Y*
2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIGDX vs. DFSHX - Expense Ratio Comparison

JIGDX has a 0.85% expense ratio, which is higher than DFSHX's 0.16% expense ratio.


Return for Risk

JIGDX vs. DFSHX — Risk / Return Rank

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

JIGDX
JIGDX Risk / Return Rank: 7777
Overall Rank
JIGDX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JIGDX Sortino Ratio Rank: 7070
Sortino Ratio Rank
JIGDX Omega Ratio Rank: 6969
Omega Ratio Rank
JIGDX Calmar Ratio Rank: 9090
Calmar Ratio Rank
JIGDX Martin Ratio Rank: 8181
Martin Ratio Rank

DFSHX
DFSHX Risk / Return Rank: 9797
Overall Rank
DFSHX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DFSHX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DFSHX Omega Ratio Rank: 9898
Omega Ratio Rank
DFSHX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DFSHX Martin Ratio Rank: 9696
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.

JIGDX vs. DFSHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Opportunistic Fixed Income Fund (JIGDX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX). 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.


JIGDXDFSHXDifference

Sharpe ratio

Return per unit of total volatility

1.28

3.11

-1.83

Sortino ratio

Return per unit of downside risk

1.75

4.62

-2.87

Omega ratio

Gain probability vs. loss probability

1.26

1.98

-0.72

Calmar ratio

Return relative to maximum drawdown

2.57

2.89

-0.32

Martin ratio

Return relative to average drawdown

8.07

14.69

-6.62

JIGDX vs. DFSHX - Sharpe Ratio Comparison

The current JIGDX Sharpe Ratio is 1.28, which is lower than the DFSHX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of JIGDX and DFSHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JIGDXDFSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

3.11

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.53

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.76

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.46

+0.10

Correlation

The correlation between JIGDX and DFSHX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JIGDX vs. DFSHX - Dividend Comparison

JIGDX's dividend yield for the trailing twelve months is around 2.64%, less than DFSHX's 4.26% yield.


TTM20252024202320222021202020192018201720162015
JIGDX
John Hancock Opportunistic Fixed Income Fund
2.64%3.38%2.32%0.40%5.52%1.24%5.15%3.58%1.36%0.00%0.37%0.02%
DFSHX
DFA Selectively Hedged Global Fixed Income Portfolio
4.26%4.26%4.50%3.90%0.04%1.77%0.03%2.52%3.23%1.75%1.63%1.11%

Drawdowns

JIGDX vs. DFSHX - Drawdown Comparison

The maximum JIGDX drawdown since its inception was -20.55%, which is greater than DFSHX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for JIGDX and DFSHX.


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Drawdown Indicators


JIGDXDFSHXDifference

Max Drawdown

Largest peak-to-trough decline

-20.55%

-9.58%

-10.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-1.28%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-9.58%

-9.65%

Max Drawdown (10Y)

Largest decline over 10 years

-19.23%

-9.58%

-9.65%

Current Drawdown

Current decline from peak

-2.55%

-1.18%

-1.37%

Average Drawdown

Average peak-to-trough decline

-4.33%

-2.32%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.25%

+0.60%

Volatility

JIGDX vs. DFSHX - Volatility Comparison

John Hancock Opportunistic Fixed Income Fund (JIGDX) has a higher volatility of 1.25% compared to DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) at 0.67%. This indicates that JIGDX's price experiences larger fluctuations and is considered to be riskier than DFSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIGDXDFSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

0.67%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

0.94%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

1.17%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.99%

3.34%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

2.66%

+2.34%