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JIGDX vs. DGFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIGDX vs. DGFFX - Performance Comparison

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

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JIGDX vs. DGFFX - 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%6.92%
DGFFX
Destinations Global Fixed Income Opportunities Fund
0.46%5.84%8.04%7.82%-6.09%4.91%3.59%6.64%-0.35%3.57%

Returns By Period

In the year-to-date period, JIGDX achieves a -0.96% return, which is significantly lower than DGFFX's 0.46% return.


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%

DGFFX

1D
-0.24%
1M
-1.19%
YTD
0.46%
6M
1.10%
1Y
5.64%
3Y*
6.92%
5Y*
3.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIGDX vs. DGFFX - Expense Ratio Comparison

JIGDX has a 0.85% expense ratio, which is lower than DGFFX's 0.99% expense ratio.


Return for Risk

JIGDX vs. DGFFX — 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

DGFFX
DGFFX Risk / Return Rank: 8484
Overall Rank
DGFFX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DGFFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DGFFX Omega Ratio Rank: 9696
Omega Ratio Rank
DGFFX Calmar Ratio Rank: 7272
Calmar Ratio Rank
DGFFX Martin Ratio Rank: 7676
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. DGFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Opportunistic Fixed Income Fund (JIGDX) and Destinations Global Fixed Income Opportunities Fund (DGFFX). 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.


JIGDXDGFFXDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.89

-0.61

Sortino ratio

Return per unit of downside risk

1.75

2.28

-0.53

Omega ratio

Gain probability vs. loss probability

1.26

1.55

-0.29

Calmar ratio

Return relative to maximum drawdown

2.57

1.67

+0.90

Martin ratio

Return relative to average drawdown

8.07

7.34

+0.73

JIGDX vs. DGFFX - Sharpe Ratio Comparison

The current JIGDX Sharpe Ratio is 1.28, which is lower than the DGFFX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of JIGDX and DGFFX, 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


JIGDXDGFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.89

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

1.52

-1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.47

-0.91

Correlation

The correlation between JIGDX and DGFFX is 0.40, 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. DGFFX - Dividend Comparison

JIGDX's dividend yield for the trailing twelve months is around 2.64%, less than DGFFX's 6.21% 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%
DGFFX
Destinations Global Fixed Income Opportunities Fund
6.21%5.52%6.81%4.95%3.37%4.14%4.22%4.18%3.79%2.94%0.00%0.00%

Drawdowns

JIGDX vs. DGFFX - Drawdown Comparison

The maximum JIGDX drawdown since its inception was -20.55%, which is greater than DGFFX's maximum drawdown of -12.69%. Use the drawdown chart below to compare losses from any high point for JIGDX and DGFFX.


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Drawdown Indicators


JIGDXDGFFXDifference

Max Drawdown

Largest peak-to-trough decline

-20.55%

-12.69%

-7.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-2.35%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-8.17%

-11.06%

Max Drawdown (10Y)

Largest decline over 10 years

-19.23%

Current Drawdown

Current decline from peak

-2.55%

-1.19%

-1.36%

Average Drawdown

Average peak-to-trough decline

-4.33%

-1.34%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.77%

+0.08%

Volatility

JIGDX vs. DGFFX - Volatility Comparison

John Hancock Opportunistic Fixed Income Fund (JIGDX) has a higher volatility of 1.25% compared to Destinations Global Fixed Income Opportunities Fund (DGFFX) at 0.75%. This indicates that JIGDX's price experiences larger fluctuations and is considered to be riskier than DGFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIGDXDGFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

0.75%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

1.42%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

3.31%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.99%

2.38%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

2.60%

+2.40%