JIGTX vs. DCINX
JIGTX (John Hancock Funds International Growth Fund Class R6) and DCINX (Dunham International Stock Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, JIGTX returned 10.19%/yr vs 12.34%/yr for DCINX. Their correlation of 0.87 suggests significant overlap in exposure. JIGTX charges 0.89%/yr vs 2.92%/yr for DCINX.
Performance
JIGTX vs. DCINX - Performance Comparison
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Returns By Period
In the year-to-date period, JIGTX achieves a 12.21% return, which is significantly lower than DCINX's 22.73% return. Over the past 10 years, JIGTX has underperformed DCINX with an annualized return of 10.19%, while DCINX has yielded a comparatively higher 12.34% annualized return.
JIGTX
- 1D
- 0.43%
- 1M
- -1.94%
- 6M
- 7.07%
- YTD
- 12.21%
- 1Y
- 21.54%
- 3Y*
- 17.44%
- 5Y*
- 6.12%
- 10Y*
- 10.19%
DCINX
- 1D
- 0.12%
- 1M
- -1.76%
- 6M
- 15.92%
- YTD
- 22.73%
- 1Y
- 43.69%
- 3Y*
- 26.36%
- 5Y*
- 14.05%
- 10Y*
- 12.34%
JIGTX vs. DCINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIGTX John Hancock Funds International Growth Fund Class R6 | 12.21% | 29.93% | 10.83% | 13.06% | -26.72% | 9.81% | 22.57% | 28.47% | -11.94% | 36.84% |
DCINX Dunham International Stock Fund | 22.73% | 46.37% | 7.65% | 15.98% | -14.67% | 9.70% | 19.86% | 18.14% | -14.27% | 24.40% |
Correlation
The correlation between JIGTX and DCINX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.87 |
The correlation between JIGTX and DCINX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
JIGTX vs. DCINX — Risk / Return Rank
JIGTX
DCINX
JIGTX vs. DCINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds International Growth Fund Class R6 (JIGTX) and Dunham International Stock Fund (DCINX). 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.
| JIGTX | DCINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.45 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 3.73 | -2.11 |
| Martin ratioReturn relative to average drawdown | 6.30 | 14.15 | -7.85 |
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Drawdowns
JIGTX vs. DCINX - Drawdown Comparison
The maximum JIGTX drawdown since its inception was -38.16%, smaller than the maximum DCINX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for JIGTX and DCINX.
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Drawdown Indicators
| JIGTX | DCINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.16% | -61.79% | +23.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -11.91% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -13.70% | -13.74% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -38.16% | -31.18% | -6.98% |
Max Drawdown (10Y)Largest decline over 10 years | -38.16% | -37.28% | -0.88% |
Current DrawdownCurrent decline from peak | -4.45% | -3.46% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -12.79% | +3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 3.13% | +0.39% |
Volatility
JIGTX vs. DCINX - Volatility Comparison
John Hancock Funds International Growth Fund Class R6 (JIGTX) has a higher volatility of 7.90% compared to Dunham International Stock Fund (DCINX) at 6.23%. This indicates that JIGTX's price experiences larger fluctuations and is considered to be riskier than DCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIGTX | DCINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 6.23% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 18.00% | 15.68% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 17.75% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 15.79% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 16.49% | +0.65% |
JIGTX vs. DCINX - Expense Ratio Comparison
JIGTX has a 0.89% expense ratio, which is lower than DCINX's 2.92% expense ratio.
Dividends
JIGTX vs. DCINX - Dividend Comparison
JIGTX's dividend yield for the trailing twelve months is around 0.15%, less than DCINX's 8.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 8.92% | 10.95% | 13.87% | 3.45% | 3.53% | 15.49% | 1.36% | 1.54% | 6.92% | 3.92% | 0.00% |
JIGTX John Hancock Funds International Growth Fund Class R6 | 0.15% | 0.16% | 0.87% | 2.75% | 13.65% | 15.45% | 0.30% | 1.12% | 3.04% | 0.57% | 1.05% |
Frequently Asked Questions
With a correlation of 0.91, JIGTX and DCINX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JIGTX has higher volatility (7.90%) compared to DCINX (6.23%). In terms of maximum drawdown, JIGTX dropped -38.16% vs DCINX's -61.79%.
DCINX currently has the higher Sharpe Ratio (2.50 vs 1.11), 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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