JIGTX vs. FDEV
Compare and contrast key facts about John Hancock Funds International Growth Fund Class R6 (JIGTX) and Fidelity International Multifactor ETF (FDEV).
JIGTX is managed by John Hancock. It was launched on Mar 27, 2015. FDEV is a passively managed fund by Fidelity that tracks the performance of the Fidelity Targeted International Factor Index. It was launched on Feb 26, 2019.
Performance
JIGTX vs. FDEV - Performance Comparison
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JIGTX vs. FDEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JIGTX John Hancock Funds International Growth Fund Class R6 | -5.45% | 29.93% | 10.83% | 13.06% | -26.72% | 9.81% | 22.57% | 17.05% |
FDEV Fidelity International Multifactor ETF | 3.83% | 30.36% | 5.84% | 13.37% | -16.54% | 11.00% | 5.49% | 10.06% |
Returns By Period
In the year-to-date period, JIGTX achieves a -5.45% return, which is significantly lower than FDEV's 3.83% return.
JIGTX
- 1D
- -0.57%
- 1M
- -12.78%
- YTD
- -5.45%
- 6M
- -2.04%
- 1Y
- 17.07%
- 3Y*
- 12.80%
- 5Y*
- 3.66%
- 10Y*
- 8.69%
FDEV
- 1D
- 2.35%
- 1M
- -4.83%
- YTD
- 3.83%
- 6M
- 9.22%
- 1Y
- 25.14%
- 3Y*
- 14.97%
- 5Y*
- 7.95%
- 10Y*
- —
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JIGTX vs. FDEV - Expense Ratio Comparison
JIGTX has a 0.89% expense ratio, which is higher than FDEV's 0.39% expense ratio.
Return for Risk
JIGTX vs. FDEV — Risk / Return Rank
JIGTX
FDEV
JIGTX vs. FDEV - 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 Fidelity International Multifactor ETF (FDEV). 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.
| JIGTX | FDEV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.73 | -0.81 |
Sortino ratioReturn per unit of downside risk | 1.33 | 2.41 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 2.85 | -1.77 |
Martin ratioReturn relative to average drawdown | 4.67 | 11.64 | -6.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JIGTX | FDEV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.73 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.58 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.53 | -0.03 |
Correlation
The correlation between JIGTX and FDEV is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JIGTX vs. FDEV - Dividend Comparison
JIGTX's dividend yield for the trailing twelve months is around 0.17%, less than FDEV's 2.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JIGTX John Hancock Funds International Growth Fund Class R6 | 0.17% | 0.16% | 0.87% | 2.75% | 13.65% | 15.45% | 0.30% | 1.12% | 3.04% | 0.57% | 1.05% |
FDEV Fidelity International Multifactor ETF | 2.83% | 2.86% | 2.99% | 2.80% | 2.65% | 2.81% | 1.88% | 2.73% | 0.00% | 0.00% | 0.00% |
Drawdowns
JIGTX vs. FDEV - Drawdown Comparison
The maximum JIGTX drawdown since its inception was -38.16%, which is greater than FDEV's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for JIGTX and FDEV.
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Drawdown Indicators
| JIGTX | FDEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.16% | -30.11% | -8.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -8.67% | -5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -38.16% | -29.02% | -9.14% |
Max Drawdown (10Y)Largest decline over 10 years | -38.16% | — | — |
Current DrawdownCurrent decline from peak | -13.70% | -4.83% | -8.87% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -6.38% | -2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.13% | +1.04% |
Volatility
JIGTX vs. FDEV - Volatility Comparison
John Hancock Funds International Growth Fund Class R6 (JIGTX) has a higher volatility of 8.07% compared to Fidelity International Multifactor ETF (FDEV) at 6.22%. This indicates that JIGTX's price experiences larger fluctuations and is considered to be riskier than FDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIGTX | FDEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 6.22% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 9.15% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.73% | 14.62% | +3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 13.85% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 15.38% | +1.42% |