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JIGTX vs. FSOSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIGTX vs. FSOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds International Growth Fund Class R6 (JIGTX) and Fidelity Series Overseas Fund (FSOSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JIGTX achieves a 14.36% return, which is significantly higher than FSOSX's 5.29% return.


JIGTX

1D
-0.22%
1M
3.65%
YTD
14.36%
6M
16.17%
1Y
26.87%
3Y*
19.95%
5Y*
6.20%
10Y*
10.43%

FSOSX

1D
-0.32%
1M
2.14%
YTD
5.29%
6M
6.94%
1Y
8.02%
3Y*
13.04%
5Y*
6.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIGTX vs. FSOSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JIGTX
John Hancock Funds International Growth Fund Class R6
14.36%29.93%10.83%13.06%-26.72%9.81%22.57%8.19%
FSOSX
Fidelity Series Overseas Fund
5.29%21.29%5.87%21.49%-23.25%19.59%16.36%7.78%

Correlation

The correlation between JIGTX and FSOSX is 0.92, 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

0.92

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2019

0.90

The correlation between JIGTX and FSOSX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

JIGTX vs. FSOSX — Risk / Return Rank

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

JIGTX
JIGTX Risk / Return Rank: 3333
Overall Rank
JIGTX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JIGTX Sortino Ratio Rank: 3030
Sortino Ratio Rank
JIGTX Omega Ratio Rank: 3333
Omega Ratio Rank
JIGTX Calmar Ratio Rank: 3030
Calmar Ratio Rank
JIGTX Martin Ratio Rank: 3939
Martin Ratio Rank

FSOSX
FSOSX Risk / Return Rank: 77
Overall Rank
FSOSX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSOSX Sortino Ratio Rank: 77
Sortino Ratio Rank
FSOSX Omega Ratio Rank: 77
Omega Ratio Rank
FSOSX Calmar Ratio Rank: 88
Calmar Ratio Rank
FSOSX Martin Ratio Rank: 99
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.

JIGTX vs. FSOSX - 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 Series Overseas Fund (FSOSX). 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.


JIGTXFSOSXDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.30

1.10

+0.19

Calmar ratioReturn relative to maximum drawdown

2.01

0.70

+1.31

Martin ratioReturn relative to average drawdown

8.28

2.50

+5.78

JIGTX vs. FSOSX - Sharpe Ratio Comparison

The current JIGTX Sharpe Ratio is 1.59, which is higher than the FSOSX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of JIGTX and FSOSX, 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


JIGTXFSOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

0.52

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.37

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.51

+0.10

Drawdowns

JIGTX vs. FSOSX - Drawdown Comparison

The maximum JIGTX drawdown since its inception was -38.16%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for JIGTX and FSOSX.


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Drawdown Indicators


JIGTXFSOSXDifference

Max Drawdown

Largest peak-to-trough decline

-38.16%

-35.36%

-2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-12.39%

-1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-14.07%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-38.16%

-35.36%

-2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

Current Drawdown

Current decline from peak

-0.22%

-1.63%

+1.41%

Average Drawdown

Average peak-to-trough decline

-8.99%

-7.78%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.46%

-0.13%

Volatility

JIGTX vs. FSOSX - Volatility Comparison

John Hancock Funds International Growth Fund Class R6 (JIGTX) has a higher volatility of 6.61% compared to Fidelity Series Overseas Fund (FSOSX) at 5.92%. This indicates that JIGTX's price experiences larger fluctuations and is considered to be riskier than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIGTXFSOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

5.92%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

14.28%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

16.79%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

17.67%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

19.04%

-1.99%

JIGTX vs. FSOSX - Expense Ratio Comparison

JIGTX has a 0.89% expense ratio, which is higher than FSOSX's 0.01% expense ratio.


Dividends

JIGTX vs. FSOSX - Dividend Comparison

JIGTX's dividend yield for the trailing twelve months is around 0.14%, less than FSOSX's 8.69% yield.


PositionTTM2025202420232022202120202019201820172016
FSOSX
Fidelity Series Overseas Fund
8.69%9.15%2.25%1.63%1.80%2.92%1.12%0.37%0.00%0.00%0.00%
JIGTX
John Hancock Funds International Growth Fund Class R6
0.14%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 0.92, JIGTX and FSOSX 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 (6.61%) compared to FSOSX (5.92%). In terms of maximum drawdown, JIGTX dropped -38.16% vs FSOSX's -35.36%.

JIGTX currently has the higher Sharpe Ratio (1.59 vs 0.52), 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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