PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JIGTX vs. FWWFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JIGTXFWWFX
YTD Return12.62%22.82%
1Y Return18.62%32.50%
3Y Return (Ann)-2.98%4.97%
5Y Return (Ann)6.39%14.12%
Sharpe Ratio1.361.92
Daily Std Dev13.54%16.76%
Max Drawdown-38.16%-55.76%
Current Drawdown-10.20%-3.04%

Correlation

-0.50.00.51.00.9

The correlation between JIGTX and FWWFX is 0.86, 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.

Performance

JIGTX vs. FWWFX - Performance Comparison

In the year-to-date period, JIGTX achieves a 12.62% return, which is significantly lower than FWWFX's 22.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
4.94%
5.58%
JIGTX
FWWFX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JIGTX vs. FWWFX - Expense Ratio Comparison

JIGTX has a 0.89% expense ratio, which is lower than FWWFX's 1.00% expense ratio.


FWWFX
Fidelity Worldwide Fund
Expense ratio chart for FWWFX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for JIGTX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Risk-Adjusted Performance

JIGTX vs. FWWFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds International Growth Fund Class R6 (JIGTX) and Fidelity Worldwide Fund (FWWFX). 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
Sharpe ratio
The chart of Sharpe ratio for JIGTX, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.005.001.36
Sortino ratio
The chart of Sortino ratio for JIGTX, currently valued at 1.93, compared to the broader market0.005.0010.001.93
Omega ratio
The chart of Omega ratio for JIGTX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for JIGTX, currently valued at 0.61, compared to the broader market0.005.0010.0015.0020.000.61
Martin ratio
The chart of Martin ratio for JIGTX, currently valued at 6.72, compared to the broader market0.0020.0040.0060.0080.00100.006.72
FWWFX
Sharpe ratio
The chart of Sharpe ratio for FWWFX, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for FWWFX, currently valued at 2.60, compared to the broader market0.005.0010.002.60
Omega ratio
The chart of Omega ratio for FWWFX, currently valued at 1.34, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for FWWFX, currently valued at 1.40, compared to the broader market0.005.0010.0015.0020.001.40
Martin ratio
The chart of Martin ratio for FWWFX, currently valued at 10.57, compared to the broader market0.0020.0040.0060.0080.00100.0010.57

JIGTX vs. FWWFX - Sharpe Ratio Comparison

The current JIGTX Sharpe Ratio is 1.36, which roughly equals the FWWFX Sharpe Ratio of 1.92. The chart below compares the 12-month rolling Sharpe Ratio of JIGTX and FWWFX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.36
1.92
JIGTX
FWWFX

Dividends

JIGTX vs. FWWFX - Dividend Comparison

JIGTX's dividend yield for the trailing twelve months is around 2.44%, more than FWWFX's 0.77% yield.


TTM20232022202120202019201820172016201520142013
JIGTX
John Hancock Funds International Growth Fund Class R6
2.44%2.75%13.65%15.45%0.30%1.12%3.04%0.57%1.05%0.48%0.00%0.00%
FWWFX
Fidelity Worldwide Fund
0.77%0.94%6.29%12.76%8.08%4.87%9.63%6.90%1.22%4.60%11.54%8.74%

Drawdowns

JIGTX vs. FWWFX - Drawdown Comparison

The maximum JIGTX drawdown since its inception was -38.16%, smaller than the maximum FWWFX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for JIGTX and FWWFX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-10.20%
-3.04%
JIGTX
FWWFX

Volatility

JIGTX vs. FWWFX - Volatility Comparison

The current volatility for John Hancock Funds International Growth Fund Class R6 (JIGTX) is 4.61%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 5.18%. This indicates that JIGTX experiences smaller price fluctuations and is considered to be less risky than FWWFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AprilMayJuneJulyAugustSeptember
4.61%
5.18%
JIGTX
FWWFX