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JIGTX vs. IEFA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIGTX vs. IEFA - 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 iShares Core MSCI EAFE ETF (IEFA). The values are adjusted to include any dividend payments, if applicable.

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JIGTX vs. IEFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JIGTX
John Hancock Funds International Growth Fund Class R6
-5.45%29.93%10.83%13.06%-26.72%9.81%22.57%28.47%-11.94%36.84%
IEFA
iShares Core MSCI EAFE ETF
1.20%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-14.14%26.57%

Returns By Period

In the year-to-date period, JIGTX achieves a -5.45% return, which is significantly lower than IEFA's 1.20% return. Both investments have delivered pretty close results over the past 10 years, with JIGTX having a 8.69% annualized return and IEFA not far ahead at 8.86%.


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%

IEFA

1D
3.24%
1M
-7.92%
YTD
1.20%
6M
5.69%
1Y
24.17%
3Y*
14.50%
5Y*
7.80%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIGTX vs. IEFA - Expense Ratio Comparison

JIGTX has a 0.89% expense ratio, which is higher than IEFA's 0.07% expense ratio.


Return for Risk

JIGTX vs. IEFA — Risk / Return Rank

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

JIGTX
JIGTX Risk / Return Rank: 4545
Overall Rank
JIGTX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JIGTX Sortino Ratio Rank: 4545
Sortino Ratio Rank
JIGTX Omega Ratio Rank: 4343
Omega Ratio Rank
JIGTX Calmar Ratio Rank: 4242
Calmar Ratio Rank
JIGTX Martin Ratio Rank: 4646
Martin Ratio Rank

IEFA
IEFA Risk / Return Rank: 7979
Overall Rank
IEFA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 8080
Sortino Ratio Rank
IEFA Omega Ratio Rank: 7979
Omega Ratio Rank
IEFA Calmar Ratio Rank: 7979
Calmar Ratio Rank
IEFA Martin Ratio Rank: 7878
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. IEFA - 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 iShares Core MSCI EAFE ETF (IEFA). 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.


JIGTXIEFADifference

Sharpe ratio

Return per unit of total volatility

0.92

1.38

-0.46

Sortino ratio

Return per unit of downside risk

1.33

1.97

-0.64

Omega ratio

Gain probability vs. loss probability

1.19

1.29

-0.10

Calmar ratio

Return relative to maximum drawdown

1.08

2.00

-0.92

Martin ratio

Return relative to average drawdown

4.67

7.79

-3.12

JIGTX vs. IEFA - Sharpe Ratio Comparison

The current JIGTX Sharpe Ratio is 0.92, which is lower than the IEFA Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of JIGTX and IEFA, 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


JIGTXIEFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.38

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.48

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.52

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.48

+0.02

Correlation

The correlation between JIGTX and IEFA is 0.89, 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. IEFA - Dividend Comparison

JIGTX's dividend yield for the trailing twelve months is around 0.17%, less than IEFA's 3.51% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
IEFA
iShares Core MSCI EAFE ETF
3.51%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%

Drawdowns

JIGTX vs. IEFA - Drawdown Comparison

The maximum JIGTX drawdown since its inception was -38.16%, which is greater than IEFA's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for JIGTX and IEFA.


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Drawdown Indicators


JIGTXIEFADifference

Max Drawdown

Largest peak-to-trough decline

-38.16%

-34.78%

-3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-11.50%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-38.16%

-30.41%

-7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

-34.78%

-3.38%

Current Drawdown

Current decline from peak

-13.70%

-8.15%

-5.55%

Average Drawdown

Average peak-to-trough decline

-9.11%

-6.74%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.95%

+0.22%

Volatility

JIGTX vs. IEFA - Volatility Comparison

John Hancock Funds International Growth Fund Class R6 (JIGTX) and iShares Core MSCI EAFE ETF (IEFA) have volatilities of 8.07% and 7.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIGTXIEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

7.89%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

11.05%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.73%

17.64%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

16.35%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

17.24%

-0.44%