JIGTX vs. IEFA
Compare and contrast key facts about John Hancock Funds International Growth Fund Class R6 (JIGTX) and iShares Core MSCI EAFE ETF (IEFA).
JIGTX is managed by John Hancock. It was launched on Mar 27, 2015. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012.
Performance
JIGTX vs. IEFA - Performance Comparison
Loading graphics...
JIGTX vs. IEFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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. 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
JIGTX
IEFA
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.
| JIGTX | IEFA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.38 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.97 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 2.00 | -0.92 |
Martin ratioReturn relative to average drawdown | 4.67 | 7.79 | -3.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JIGTX | IEFA | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| JIGTX | IEFA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -13.70% | -8.15% | -5.55% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -6.74% | -2.37% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| JIGTX | IEFA | Difference | |
|---|---|---|---|
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% |