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JIGTX vs. JIJIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIGTX vs. JIJIX - 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 John Hancock International Dynamic Growth Fund (JIJIX). 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 12.52% return, which is significantly lower than JIJIX's 25.48% return.


JIGTX

1D
-4.18%
1M
1.54%
YTD
12.52%
6M
12.49%
1Y
23.16%
3Y*
19.35%
5Y*
5.82%
10Y*
10.85%

JIJIX

1D
-6.00%
1M
4.44%
YTD
25.48%
6M
25.16%
1Y
36.80%
3Y*
26.65%
5Y*
10.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIGTX vs. JIJIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JIGTX
John Hancock Funds International Growth Fund Class R6
12.52%29.93%10.83%13.06%-26.72%9.81%22.57%10.63%
JIJIX
John Hancock International Dynamic Growth Fund
25.48%23.10%24.88%18.92%-31.47%17.94%36.58%13.65%

Correlation

The correlation between JIGTX and JIJIX is 0.93, 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

0.93

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

0.89

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

0.90

Correlation (All Time)
Calculated using the full available price history since May 7, 2019

0.90

The correlation between JIGTX and JIJIX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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Return for Risk

JIGTX vs. JIJIX — Risk / Return Rank

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

JIGTX
JIGTX Risk / Return Rank: 3030
Overall Rank
JIGTX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
JIGTX Sortino Ratio Rank: 2525
Sortino Ratio Rank
JIGTX Omega Ratio Rank: 2929
Omega Ratio Rank
JIGTX Calmar Ratio Rank: 3030
Calmar Ratio Rank
JIGTX Martin Ratio Rank: 3737
Martin Ratio Rank

JIJIX
JIJIX Risk / Return Rank: 3737
Overall Rank
JIJIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JIJIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
JIJIX Omega Ratio Rank: 3434
Omega Ratio Rank
JIJIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
JIJIX Martin Ratio Rank: 4848
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. JIJIX - 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 John Hancock International Dynamic Growth Fund (JIJIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JIGTXJIJIXDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratioReturn relative to maximum drawdown

1.86

2.43

-0.58

Martin ratioReturn relative to average drawdown

7.51

9.25

-1.74

JIGTX vs. JIJIX - Sharpe Ratio Comparison

The current JIGTX Sharpe Ratio is 1.32, which is comparable to the JIJIX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of JIGTX and JIJIX, 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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Drawdowns

JIGTX vs. JIJIX - Drawdown Comparison

The maximum JIGTX drawdown since its inception was -38.16%, smaller than the maximum JIJIX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for JIGTX and JIJIX.


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Drawdown Indicators


JIGTXJIJIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.16%

-41.80%

+3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-16.01%

+2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-18.04%

+4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-38.16%

-41.80%

+3.64%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

Current Drawdown

Current decline from peak

-4.18%

-6.00%

+1.82%

Average Drawdown

Average peak-to-trough decline

-8.96%

-11.35%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

4.20%

-0.82%

Volatility

JIGTX vs. JIJIX - Volatility Comparison

The current volatility for John Hancock Funds International Growth Fund Class R6 (JIGTX) is 9.53%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 14.64%. This indicates that JIGTX experiences smaller price fluctuations and is considered to be less risky than JIJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIGTXJIJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.53%

14.64%

-5.11%

Volatility (6M)

Calculated over the trailing 6-month period

17.31%

24.50%

-7.19%

Volatility (1Y)

Calculated over the trailing 1-year period

19.35%

26.88%

-7.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

21.35%

-3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

22.61%

-5.49%

JIGTX vs. JIJIX - Expense Ratio Comparison

JIGTX has a 0.89% expense ratio, which is lower than JIJIX's 0.95% expense ratio.


Dividends

JIGTX vs. JIJIX - Dividend Comparison

JIGTX's dividend yield for the trailing twelve months is around 0.15%, less than JIJIX's 2.34% yield.


PositionTTM2025202420232022202120202019201820172016
JIGTX
John Hancock Funds International Growth Fund Class R6
0.15%0.16%0.87%2.75%13.65%15.45%0.30%1.12%3.04%0.57%1.05%
JIJIX
John Hancock International Dynamic Growth Fund
2.34%2.94%0.13%0.22%0.79%30.17%5.62%0.20%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, JIGTX and JIJIX 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.

JIJIX has higher volatility (14.64%) compared to JIGTX (9.53%). In terms of maximum drawdown, JIGTX dropped -38.16% vs JIJIX's -41.80%.

JIJIX currently has the higher Sharpe Ratio (1.45 vs 1.32), 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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