JIGTX vs. PDT
JIGTX (John Hancock Funds International Growth Fund Class R6) and PDT (John Hancock Premium Dividend Fund) are both mutual funds - JIGTX is a Foreign Large Cap Equities fund managed by John Hancock, while PDT is a Dividend fund managed by John Hancock. Over the past 10 years, JIGTX returned 10.43%/yr vs 6.11%/yr for PDT. At a 0.38 correlation, their price movements are largely independent. JIGTX charges 0.89%/yr vs 5.06%/yr for PDT.
Performance
JIGTX vs. PDT - Performance Comparison
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Returns By Period
In the year-to-date period, JIGTX achieves a 14.36% return, which is significantly higher than PDT's 3.92% return. Over the past 10 years, JIGTX has outperformed PDT with an annualized return of 10.43%, while PDT has yielded a comparatively lower 6.11% annualized 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%
PDT
- 1D
- 0.08%
- 1M
- -2.34%
- YTD
- 3.92%
- 6M
- 3.46%
- 1Y
- 5.59%
- 3Y*
- 12.67%
- 5Y*
- 2.53%
- 10Y*
- 6.11%
JIGTX vs. PDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIGTX John Hancock Funds International Growth Fund Class R6 | 14.36% | 29.93% | 10.83% | 13.06% | -26.72% | 9.81% | 22.57% | 28.47% | -11.94% | 36.84% |
PDT John Hancock Premium Dividend Fund | 3.92% | 7.64% | 29.92% | -9.55% | -16.30% | 25.98% | -14.20% | 39.29% | -12.49% | 21.22% |
Correlation
The correlation between JIGTX and PDT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.38 |
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Return for Risk
JIGTX vs. PDT — Risk / Return Rank
JIGTX
PDT
JIGTX vs. PDT - 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 Premium Dividend Fund (PDT). 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 | PDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.12 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.04 | +0.97 |
| Martin ratioReturn relative to average drawdown | 8.28 | 2.39 | +5.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JIGTX | PDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.63 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.15 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.24 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.31 | +0.29 |
Drawdowns
JIGTX vs. PDT - Drawdown Comparison
The maximum JIGTX drawdown since its inception was -38.16%, smaller than the maximum PDT drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for JIGTX and PDT.
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Drawdown Indicators
| JIGTX | PDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.16% | -62.39% | +24.23% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -5.38% | -8.32% |
Max Drawdown (3Y)Largest decline over 3 years | -13.70% | -22.06% | +8.36% |
Max Drawdown (5Y)Largest decline over 5 years | -38.16% | -40.44% | +2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -38.16% | -62.39% | +24.23% |
Current DrawdownCurrent decline from peak | -0.22% | -4.03% | +3.81% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -10.02% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.35% | +0.98% |
Volatility
JIGTX vs. PDT - Volatility Comparison
John Hancock Funds International Growth Fund Class R6 (JIGTX) has a higher volatility of 6.61% compared to John Hancock Premium Dividend Fund (PDT) at 3.08%. This indicates that JIGTX's price experiences larger fluctuations and is considered to be riskier than PDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIGTX | PDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 3.08% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 14.93% | 6.92% | +8.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.33% | 8.92% | +8.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 17.03% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 25.16% | -8.11% |
JIGTX vs. PDT - Expense Ratio Comparison
JIGTX has a 0.89% expense ratio, which is lower than PDT's 5.06% expense ratio.
Dividends
JIGTX vs. PDT - Dividend Comparison
JIGTX's dividend yield for the trailing twelve months is around 0.14%, less than PDT's 7.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
PDT John Hancock Premium Dividend Fund | 7.74% | 7.80% | 7.77% | 10.14% | 9.04% | 6.42% | 8.43% | 6.70% | 8.69% | 9.94% | 9.15% | 7.88% |
Frequently Asked Questions
JIGTX and PDT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JIGTX has higher volatility (6.61%) compared to PDT (3.08%). In terms of maximum drawdown, JIGTX dropped -38.16% vs PDT's -62.39%.
JIGTX currently has the higher Sharpe Ratio (1.59 vs 0.63), 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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