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JIGTX vs. VEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JIGTX and VEU is 0.77, 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. VEU - 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 Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JIGTX:

1.08

VEU:

0.82

Sortino Ratio

JIGTX:

1.44

VEU:

1.15

Omega Ratio

JIGTX:

1.20

VEU:

1.15

Calmar Ratio

JIGTX:

0.98

VEU:

0.91

Martin Ratio

JIGTX:

4.72

VEU:

2.88

Ulcer Index

JIGTX:

3.61%

VEU:

4.34%

Daily Std Dev

JIGTX:

17.17%

VEU:

16.84%

Max Drawdown

JIGTX:

-38.16%

VEU:

-61.52%

Current Drawdown

JIGTX:

-0.53%

VEU:

-0.69%

Returns By Period

In the year-to-date period, JIGTX achieves a 16.38% return, which is significantly higher than VEU's 13.97% return. Over the past 10 years, JIGTX has outperformed VEU with an annualized return of 7.35%, while VEU has yielded a comparatively lower 5.68% annualized return.


JIGTX

YTD

16.38%

1M

6.97%

6M

13.83%

1Y

18.09%

3Y*

9.98%

5Y*

9.25%

10Y*

7.35%

VEU

YTD

13.97%

1M

4.87%

6M

11.01%

1Y

13.21%

3Y*

9.56%

5Y*

10.58%

10Y*

5.68%

*Annualized

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JIGTX vs. VEU - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JIGTX vs. VEU — Risk-Adjusted Performance Rank

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

JIGTX
The Risk-Adjusted Performance Rank of JIGTX is 7777
Overall Rank
The Sharpe Ratio Rank of JIGTX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of JIGTX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of JIGTX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of JIGTX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of JIGTX is 8282
Martin Ratio Rank

VEU
The Risk-Adjusted Performance Rank of VEU is 6868
Overall Rank
The Sharpe Ratio Rank of VEU is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VEU is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VEU is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VEU is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JIGTX vs. VEU - 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 Vanguard FTSE All-World ex-US ETF (VEU). 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.


The current JIGTX Sharpe Ratio is 1.08, which is higher than the VEU Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of JIGTX and VEU, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JIGTX vs. VEU - Dividend Comparison

JIGTX's dividend yield for the trailing twelve months is around 0.75%, less than VEU's 2.82% yield.


TTM20242023202220212020201920182017201620152014
JIGTX
John Hancock Funds International Growth Fund Class R6
0.75%0.87%2.75%13.65%15.45%0.30%1.12%3.04%0.57%1.06%0.48%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
2.82%3.24%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%

Drawdowns

JIGTX vs. VEU - Drawdown Comparison

The maximum JIGTX drawdown since its inception was -38.16%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for JIGTX and VEU.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JIGTX vs. VEU - Volatility Comparison

John Hancock Funds International Growth Fund Class R6 (JIGTX) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 2.85% and 2.92%, 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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