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

Key characteristics


JIGTXVEU
YTD Return12.62%9.71%
1Y Return18.62%16.90%
3Y Return (Ann)-2.98%2.12%
5Y Return (Ann)6.39%6.91%
Sharpe Ratio1.361.33
Daily Std Dev13.54%12.65%
Max Drawdown-38.16%-61.52%
Current Drawdown-10.20%-1.41%

Correlation

-0.50.00.51.00.9

The correlation between JIGTX and VEU is 0.91, 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

In the year-to-date period, JIGTX achieves a 12.62% return, which is significantly higher than VEU's 9.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%AprilMayJuneJulyAugustSeptember
4.94%
4.68%
JIGTX
VEU

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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.


JIGTX
John Hancock Funds International Growth Fund Class R6
Expense ratio chart for JIGTX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
Expense ratio chart for VEU: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


JIGTX
Sharpe ratio
The chart of Sharpe ratio for JIGTX, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.005.001.36
Sortino ratio
The chart of Sortino ratio for JIGTX, currently valued at 1.93, compared to the broader market0.005.0010.001.93
Omega ratio
The chart of Omega ratio for JIGTX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for JIGTX, currently valued at 0.61, compared to the broader market0.005.0010.0015.0020.000.61
Martin ratio
The chart of Martin ratio for JIGTX, currently valued at 6.72, compared to the broader market0.0020.0040.0060.0080.00100.006.72
VEU
Sharpe ratio
The chart of Sharpe ratio for VEU, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.005.001.33
Sortino ratio
The chart of Sortino ratio for VEU, currently valued at 1.88, compared to the broader market0.005.0010.001.88
Omega ratio
The chart of Omega ratio for VEU, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for VEU, currently valued at 0.94, compared to the broader market0.005.0010.0015.0020.000.94
Martin ratio
The chart of Martin ratio for VEU, currently valued at 6.88, compared to the broader market0.0020.0040.0060.0080.00100.006.88

JIGTX vs. VEU - Sharpe Ratio Comparison

The current JIGTX Sharpe Ratio is 1.36, which roughly equals the VEU Sharpe Ratio of 1.33. The chart below compares the 12-month rolling Sharpe Ratio of JIGTX and VEU.


Rolling 12-month Sharpe Ratio0.400.600.801.001.201.401.60AprilMayJuneJulyAugustSeptember
1.36
1.33
JIGTX
VEU

Dividends

JIGTX vs. VEU - Dividend Comparison

JIGTX's dividend yield for the trailing twelve months is around 2.44%, less than VEU's 2.49% yield.


TTM20232022202120202019201820172016201520142013
JIGTX
John Hancock Funds International Growth Fund Class R6
2.44%2.75%13.65%15.45%0.30%1.12%3.04%0.57%1.05%0.48%0.00%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
2.49%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-10.20%
-1.41%
JIGTX
VEU

Volatility

JIGTX vs. VEU - Volatility Comparison

John Hancock Funds International Growth Fund Class R6 (JIGTX) has a higher volatility of 4.61% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 3.90%. This indicates that JIGTX's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.61%
3.90%
JIGTX
VEU