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

Correlation

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.


-0.50.00.51.00.9

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.

-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
5.67%
3.70%
JIGTX
VEU

Key characteristics

Sharpe Ratio

JIGTX:

1.14

VEU:

1.02

Sortino Ratio

JIGTX:

1.63

VEU:

1.47

Omega Ratio

JIGTX:

1.20

VEU:

1.18

Calmar Ratio

JIGTX:

0.41

VEU:

1.31

Martin Ratio

JIGTX:

4.78

VEU:

3.23

Ulcer Index

JIGTX:

3.22%

VEU:

3.97%

Daily Std Dev

JIGTX:

13.47%

VEU:

12.61%

Max Drawdown

JIGTX:

-46.54%

VEU:

-61.52%

Current Drawdown

JIGTX:

-27.53%

VEU:

-1.58%

Returns By Period

In the year-to-date period, JIGTX achieves a 7.03% return, which is significantly lower than VEU's 7.42% return.


JIGTX

YTD

7.03%

1M

4.31%

6M

5.67%

1Y

15.17%

5Y*

0.22%

10Y*

N/A

VEU

YTD

7.42%

1M

4.69%

6M

3.70%

1Y

12.41%

5Y*

6.34%

10Y*

5.38%

*Annualized

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. 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 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 5454
Overall Rank
The Sharpe Ratio Rank of JIGTX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of JIGTX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of JIGTX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JIGTX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of JIGTX is 6262
Martin Ratio Rank

VEU
The Risk-Adjusted Performance Rank of VEU is 4040
Overall Rank
The Sharpe Ratio Rank of VEU is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VEU is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VEU is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VEU is 3535
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.


Sharpe ratio
The chart of Sharpe ratio for JIGTX, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.001.141.02
The chart of Sortino ratio for JIGTX, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.631.47
The chart of Omega ratio for JIGTX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.18
The chart of Calmar ratio for JIGTX, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.411.31
The chart of Martin ratio for JIGTX, currently valued at 4.78, compared to the broader market0.0020.0040.0060.0080.004.783.23
JIGTX
VEU

The current JIGTX Sharpe Ratio is 1.14, which is comparable to the VEU Sharpe Ratio of 1.02. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.14
1.02
JIGTX
VEU

Dividends

JIGTX vs. VEU - Dividend Comparison

JIGTX's dividend yield for the trailing twelve months is around 0.82%, less than VEU's 3.02% yield.


TTM20242023202220212020201920182017201620152014
JIGTX
John Hancock Funds International Growth Fund Class R6
0.82%0.87%2.75%0.00%0.94%0.30%1.12%1.11%0.57%1.06%0.48%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
3.02%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 -46.54%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-27.53%
-1.58%
JIGTX
VEU

Volatility

JIGTX vs. VEU - Volatility Comparison

John Hancock Funds International Growth Fund Class R6 (JIGTX) has a higher volatility of 3.29% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 3.12%. 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%SeptemberOctoberNovemberDecember2025February
3.29%
3.12%
JIGTX
VEU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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