PortfoliosLab logoPortfoliosLab logo
JIGTX vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIGTX vs. VXUS - 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 Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JIGTX vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JIGTX
John Hancock Funds International Growth Fund Class R6
-5.45%29.93%10.83%13.06%-26.72%9.81%22.57%28.47%-11.94%36.84%
VXUS
Vanguard Total International Stock ETF
2.32%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Returns By Period

In the year-to-date period, JIGTX achieves a -5.45% return, which is significantly lower than VXUS's 2.32% return. Both investments have delivered pretty close results over the past 10 years, with JIGTX having a 8.69% annualized return and VXUS not far ahead at 8.91%.


JIGTX

1D
-0.57%
1M
-12.78%
YTD
-5.45%
6M
-2.04%
1Y
17.07%
3Y*
12.80%
5Y*
3.66%
10Y*
8.69%

VXUS

1D
3.32%
1M
-7.90%
YTD
2.32%
6M
7.01%
1Y
28.12%
3Y*
15.50%
5Y*
7.32%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VXUS - Expense Ratio Comparison

JIGTX has a 0.89% expense ratio, which is higher than VXUS's 0.05% expense ratio.


Return for Risk

JIGTX vs. VXUS — Risk / Return Rank

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

JIGTX
JIGTX Risk / Return Rank: 4545
Overall Rank
JIGTX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JIGTX Sortino Ratio Rank: 4545
Sortino Ratio Rank
JIGTX Omega Ratio Rank: 4343
Omega Ratio Rank
JIGTX Calmar Ratio Rank: 4242
Calmar Ratio Rank
JIGTX Martin Ratio Rank: 4646
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 8686
Overall Rank
VXUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8787
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8686
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8585
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. VXUS - 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 Vanguard Total International Stock ETF (VXUS). 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.


JIGTXVXUSDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.64

-0.72

Sortino ratio

Return per unit of downside risk

1.33

2.26

-0.93

Omega ratio

Gain probability vs. loss probability

1.19

1.34

-0.15

Calmar ratio

Return relative to maximum drawdown

1.08

2.42

-1.34

Martin ratio

Return relative to average drawdown

4.67

9.37

-4.70

JIGTX vs. VXUS - Sharpe Ratio Comparison

The current JIGTX Sharpe Ratio is 0.92, which is lower than the VXUS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of JIGTX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JIGTXVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.64

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.47

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.52

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.35

+0.15

Correlation

The correlation between JIGTX and VXUS is 0.92, 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.


Dividends

JIGTX vs. VXUS - Dividend Comparison

JIGTX's dividend yield for the trailing twelve months is around 0.17%, less than VXUS's 2.97% yield.


TTM20252024202320222021202020192018201720162015
JIGTX
John Hancock Funds International Growth Fund Class R6
0.17%0.16%0.87%2.75%13.65%15.45%0.30%1.12%3.04%0.57%1.05%0.00%
VXUS
Vanguard Total International Stock ETF
2.97%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Drawdowns

JIGTX vs. VXUS - Drawdown Comparison

The maximum JIGTX drawdown since its inception was -38.16%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for JIGTX and VXUS.


Loading graphics...

Drawdown Indicators


JIGTXVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-38.16%

-35.97%

-2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-11.27%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-38.16%

-29.44%

-8.72%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

-35.97%

-2.19%

Current Drawdown

Current decline from peak

-13.70%

-8.33%

-5.37%

Average Drawdown

Average peak-to-trough decline

-9.11%

-8.29%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.91%

+0.26%

Volatility

JIGTX vs. VXUS - Volatility Comparison

John Hancock Funds International Growth Fund Class R6 (JIGTX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 8.07% and 8.31%, 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.


Loading graphics...

Volatility by Period


JIGTXVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

8.31%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

11.50%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.73%

17.19%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

15.82%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

17.09%

-0.29%