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JIJIX vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JIJIX and DGRO is 0.81, 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

JIJIX vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock International Dynamic Growth Fund (JIJIX) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JIJIX:

0.70

DGRO:

0.78

Sortino Ratio

JIJIX:

0.92

DGRO:

1.12

Omega Ratio

JIJIX:

1.13

DGRO:

1.16

Calmar Ratio

JIJIX:

0.74

DGRO:

0.79

Martin Ratio

JIJIX:

2.62

DGRO:

3.10

Ulcer Index

JIJIX:

5.06%

DGRO:

3.57%

Daily Std Dev

JIJIX:

21.95%

DGRO:

15.20%

Max Drawdown

JIJIX:

-41.80%

DGRO:

-35.10%

Current Drawdown

JIJIX:

-1.23%

DGRO:

-3.30%

Returns By Period

In the year-to-date period, JIJIX achieves a 10.02% return, which is significantly higher than DGRO's 1.76% return.


JIJIX

YTD

10.02%

1M

5.61%

6M

7.55%

1Y

14.69%

3Y*

14.39%

5Y*

12.76%

10Y*

N/A

DGRO

YTD

1.76%

1M

3.53%

6M

-3.30%

1Y

10.31%

3Y*

9.13%

5Y*

13.13%

10Y*

11.38%

*Annualized

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JIJIX vs. DGRO - Expense Ratio Comparison

JIJIX has a 0.95% expense ratio, which is higher than DGRO's 0.08% expense ratio.


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

Risk-Adjusted Performance

JIJIX vs. DGRO — Risk-Adjusted Performance Rank

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

JIJIX
The Risk-Adjusted Performance Rank of JIJIX is 5353
Overall Rank
The Sharpe Ratio Rank of JIJIX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of JIJIX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of JIJIX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of JIJIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of JIJIX is 5858
Martin Ratio Rank

DGRO
The Risk-Adjusted Performance Rank of DGRO is 6767
Overall Rank
The Sharpe Ratio Rank of DGRO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of DGRO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of DGRO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of DGRO is 7070
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.

JIJIX vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International Dynamic Growth Fund (JIJIX) and iShares Core Dividend Growth ETF (DGRO). 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 JIJIX Sharpe Ratio is 0.70, which is comparable to the DGRO Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of JIJIX and DGRO, 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

JIJIX vs. DGRO - Dividend Comparison

JIJIX's dividend yield for the trailing twelve months is around 0.12%, less than DGRO's 2.23% yield.


TTM20242023202220212020201920182017201620152014
JIJIX
John Hancock International Dynamic Growth Fund
0.12%0.13%0.22%0.79%30.17%5.62%0.20%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.23%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

JIJIX vs. DGRO - Drawdown Comparison

The maximum JIJIX drawdown since its inception was -41.80%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for JIJIX and DGRO.


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

Volatility

JIJIX vs. DGRO - Volatility Comparison

The current volatility for John Hancock International Dynamic Growth Fund (JIJIX) is 3.23%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 4.35%. This indicates that JIJIX experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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