JIJIX vs. FAOAX
JIJIX (John Hancock International Dynamic Growth Fund) and FAOAX (Fidelity Advisor Overseas Fund Class A) are both Foreign Large Cap Equities funds. Over the past 5 years, JIJIX returned 7.20%/yr vs 2.23%/yr for FAOAX. Their correlation of 0.81 means they have usually moved in the same direction. JIJIX charges 0.95%/yr vs 1.43%/yr for FAOAX.
Performance
JIJIX vs. FAOAX - Performance Comparison
Loading charts...
Returns By Period
JIJIX
- 1D
- 0.56%
- 1M
- -6.93%
- 6M
- 2.35%
- YTD
- 13.47%
- 1Y
- 23.71%
- 3Y*
- 22.47%
- 5Y*
- 7.20%
- 10Y*
- —
- ALL TIME*
- 14.12%
FAOAX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -1.86%
- 3Y*
- 8.66%
- 5Y*
- 2.23%
- 10Y*
- 7.42%
- ALL TIME*
- 5.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JIJIX vs. FAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JIJIX John Hancock International Dynamic Growth Fund | 13.47% | 23.10% | 24.88% | 18.92% | -31.47% | 17.94% | 36.58% | 13.65% |
FAOAX Fidelity Advisor Overseas Fund Class A | 0.00% | 14.93% | 4.63% | 20.01% | -24.61% | 18.90% | 14.71% | 10.72% |
Correlation
The correlation between JIJIX and FAOAX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.81 |
Over the past year, the correlation between JIJIX and FAOAX has dropped to 0.35 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JIJIX vs. FAOAX — Risk / Return Rank
JIJIX
FAOAX
JIJIX vs. FAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock International Dynamic Growth Fund (JIJIX) and Fidelity Advisor Overseas Fund Class A (FAOAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JIJIX | FAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.00 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | -0.06 | +1.33 |
| Martin ratioReturn relative to average drawdown | 4.43 | -0.09 | +4.52 |
Loading charts...
Drawdowns
JIJIX vs. FAOAX - Drawdown Comparison
The maximum JIJIX drawdown since its inception was -41.80%, smaller than the maximum FAOAX drawdown of -60.03%. Use the drawdown chart below to compare losses from any high point for JIJIX and FAOAX.
Loading charts...
Drawdown Indicators
| JIJIX | FAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -60.03% | +18.23% |
Max Drawdown (1Y)Largest decline over 1 year | -20.23% | -7.29% | -12.94% |
Max Drawdown (3Y)Largest decline over 3 years | -20.23% | -13.99% | -6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -41.80% | -36.50% | -5.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.50% | — |
Current DrawdownCurrent decline from peak | -14.99% | -5.87% | -9.12% |
Average DrawdownAverage peak-to-trough decline | -11.35% | -14.52% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.78% | 4.52% | +1.26% |
Volatility
JIJIX vs. FAOAX - Volatility Comparison
John Hancock International Dynamic Growth Fund (JIJIX) has a higher volatility of 11.74% compared to Fidelity Advisor Overseas Fund Class A (FAOAX) at 0.00%. This indicates that JIJIX's price experiences larger fluctuations and is considered to be riskier than FAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JIJIX | FAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.74% | 0.00% | +11.74% |
Volatility (6M)Calculated over the trailing 6-month period | 27.29% | 0.00% | +27.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.71% | 7.52% | +22.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.03% | 16.65% | +5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 16.28% | +6.68% |
JIJIX vs. FAOAX - Expense Ratio Comparison
JIJIX has a 0.95% expense ratio, which is lower than FAOAX's 1.43% expense ratio.
Dividends
JIJIX vs. FAOAX - Dividend Comparison
JIJIX's dividend yield for the trailing twelve months is around 2.59%, less than FAOAX's 8.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOAX Fidelity Advisor Overseas Fund Class A | 8.54% | 8.54% | 1.33% | 0.74% | 0.38% | 2.12% | 0.00% | 1.37% | 4.64% | 3.64% | 1.75% | 0.38% |
JIJIX John Hancock International Dynamic Growth Fund | 2.59% | 2.94% | 0.13% | 0.22% | 0.79% | 30.17% | 5.62% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JIJIX and FAOAX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JIJIX has higher volatility (11.74%) compared to FAOAX (0.00%). In terms of maximum drawdown, JIJIX dropped -41.80% vs FAOAX's -60.03%.
JIJIX currently has the higher Sharpe Ratio (0.87 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for JIJIX and FAOAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer