JIJIX vs. FAOIX
JIJIX (John Hancock International Dynamic Growth Fund) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 5 years, JIJIX returned 7.20%/yr vs 2.49%/yr for FAOIX. Their correlation of 0.81 means they have usually moved in the same direction. JIJIX charges 0.95%/yr vs 1.12%/yr for FAOIX.
Performance
JIJIX vs. FAOIX - Performance Comparison
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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%
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -1.79%
- 3Y*
- 8.91%
- 5Y*
- 2.49%
- 10Y*
- 7.64%
- ALL TIME*
- 5.75%
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. FAOIX - 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% |
FAOIX Fidelity Advisor Overseas Fund Class I | 0.00% | 15.25% | 4.92% | 20.35% | -24.38% | 19.23% | 15.08% | 10.94% |
Correlation
The correlation between JIJIX and FAOIX 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 FAOIX has dropped to 0.35 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
JIJIX vs. FAOIX — Risk / Return Rank
JIJIX
FAOIX
JIJIX vs. FAOIX - 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 I (FAOIX). 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 | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.00 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | -0.04 | +1.31 |
| Martin ratioReturn relative to average drawdown | 4.43 | -0.06 | +4.50 |
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Drawdowns
JIJIX vs. FAOIX - Drawdown Comparison
The maximum JIJIX drawdown since its inception was -41.80%, smaller than the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for JIJIX and FAOIX.
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Drawdown Indicators
| JIJIX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -59.86% | +18.06% |
Max Drawdown (1Y)Largest decline over 1 year | -20.23% | -7.28% | -12.95% |
Max Drawdown (3Y)Largest decline over 3 years | -20.23% | -13.98% | -6.25% |
Max Drawdown (5Y)Largest decline over 5 years | -41.80% | -36.33% | -5.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.33% | — |
Current DrawdownCurrent decline from peak | -14.99% | -5.85% | -9.14% |
Average DrawdownAverage peak-to-trough decline | -11.35% | -14.16% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.78% | 4.51% | +1.27% |
Volatility
JIJIX vs. FAOIX - Volatility Comparison
John Hancock International Dynamic Growth Fund (JIJIX) has a higher volatility of 11.74% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that JIJIX's price experiences larger fluctuations and is considered to be riskier than FAOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIJIX | FAOIX | 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% | 7.54% | +22.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.03% | 16.67% | +5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 16.29% | +6.67% |
JIJIX vs. FAOIX - Expense Ratio Comparison
JIJIX has a 0.95% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
JIJIX vs. FAOIX - Dividend Comparison
JIJIX's dividend yield for the trailing twelve months is around 2.59%, less than FAOIX's 8.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOIX Fidelity Advisor Overseas Fund Class I | 8.49% | 8.49% | 1.66% | 0.96% | 0.63% | 2.06% | 0.00% | 1.35% | 5.09% | 3.79% | 1.49% | 0.63% |
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 FAOIX 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 FAOIX (0.00%). In terms of maximum drawdown, JIJIX dropped -41.80% vs FAOIX's -59.86%.
JIJIX currently has the higher Sharpe Ratio (0.87 vs -0.04), 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.
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