PortfoliosLab logoPortfoliosLab logo
JIJIX vs. FSOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIJIX vs. FSOSX - Performance Comparison

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

Loading graphics...

JIJIX vs. FSOSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JIJIX
John Hancock International Dynamic Growth Fund
-2.35%23.10%24.88%18.92%-31.47%17.94%36.58%9.35%
FSOSX
Fidelity Series Overseas Fund
-5.69%21.29%5.87%21.49%-23.25%19.59%16.36%7.78%

Returns By Period

In the year-to-date period, JIJIX achieves a -2.35% return, which is significantly higher than FSOSX's -5.69% return.


JIJIX

1D
-0.90%
1M
-14.80%
YTD
-2.35%
6M
-0.50%
1Y
18.67%
3Y*
17.12%
5Y*
7.15%
10Y*

FSOSX

1D
0.36%
1M
-11.39%
YTD
-5.69%
6M
-5.28%
1Y
7.28%
3Y*
10.01%
5Y*
5.83%
10Y*
*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.


JIJIX vs. FSOSX - Expense Ratio Comparison

JIJIX has a 0.95% expense ratio, which is higher than FSOSX's 0.01% expense ratio.


Return for Risk

JIJIX vs. FSOSX — Risk / Return Rank

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

JIJIX
JIJIX Risk / Return Rank: 3636
Overall Rank
JIJIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JIJIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
JIJIX Omega Ratio Rank: 3333
Omega Ratio Rank
JIJIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
JIJIX Martin Ratio Rank: 3838
Martin Ratio Rank

FSOSX
FSOSX Risk / Return Rank: 1414
Overall Rank
FSOSX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FSOSX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FSOSX Omega Ratio Rank: 1313
Omega Ratio Rank
FSOSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FSOSX Martin Ratio Rank: 1616
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.

JIJIX vs. FSOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International Dynamic Growth Fund (JIJIX) and Fidelity Series Overseas Fund (FSOSX). 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.


JIJIXFSOSXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.34

+0.46

Sortino ratio

Return per unit of downside risk

1.16

0.58

+0.58

Omega ratio

Gain probability vs. loss probability

1.16

1.08

+0.08

Calmar ratio

Return relative to maximum drawdown

0.99

0.40

+0.59

Martin ratio

Return relative to average drawdown

3.98

1.51

+2.47

JIJIX vs. FSOSX - Sharpe Ratio Comparison

The current JIJIX Sharpe Ratio is 0.80, which is higher than the FSOSX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of JIJIX and FSOSX, 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


JIJIXFSOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.34

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.34

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.43

+0.14

Correlation

The correlation between JIJIX and FSOSX is 0.88, 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

JIJIX vs. FSOSX - Dividend Comparison

JIJIX's dividend yield for the trailing twelve months is around 3.01%, less than FSOSX's 9.70% yield.


TTM2025202420232022202120202019
JIJIX
John Hancock International Dynamic Growth Fund
3.01%2.94%0.13%0.22%0.79%30.17%5.62%0.20%
FSOSX
Fidelity Series Overseas Fund
9.70%9.15%2.25%1.63%1.80%2.92%1.12%0.37%

Drawdowns

JIJIX vs. FSOSX - Drawdown Comparison

The maximum JIJIX drawdown since its inception was -41.80%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for JIJIX and FSOSX.


Loading graphics...

Drawdown Indicators


JIJIXFSOSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.80%

-35.36%

-6.44%

Max Drawdown (1Y)

Largest decline over 1 year

-16.01%

-12.39%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-41.80%

-35.36%

-6.44%

Current Drawdown

Current decline from peak

-16.01%

-11.89%

-4.12%

Average Drawdown

Average peak-to-trough decline

-11.65%

-7.90%

-3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

3.31%

+0.68%

Volatility

JIJIX vs. FSOSX - Volatility Comparison

John Hancock International Dynamic Growth Fund (JIJIX) has a higher volatility of 11.15% compared to Fidelity Series Overseas Fund (FSOSX) at 8.28%. This indicates that JIJIX's price experiences larger fluctuations and is considered to be riskier than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JIJIXFSOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.15%

8.28%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

17.10%

11.94%

+5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

22.06%

18.25%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.77%

17.35%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

18.93%

+2.79%