JIJIX vs. IVFIX
Compare and contrast key facts about John Hancock International Dynamic Growth Fund (JIJIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX).
JIJIX is managed by John Hancock. It was launched on May 2, 2019. IVFIX is managed by Federated. It was launched on Jun 3, 2008.
Performance
JIJIX vs. IVFIX - Performance Comparison
Loading graphics...
JIJIX vs. IVFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JIJIX John Hancock International Dynamic Growth Fund | -2.35% | 23.10% | 24.88% | 18.92% | -31.47% | 17.94% | 36.58% | 13.65% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 5.22% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 11.79% |
Returns By Period
In the year-to-date period, JIJIX achieves a -2.35% return, which is significantly lower than IVFIX's 5.22% return.
JIJIX
- 1D
- -0.90%
- 1M
- -14.80%
- YTD
- -2.35%
- 6M
- -0.50%
- 1Y
- 18.67%
- 3Y*
- 17.12%
- 5Y*
- 7.15%
- 10Y*
- —
IVFIX
- 1D
- 0.21%
- 1M
- -6.40%
- YTD
- 5.22%
- 6M
- 10.50%
- 1Y
- 23.17%
- 3Y*
- 13.89%
- 5Y*
- 10.28%
- 10Y*
- 7.06%
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. IVFIX - Expense Ratio Comparison
JIJIX has a 0.95% expense ratio, which is higher than IVFIX's 0.86% expense ratio.
Return for Risk
JIJIX vs. IVFIX — Risk / Return Rank
JIJIX
IVFIX
JIJIX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock International Dynamic Growth Fund (JIJIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.
| JIJIX | IVFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.98 | -1.18 |
Sortino ratioReturn per unit of downside risk | 1.16 | 2.58 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.41 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 4.08 | -3.09 |
Martin ratioReturn relative to average drawdown | 3.98 | 17.43 | -13.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JIJIX | IVFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.98 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.83 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.21 | +0.36 |
Correlation
The correlation between JIJIX and IVFIX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JIJIX vs. IVFIX - Dividend Comparison
JIJIX's dividend yield for the trailing twelve months is around 3.01%, less than IVFIX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIJIX John Hancock International Dynamic Growth Fund | 3.01% | 2.94% | 0.13% | 0.22% | 0.79% | 30.17% | 5.62% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.14% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
Drawdowns
JIJIX vs. IVFIX - Drawdown Comparison
The maximum JIJIX drawdown since its inception was -41.80%, smaller than the maximum IVFIX drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for JIJIX and IVFIX.
Loading graphics...
Drawdown Indicators
| JIJIX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -51.49% | +9.69% |
Max Drawdown (1Y)Largest decline over 1 year | -16.01% | -8.47% | -7.54% |
Max Drawdown (5Y)Largest decline over 5 years | -41.80% | -21.29% | -20.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.46% | — |
Current DrawdownCurrent decline from peak | -16.01% | -6.58% | -9.43% |
Average DrawdownAverage peak-to-trough decline | -11.65% | -11.69% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 1.98% | +2.01% |
Volatility
JIJIX vs. IVFIX - Volatility Comparison
John Hancock International Dynamic Growth Fund (JIJIX) has a higher volatility of 11.15% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that JIJIX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JIJIX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.15% | 4.54% | +6.61% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 8.10% | +9.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.06% | 14.63% | +7.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 12.96% | +6.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 14.74% | +6.98% |