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JIJIX vs. JCCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIJIX vs. JCCIX - Performance Comparison

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

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JIJIX vs. JCCIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JIJIX
John Hancock International Dynamic Growth Fund
1.46%23.10%24.88%18.92%-31.47%17.94%36.58%13.65%
JCCIX
John Hancock Small Cap Core Fund
0.37%-1.90%10.62%16.52%-19.09%24.10%25.99%4.91%

Returns By Period

In the year-to-date period, JIJIX achieves a 1.46% return, which is significantly higher than JCCIX's 0.37% return.


JIJIX

1D
3.90%
1M
-10.88%
YTD
1.46%
6M
3.13%
1Y
22.94%
3Y*
18.62%
5Y*
7.49%
10Y*

JCCIX

1D
2.86%
1M
-7.06%
YTD
0.37%
6M
2.40%
1Y
8.65%
3Y*
6.10%
5Y*
1.15%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIJIX vs. JCCIX - Expense Ratio Comparison

JIJIX has a 0.95% expense ratio, which is lower than JCCIX's 0.98% expense ratio.


Return for Risk

JIJIX vs. JCCIX — Risk / Return Rank

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

JIJIX
JIJIX Risk / Return Rank: 4949
Overall Rank
JIJIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
JIJIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
JIJIX Omega Ratio Rank: 4545
Omega Ratio Rank
JIJIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
JIJIX Martin Ratio Rank: 5050
Martin Ratio Rank

JCCIX
JCCIX Risk / Return Rank: 1515
Overall Rank
JCCIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
JCCIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
JCCIX Omega Ratio Rank: 1313
Omega Ratio Rank
JCCIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
JCCIX Martin Ratio Rank: 1818
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. JCCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International Dynamic Growth Fund (JIJIX) and John Hancock Small Cap Core Fund (JCCIX). 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.


JIJIXJCCIXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.39

+0.66

Sortino ratio

Return per unit of downside risk

1.47

0.72

+0.75

Omega ratio

Gain probability vs. loss probability

1.21

1.10

+0.11

Calmar ratio

Return relative to maximum drawdown

1.38

0.59

+0.79

Martin ratio

Return relative to average drawdown

5.44

2.13

+3.32

JIJIX vs. JCCIX - Sharpe Ratio Comparison

The current JIJIX Sharpe Ratio is 1.05, which is higher than the JCCIX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of JIJIX and JCCIX, 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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Sharpe Ratios by Period


JIJIXJCCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.39

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.05

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.37

+0.23

Correlation

The correlation between JIJIX and JCCIX is 0.66, 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. JCCIX - Dividend Comparison

JIJIX's dividend yield for the trailing twelve months is around 2.90%, less than JCCIX's 4.51% yield.


TTM20252024202320222021202020192018201720162015
JIJIX
John Hancock International Dynamic Growth Fund
2.90%2.94%0.13%0.22%0.79%30.17%5.62%0.20%0.00%0.00%0.00%0.00%
JCCIX
John Hancock Small Cap Core Fund
4.51%4.53%0.96%0.83%0.99%12.20%1.43%0.00%5.55%11.90%0.73%1.07%

Drawdowns

JIJIX vs. JCCIX - Drawdown Comparison

The maximum JIJIX drawdown since its inception was -41.80%, which is greater than JCCIX's maximum drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for JIJIX and JCCIX.


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Drawdown Indicators


JIJIXJCCIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.80%

-38.69%

-3.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.01%

-15.22%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-41.80%

-27.47%

-14.33%

Max Drawdown (10Y)

Largest decline over 10 years

-38.69%

Current Drawdown

Current decline from peak

-12.73%

-8.57%

-4.16%

Average Drawdown

Average peak-to-trough decline

-11.65%

-7.69%

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

4.23%

-0.17%

Volatility

JIJIX vs. JCCIX - Volatility Comparison

John Hancock International Dynamic Growth Fund (JIJIX) has a higher volatility of 12.06% compared to John Hancock Small Cap Core Fund (JCCIX) at 6.87%. This indicates that JIJIX's price experiences larger fluctuations and is considered to be riskier than JCCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIJIXJCCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.06%

6.87%

+5.19%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

13.74%

+3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

23.88%

-1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

21.63%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

21.43%

+0.33%