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JIJIX vs. JSNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIJIX vs. JSNIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, JIJIX achieves a 26.05% return, which is significantly higher than JSNIX's 0.97% return.


JIJIX

1D
0.92%
1M
8.42%
YTD
26.05%
6M
28.44%
1Y
39.30%
3Y*
27.22%
5Y*
11.05%
10Y*

JSNIX

1D
0.00%
1M
0.42%
YTD
0.97%
6M
1.39%
1Y
4.44%
3Y*
4.94%
5Y*
2.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIJIX vs. JSNIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JIJIX
John Hancock International Dynamic Growth Fund
26.05%23.10%24.88%18.92%-31.47%17.94%36.58%8.40%
JSNIX
JHancock Short Duration Bond Fund
0.97%5.97%4.61%4.80%-4.46%0.78%4.22%1.41%

Correlation

The correlation between JIJIX and JSNIX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2019

0.24

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Return for Risk

JIJIX vs. JSNIX — Risk / Return Rank

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

JIJIX
JIJIX Risk / Return Rank: 3737
Overall Rank
JIJIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JIJIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
JIJIX Omega Ratio Rank: 3434
Omega Ratio Rank
JIJIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
JIJIX Martin Ratio Rank: 4545
Martin Ratio Rank

JSNIX
JSNIX Risk / Return Rank: 7575
Overall Rank
JSNIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
JSNIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
JSNIX Omega Ratio Rank: 8888
Omega Ratio Rank
JSNIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
JSNIX Martin Ratio Rank: 7070
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. JSNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International Dynamic Growth Fund (JIJIX) and JHancock Short Duration Bond Fund (JSNIX). 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.


JIJIXJSNIXDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

1.31

1.63

-0.32

Calmar ratioReturn relative to maximum drawdown

2.43

3.23

-0.80

Martin ratioReturn relative to average drawdown

9.53

13.48

-3.95

JIJIX vs. JSNIX - Sharpe Ratio Comparison

The current JIJIX Sharpe Ratio is 1.68, which is comparable to the JSNIX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of JIJIX and JSNIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JIJIXJSNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.21

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

1.02

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.10

-0.36

Drawdowns

JIJIX vs. JSNIX - Drawdown Comparison

The maximum JIJIX drawdown since its inception was -41.80%, which is greater than JSNIX's maximum drawdown of -7.23%. Use the drawdown chart below to compare losses from any high point for JIJIX and JSNIX.


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Drawdown Indicators


JIJIXJSNIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.80%

-7.23%

-34.57%

Max Drawdown (1Y)

Largest decline over 1 year

-16.01%

-1.38%

-14.63%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-1.38%

-16.66%

Max Drawdown (5Y)

Largest decline over 5 years

-41.80%

-7.01%

-34.79%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.43%

-1.31%

-10.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

0.33%

+3.75%

Volatility

JIJIX vs. JSNIX - Volatility Comparison

John Hancock International Dynamic Growth Fund (JIJIX) has a higher volatility of 9.86% compared to JHancock Short Duration Bond Fund (JSNIX) at 0.66%. This indicates that JIJIX's price experiences larger fluctuations and is considered to be riskier than JSNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIJIXJSNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

0.66%

+9.20%

Volatility (6M)

Calculated over the trailing 6-month period

20.60%

1.49%

+19.11%

Volatility (1Y)

Calculated over the trailing 1-year period

23.25%

2.02%

+21.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.48%

2.28%

+18.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.11%

2.39%

+19.72%

JIJIX vs. JSNIX - Expense Ratio Comparison

JIJIX has a 0.95% expense ratio, which is higher than JSNIX's 0.40% expense ratio.


Dividends

JIJIX vs. JSNIX - Dividend Comparison

JIJIX's dividend yield for the trailing twelve months is around 2.33%, less than JSNIX's 4.90% yield.


PositionTTM2025202420232022202120202019
JIJIX
John Hancock International Dynamic Growth Fund
2.33%2.94%0.13%0.22%0.79%30.17%5.62%0.20%
JSNIX
JHancock Short Duration Bond Fund
4.90%4.92%4.17%3.46%3.03%2.49%2.99%1.60%

Frequently Asked Questions


JIJIX and JSNIX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JIJIX has higher volatility (9.86%) compared to JSNIX (0.66%). In terms of maximum drawdown, JIJIX dropped -41.80% vs JSNIX's -7.23%.

JSNIX currently has the higher Sharpe Ratio (2.21 vs 1.68), 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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