JIJIX vs. JSNIX
JIJIX (John Hancock International Dynamic Growth Fund) and JSNIX (JHancock Short Duration Bond Fund) are both mutual funds - JIJIX is a Foreign Large Cap Equities fund managed by John Hancock, while JSNIX is a Short-Term Bond fund managed by John Hancock. Over the past 5 years, JIJIX returned 11.05%/yr vs 2.33%/yr for JSNIX. At a 0.24 correlation, their price movements are largely independent. JIJIX charges 0.95%/yr vs 0.40%/yr for JSNIX.
Performance
JIJIX vs. JSNIX - Performance Comparison
Loading charts...
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*
- —
JIJIX vs. JSNIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JIJIX vs. JSNIX — Risk / Return Rank
JIJIX
JSNIX
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.
| JIJIX | JSNIX | Difference | |
|---|---|---|---|
| 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 |
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 charts...
Sharpe Ratios by Period
| JIJIX | JSNIX | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| JIJIX | JSNIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.43% | -1.31% | -10.12% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| JIJIX | JSNIX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for JIJIX and JSNIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer