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JIJIX vs. SVBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIJIX vs. SVBAX - 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 Balanced Fund (SVBAX). The values are adjusted to include any dividend payments, if applicable.

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JIJIX vs. SVBAX - 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%
SVBAX
John Hancock Balanced Fund
-0.63%15.69%13.31%18.22%-15.79%14.49%15.97%8.00%

Returns By Period

In the year-to-date period, JIJIX achieves a 1.46% return, which is significantly higher than SVBAX's -0.63% return.


JIJIX

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

SVBAX

1D
2.00%
1M
-3.14%
YTD
-0.63%
6M
2.60%
1Y
16.62%
3Y*
13.70%
5Y*
7.58%
10Y*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIJIX vs. SVBAX - Expense Ratio Comparison

JIJIX has a 0.95% expense ratio, which is lower than SVBAX's 1.03% expense ratio.


Return for Risk

JIJIX vs. SVBAX — 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

SVBAX
SVBAX Risk / Return Rank: 8585
Overall Rank
SVBAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SVBAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SVBAX Omega Ratio Rank: 8181
Omega Ratio Rank
SVBAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SVBAX Martin Ratio Rank: 9292
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. SVBAX - 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 Balanced Fund (SVBAX). 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.


JIJIXSVBAXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.54

-0.49

Sortino ratio

Return per unit of downside risk

1.47

2.23

-0.76

Omega ratio

Gain probability vs. loss probability

1.21

1.33

-0.12

Calmar ratio

Return relative to maximum drawdown

1.38

2.26

-0.88

Martin ratio

Return relative to average drawdown

5.44

11.04

-5.59

JIJIX vs. SVBAX - Sharpe Ratio Comparison

The current JIJIX Sharpe Ratio is 1.05, which is lower than the SVBAX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of JIJIX and SVBAX, 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


JIJIXSVBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.54

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.71

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.68

-0.07

Correlation

The correlation between JIJIX and SVBAX is 0.81, 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. SVBAX - Dividend Comparison

JIJIX's dividend yield for the trailing twelve months is around 2.90%, less than SVBAX's 12.57% 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%
SVBAX
John Hancock Balanced Fund
12.57%12.45%3.72%1.48%1.60%2.73%1.60%2.19%8.06%3.51%1.70%4.57%

Drawdowns

JIJIX vs. SVBAX - Drawdown Comparison

The maximum JIJIX drawdown since its inception was -41.80%, roughly equal to the maximum SVBAX drawdown of -40.81%. Use the drawdown chart below to compare losses from any high point for JIJIX and SVBAX.


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Drawdown Indicators


JIJIXSVBAXDifference

Max Drawdown

Largest peak-to-trough decline

-41.80%

-40.81%

-0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.01%

-7.73%

-8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-41.80%

-20.53%

-21.27%

Max Drawdown (10Y)

Largest decline over 10 years

-21.00%

Current Drawdown

Current decline from peak

-12.73%

-3.68%

-9.05%

Average Drawdown

Average peak-to-trough decline

-11.65%

-5.26%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

1.58%

+2.48%

Volatility

JIJIX vs. SVBAX - Volatility Comparison

John Hancock International Dynamic Growth Fund (JIJIX) has a higher volatility of 12.06% compared to John Hancock Balanced Fund (SVBAX) at 3.92%. This indicates that JIJIX's price experiences larger fluctuations and is considered to be riskier than SVBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIJIXSVBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.06%

3.92%

+8.14%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

6.35%

+11.14%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

11.22%

+11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

10.73%

+9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

10.76%

+11.00%