PortfoliosLab logoPortfoliosLab logo
JILGX vs. JIJIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JILGX vs. JIJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX) and John Hancock International Dynamic Growth Fund (JIJIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JILGX achieves a 11.68% return, which is significantly lower than JIJIX's 30.75% return.


JILGX

1D
1.20%
1M
2.37%
YTD
11.68%
6M
0.12%
1Y
11.41%
3Y*
11.42%
5Y*
5.49%
10Y*
8.73%

JIJIX

1D
3.99%
1M
8.83%
YTD
30.75%
6M
31.33%
1Y
45.99%
3Y*
27.22%
5Y*
11.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JILGX vs. JIJIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JILGX
John Hancock Funds II Multimanager Lifestyle Growth Portfolio
11.68%4.24%11.94%16.22%-17.44%14.29%17.61%7.56%
JIJIX
John Hancock International Dynamic Growth Fund
30.75%23.10%24.88%18.92%-31.47%17.94%36.58%13.65%

Correlation

The correlation between JILGX and JIJIX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.79

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

0.83

Correlation (All Time)
Calculated using the full available price history since May 7, 2019

0.82

The correlation between JILGX and JIJIX has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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

JILGX vs. JIJIX — Risk / Return Rank

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

JILGX
JILGX Risk / Return Rank: 1010
Overall Rank
JILGX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JILGX Sortino Ratio Rank: 88
Sortino Ratio Rank
JILGX Omega Ratio Rank: 1515
Omega Ratio Rank
JILGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
JILGX Martin Ratio Rank: 99
Martin Ratio Rank

JIJIX
JIJIX Risk / Return Rank: 4848
Overall Rank
JIJIX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
JIJIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JIJIX Omega Ratio Rank: 4343
Omega Ratio Rank
JIJIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
JIJIX Martin Ratio Rank: 5757
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.

JILGX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX) and John Hancock International Dynamic Growth Fund (JIJIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JILGXJIJIXDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratioReturn relative to maximum drawdown

0.92

2.84

-1.92

Martin ratioReturn relative to average drawdown

2.39

10.83

-8.44

JILGX vs. JIJIX - Sharpe Ratio Comparison

The current JILGX Sharpe Ratio is 0.78, which is lower than the JIJIX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of JILGX and JIJIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JILGX vs. JIJIX - Drawdown Comparison

The maximum JILGX drawdown since its inception was -50.66%, which is greater than JIJIX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for JILGX and JIJIX.


Loading charts...

Drawdown Indicators


JILGXJIJIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.66%

-41.80%

-8.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-16.01%

+2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-14.34%

-18.04%

+3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-25.25%

-41.80%

+16.55%

Max Drawdown (10Y)

Largest decline over 10 years

-29.58%

Current Drawdown

Current decline from peak

-0.49%

0.00%

-0.49%

Average Drawdown

Average peak-to-trough decline

-6.98%

-11.36%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

4.19%

+0.90%

Volatility

JILGX vs. JIJIX - Volatility Comparison

The current volatility for John Hancock Funds II Multimanager Lifestyle Growth Portfolio (JILGX) is 5.09%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 13.16%. This indicates that JILGX experiences smaller price fluctuations and is considered to be less risky than JIJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JILGXJIJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

13.16%

-8.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

23.69%

-8.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

26.10%

-9.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

21.16%

-6.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

22.49%

-7.98%

JILGX vs. JIJIX - Expense Ratio Comparison

JILGX has a 0.17% expense ratio, which is lower than JIJIX's 0.95% expense ratio.


Dividends

JILGX vs. JIJIX - Dividend Comparison

JILGX's dividend yield for the trailing twelve months is around 2.13%, less than JIJIX's 2.25% yield.


PositionTTM20252024202320222021202020192018201720162015
JIJIX
John Hancock International Dynamic Growth Fund
2.25%2.94%0.13%0.22%0.79%30.17%5.62%0.20%0.00%0.00%0.00%0.00%
JILGX
John Hancock Funds II Multimanager Lifestyle Growth Portfolio
2.13%2.38%2.94%6.20%14.58%10.72%6.35%12.46%11.94%6.15%7.98%8.76%

Frequently Asked Questions


JILGX and JIJIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JIJIX has higher volatility (13.16%) compared to JILGX (5.09%). In terms of maximum drawdown, JILGX dropped -50.66% vs JIJIX's -41.80%.

JIJIX currently has the higher Sharpe Ratio (1.74 vs 0.78), 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.

Portfolio Optimizer

Find the right allocation for JILGX and JIJIX

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