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

Performance

JSNIX vs. JIJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JHancock Short Duration Bond Fund (JSNIX) 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, JSNIX achieves a 0.84% return, which is significantly lower than JIJIX's 12.26% return.


JSNIX

1D
0.00%
1M
-0.32%
6M
0.43%
YTD
0.84%
1Y
3.00%
3Y*
4.62%
5Y*
2.23%
10Y*
ALL TIME*
2.53%

JIJIX

1D
5.43%
1M
-7.92%
6M
2.38%
YTD
12.26%
1Y
24.23%
3Y*
20.80%
5Y*
7.51%
10Y*
ALL TIME*
13.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

JSNIX vs. JIJIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JSNIX
JHancock Short Duration Bond Fund
0.84%5.97%4.61%4.80%-4.46%0.78%4.22%1.41%
JIJIX
John Hancock International Dynamic Growth Fund
12.26%23.10%24.88%18.92%-31.47%17.94%36.58%8.09%

Correlation

The correlation between JSNIX and JIJIX is 0.29, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.29

Correlation (3Y)
Balances recent behavior with more history.

0.22

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2019

0.23

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

JSNIX vs. JIJIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JSNIX
JSNIX Risk / Return Rank: 8686
Overall Rank
JSNIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JSNIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
JSNIX Omega Ratio Rank: 9292
Omega Ratio Rank
JSNIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
JSNIX Martin Ratio Rank: 8686
Martin Ratio Rank

JIJIX
JIJIX Risk / Return Rank: 2626
Overall Rank
JIJIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
JIJIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
JIJIX Omega Ratio Rank: 2727
Omega Ratio Rank
JIJIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
JIJIX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JSNIX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JHancock Short Duration Bond Fund (JSNIX) 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.


JSNIXJIJIXDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.52

1.16

+0.36

Calmar ratioReturn relative to maximum drawdown

2.74

1.16

+1.58

Martin ratioReturn relative to average drawdown

11.36

4.16

+7.20

JSNIX vs. JIJIX - Sharpe Ratio Comparison

The current JSNIX Sharpe Ratio is 1.90, which is higher than the JIJIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of JSNIX 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

JSNIX vs. JIJIX - Drawdown Comparison

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


Loading charts...

Drawdown Indicators


JSNIXJIJIXDifference

Max Drawdown

Largest peak-to-trough decline

-7.23%

-41.80%

+34.57%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-20.23%

+18.85%

Max Drawdown (3Y)

Largest decline over 3 years

-1.38%

-20.23%

+18.85%

Max Drawdown (5Y)

Largest decline over 5 years

-7.01%

-41.80%

+34.79%

Current Drawdown

Current decline from peak

-0.32%

-15.90%

+15.58%

Average Drawdown

Average peak-to-trough decline

-1.28%

-11.35%

+10.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

5.62%

-5.29%

Volatility

JSNIX vs. JIJIX - Volatility Comparison

The current volatility for JHancock Short Duration Bond Fund (JSNIX) is 0.32%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 12.20%. This indicates that JSNIX 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


JSNIXJIJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.32%

12.20%

-11.88%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

27.33%

-25.80%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

29.67%

-27.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.29%

22.03%

-19.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.37%

22.97%

-20.60%

JSNIX vs. JIJIX - Expense Ratio Comparison

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


Dividends

JSNIX vs. JIJIX - Dividend Comparison

JSNIX's dividend yield for the trailing twelve months is around 4.50%, more than JIJIX's 2.62% yield.


PositionTTM2025202420232022202120202019
JIJIX
John Hancock International Dynamic Growth Fund
2.62%2.94%0.13%0.22%0.79%30.17%5.62%0.20%
JSNIX
JHancock Short Duration Bond Fund
4.50%4.92%4.17%3.46%3.03%2.49%2.99%1.60%

Frequently Asked Questions


JSNIX and JIJIX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JIJIX has higher volatility (12.20%) compared to JSNIX (0.32%). In terms of maximum drawdown, JSNIX dropped -7.23% vs JIJIX's -41.80%.

JSNIX currently has the higher Sharpe Ratio (1.90 vs 0.79), 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 JSNIX 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