LZSIX vs. JIJIX

Last updated Aug 6, 2026

LZSIX (Lazard International Equity Select Portfolio R6) and JIJIX (John Hancock International Dynamic Growth Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, LZSIX returned 6.64%/yr vs 7.57%/yr for JIJIX. Their correlation of 0.82 means they have usually moved in the same direction. LZSIX charges 0.87%/yr vs 0.95%/yr for JIJIX.

Performance

LZSIX vs. JIJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard International Equity Select Portfolio R6 (LZSIX) and John Hancock International Dynamic Growth Fund (JIJIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with LZSIX having a 15.99% return and JIJIX slightly lower at 15.88%.

LZSIX

• 1D: 1.09%
• 1M: 0.68%
• 6M: 8.62%
• YTD: 15.99%
• 1Y: 26.31%
• 3Y*: 14.90%
• 5Y*: 6.64%
• 10Y*: 7.03%
• ALL TIME*: 5.02%

JIJIX

• 1D: 2.13%
• 1M: -7.65%
• 6M: 6.85%
• YTD: 15.88%
• 1Y: 26.51%
• 3Y*: 23.33%
• 5Y*: 7.57%
• 10Y*: —
• ALL TIME*: 14.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JIJIX John Hancock International Dynamic Growth Fund	$0.00	$0.00	$0.00
LZSIX Lazard International Equity Select Portfolio R6	$0.00	$0.00	$0.00

LZSIX vs. JIJIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LZSIX Lazard International Equity Select Portfolio R6	15.99%	24.70%	2.11%	12.08%	-15.56%	3.27%	8.33%	6.76%
JIJIX John Hancock International Dynamic Growth Fund	15.88%	23.10%	24.88%	18.92%	-31.47%	17.94%	36.58%	13.65%

Correlation

The correlation between LZSIX and JIJIX is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.84
Correlation (3Y) Balances recent behavior with more history.	0.82
Correlation (5Y) Shows whether the relationship held over a longer period.	0.85
Correlation (All Time) Calculated using the full available price history since May 7, 2019	0.82

The correlation between LZSIX and JIJIX has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

Return for Risk

LZSIX vs. JIJIX — Risk / Return Rank

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

LZSIX

LZSIX Risk / Return Rank: 57
LZSIX Sharpe Ratio Rank: 60
LZSIX Sortino Ratio Rank: 56
LZSIX Omega Ratio Rank: 56
LZSIX Calmar Ratio Rank: 56
LZSIX Martin Ratio Rank: 58

JIJIX

JIJIX Risk / Return Rank: 23
JIJIX Sharpe Ratio Rank: 20
JIJIX Sortino Ratio Rank: 21
JIJIX Omega Ratio Rank: 23
JIJIX Calmar Ratio Rank: 25
JIJIX Martin Ratio Rank: 28

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.

LZSIX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard International Equity Select Portfolio R6 (LZSIX) 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.

	LZSIX	JIJIX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	0.89	+0.86
Sortino ratio: Return per unit of downside risk	2.44	1.35	+1.08
Omega ratio: Gain probability vs. loss probability	1.32	1.18	+0.14
Calmar ratio: Return relative to maximum drawdown	2.35	1.31	+1.04
Martin ratio: Return relative to average drawdown	8.96	4.52	+4.44

LZSIX vs. JIJIX - Sharpe Ratio Comparison

The current LZSIX Sharpe Ratio is 1.76, which is higher than the JIJIX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of LZSIX 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.

Drawdowns

LZSIX vs. JIJIX - Drawdown Comparison

The maximum LZSIX drawdown since its inception was -55.86%, which is greater than JIJIX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for LZSIX and JIJIX.

Drawdown Indicators

	LZSIX	JIJIX	Difference
Max Drawdown Largest peak-to-trough decline	-55.86%	-41.80%	-14.06%
Max Drawdown (1Y) Largest decline over 1 year	-11.29%	-20.23%	+8.94%
Max Drawdown (3Y) Largest decline over 3 years	-15.40%	-20.23%	+4.83%
Max Drawdown (5Y) Largest decline over 5 years	-27.92%	-41.80%	+13.88%
Max Drawdown (10Y) Largest decline over 10 years	-36.77%	—	—
Current Drawdown Current decline from peak	0.00%	-13.18%	+13.18%
Average Drawdown Average peak-to-trough decline	-11.64%	-11.35%	-0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	5.84%	-2.88%

Volatility

LZSIX vs. JIJIX - Volatility Comparison

The current volatility for Lazard International Equity Select Portfolio R6 (LZSIX) is 4.31%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 11.54%. This indicates that LZSIX 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.

Volatility by Period

	LZSIX	JIJIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	11.54%	-7.23%
Volatility (6M) Calculated over the trailing 6-month period	13.12%	27.36%	-14.24%
Volatility (1Y) Calculated over the trailing 1-year period	15.18%	29.72%	-14.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.12%	22.04%	-6.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.67%	22.96%	-7.29%

LZSIX vs. JIJIX - Expense Ratio Comparison

LZSIX has a 0.87% expense ratio, which is lower than JIJIX's 0.95% expense ratio.

Dividends

LZSIX vs. JIJIX - Dividend Comparison

LZSIX's dividend yield for the trailing twelve months is around 2.16%, less than JIJIX's 2.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JIJIX John Hancock International Dynamic Growth Fund	2.54%	2.94%	0.13%	0.22%	0.79%	30.17%	5.62%	0.20%	0.00%	0.00%	0.00%	0.00%
LZSIX Lazard International Equity Select Portfolio R6	2.16%	2.50%	1.74%	1.48%	2.22%	3.39%	0.98%	2.18%	3.22%	0.66%	1.15%	1.17%

Frequently Asked Questions

Can I hold both LZSIX and JIJIX in my portfolio?

LZSIX and JIJIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LZSIX or JIJIX?

JIJIX has higher volatility (11.54%) compared to LZSIX (4.31%). In terms of maximum drawdown, LZSIX dropped -55.86% vs JIJIX's -41.80%.

Which has better risk-adjusted returns?

LZSIX currently has the higher Sharpe Ratio (1.75 vs 0.89), 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.