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MMIUX vs. JIJIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIUX vs. JIJIX - Performance Comparison

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

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Returns By Period


MMIUX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JIJIX

1D
0.92%
1M
8.42%
YTD
26.05%
6M
28.44%
1Y
39.30%
3Y*
27.22%
5Y*
11.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMIUX vs. JIJIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MMIUX
MassMutual Select T. Rowe Price International Equity Fund
0.00%21.71%5.02%15.96%-13.89%6.55%10.17%11.44%
JIJIX
John Hancock International Dynamic Growth Fund
26.05%23.10%24.88%18.92%-31.47%17.94%36.58%13.65%

Correlation

The correlation between MMIUX and JIJIX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.64

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

0.75

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.75

Over the past year, the correlation between MMIUX and JIJIX has dropped to 0.29 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

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Return for Risk

MMIUX vs. JIJIX — Risk / Return Rank

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

MMIUX

JIJIX
JIJIX Risk / Return Rank: 3737
Overall Rank
JIJIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JIJIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
JIJIX Omega Ratio Rank: 3434
Omega Ratio Rank
JIJIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
JIJIX Martin Ratio Rank: 4545
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.

MMIUX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Select T. Rowe Price International Equity Fund (MMIUX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MMIUX vs. JIJIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMIUXJIJIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

Drawdowns

MMIUX vs. JIJIX - Drawdown Comparison


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Drawdown Indicators


MMIUXJIJIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.80%

Max Drawdown (1Y)

Largest decline over 1 year

-16.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

Max Drawdown (5Y)

Largest decline over 5 years

-41.80%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-11.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

Volatility

MMIUX vs. JIJIX - Volatility Comparison


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Volatility by Period


MMIUXJIJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

Volatility (6M)

Calculated over the trailing 6-month period

20.60%

Volatility (1Y)

Calculated over the trailing 1-year period

23.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.11%

MMIUX vs. JIJIX - Expense Ratio Comparison

MMIUX has a 0.00% expense ratio, which is lower than JIJIX's 0.95% expense ratio.


Dividends

MMIUX vs. JIJIX - Dividend Comparison

MMIUX has not paid dividends to shareholders, while JIJIX's dividend yield for the trailing twelve months is around 2.33%.


PositionTTM2025202420232022202120202019
JIJIX
John Hancock International Dynamic Growth Fund
2.33%2.94%0.13%0.22%0.79%30.17%5.62%0.20%
MMIUX
MassMutual Select T. Rowe Price International Equity Fund
0.00%0.00%9.06%2.86%3.03%4.22%1.56%2.23%

Frequently Asked Questions


MMIUX 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.

Portfolio Optimizer

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