PIGDX vs. JIJIX
PIGDX (Federated Hermes International Growth Fund) and JIJIX (John Hancock International Dynamic Growth Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, PIGDX returned -24.69%/yr vs 7.51%/yr for JIJIX. Their correlation of 0.88 means they have usually moved in the same direction. PIGDX charges 0.84%/yr vs 0.95%/yr for JIJIX.
Performance
PIGDX vs. JIJIX - Performance Comparison
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Returns By Period
In the year-to-date period, PIGDX achieves a 10.51% return, which is significantly lower than JIJIX's 12.26% return.
PIGDX
- 1D
- 3.11%
- 1M
- -4.65%
- 6M
- 0.23%
- YTD
- 10.51%
- 1Y
- -73.43%
- 3Y*
- -31.63%
- 5Y*
- -24.69%
- 10Y*
- —
- ALL TIME*
- -5.31%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PIGDX vs. JIJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PIGDX Federated Hermes International Growth Fund | 10.51% | -72.44% | 6.47% | 8.80% | -29.43% | 6.85% | 43.18% | 8.69% |
JIJIX John Hancock International Dynamic Growth Fund | 12.26% | 23.10% | 24.88% | 18.92% | -31.47% | 17.94% | 36.58% | 13.65% |
Correlation
The correlation between PIGDX and JIJIX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.88 |
The correlation between PIGDX and JIJIX has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.
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Return for Risk
PIGDX vs. JIJIX — Risk / Return Rank
PIGDX
JIJIX
PIGDX vs. JIJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Growth Fund (PIGDX) 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.
| PIGDX | JIJIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 0.64 | 1.16 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 1.16 | -2.13 |
| Martin ratioReturn relative to average drawdown | -1.28 | 4.16 | -5.44 |
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Drawdowns
PIGDX vs. JIJIX - Drawdown Comparison
The maximum PIGDX drawdown since its inception was -79.94%, which is greater than JIJIX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for PIGDX and JIJIX.
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Drawdown Indicators
| PIGDX | JIJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.94% | -41.80% | -38.14% |
Max Drawdown (1Y)Largest decline over 1 year | -78.87% | -20.23% | -58.64% |
Max Drawdown (3Y)Largest decline over 3 years | -78.87% | -20.23% | -58.64% |
Max Drawdown (5Y)Largest decline over 5 years | -79.94% | -41.80% | -38.14% |
Current DrawdownCurrent decline from peak | -77.31% | -15.90% | -61.41% |
Average DrawdownAverage peak-to-trough decline | -18.06% | -11.35% | -6.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 57.49% | 5.62% | +51.87% |
Volatility
PIGDX vs. JIJIX - Volatility Comparison
The current volatility for Federated Hermes International Growth Fund (PIGDX) is 6.88%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 12.20%. This indicates that PIGDX 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.
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Volatility by Period
| PIGDX | JIJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 12.20% | -5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 27.33% | -10.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.30% | 29.67% | +52.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.27% | 22.03% | +17.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.87% | 22.97% | +7.90% |
PIGDX vs. JIJIX - Expense Ratio Comparison
PIGDX has a 0.84% expense ratio, which is lower than JIJIX's 0.95% expense ratio.
Dividends
PIGDX vs. JIJIX - Dividend Comparison
PIGDX has not paid dividends to shareholders, while JIJIX's dividend yield for the trailing twelve months is around 2.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JIJIX John Hancock International Dynamic Growth Fund | 2.62% | 2.94% | 0.13% | 0.22% | 0.79% | 30.17% | 5.62% | 0.20% | 0.00% | 0.00% |
PIGDX Federated Hermes International Growth Fund | 0.00% | 0.00% | 1.98% | 1.24% | 2.03% | 3.98% | 4.51% | 4.64% | 16.19% | 1.26% |
Frequently Asked Questions
PIGDX and JIJIX have a correlation of 0.79, 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 PIGDX (6.88%). In terms of maximum drawdown, PIGDX dropped -79.94% vs JIJIX's -41.80%.
JIJIX currently has the higher Sharpe Ratio (0.79 vs -0.93), 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.
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