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POIIX vs. JIJIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POIIX vs. JIJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen International Growth Fund (POIIX) 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

In the year-to-date period, POIIX achieves a -4.84% return, which is significantly lower than JIJIX's 12.83% return.


POIIX

1D
3.44%
1M
0.41%
6M
-6.00%
YTD
-4.84%
1Y
-5.23%
3Y*
-0.99%
5Y*
-3.72%
10Y*
ALL TIME*
4.30%

JIJIX

1D
0.51%
1M
-7.45%
6M
2.25%
YTD
12.83%
1Y
24.87%
3Y*
21.40%
5Y*
7.61%
10Y*
ALL TIME*
14.05%
*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

POIIX vs. JIJIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
POIIX
Polen International Growth Fund
-4.84%-0.72%-3.77%27.81%-29.90%5.62%9.80%10.10%
JIJIX
John Hancock International Dynamic Growth Fund
12.83%23.10%24.88%18.92%-31.47%17.94%36.58%13.65%

Correlation

The correlation between POIIX and JIJIX is 0.77, 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.

0.77

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

0.76

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

0.83

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

0.83

The correlation between POIIX and JIJIX has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

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Return for Risk

POIIX vs. JIJIX — Risk / Return Rank

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

POIIX
POIIX Risk / Return Rank: 11
Overall Rank
POIIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
POIIX Sortino Ratio Rank: 11
Sortino Ratio Rank
POIIX Omega Ratio Rank: 11
Omega Ratio Rank
POIIX Calmar Ratio Rank: 11
Calmar Ratio Rank
POIIX Martin Ratio Rank: 11
Martin Ratio Rank

JIJIX
JIJIX Risk / Return Rank: 2323
Overall Rank
JIJIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JIJIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
JIJIX Omega Ratio Rank: 2323
Omega Ratio Rank
JIJIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
JIJIX Martin Ratio Rank: 2727
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.

POIIX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen International Growth Fund (POIIX) 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.


POIIXJIJIXDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.72

Omega ratioGain probability vs. loss probability

0.94

1.16

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.42

1.17

-1.59

Martin ratioReturn relative to average drawdown

-0.89

4.15

-5.04

POIIX vs. JIJIX - Sharpe Ratio Comparison

The current POIIX Sharpe Ratio is -0.43, which is lower than the JIJIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of POIIX 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.


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Drawdowns

POIIX vs. JIJIX - Drawdown Comparison

The maximum POIIX drawdown since its inception was -38.81%, smaller than the maximum JIJIX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for POIIX and JIJIX.


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Drawdown Indicators


POIIXJIJIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.81%

-41.80%

+2.99%

Max Drawdown (1Y)

Largest decline over 1 year

-21.49%

-20.23%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-25.45%

-20.23%

-5.22%

Max Drawdown (5Y)

Largest decline over 5 years

-38.81%

-41.80%

+2.99%

Current Drawdown

Current decline from peak

-19.73%

-15.47%

-4.26%

Average Drawdown

Average peak-to-trough decline

-10.29%

-11.35%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.69%

5.70%

+4.99%

Volatility

POIIX vs. JIJIX - Volatility Comparison

The current volatility for Polen International Growth Fund (POIIX) is 5.98%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 11.88%. This indicates that POIIX 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


POIIXJIJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

11.88%

-5.90%

Volatility (6M)

Calculated over the trailing 6-month period

17.15%

27.33%

-10.18%

Volatility (1Y)

Calculated over the trailing 1-year period

20.93%

29.67%

-8.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.22%

22.02%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.75%

22.96%

-4.21%

POIIX vs. JIJIX - Expense Ratio Comparison

POIIX has a 1.03% expense ratio, which is higher than JIJIX's 0.95% expense ratio.


Dividends

POIIX vs. JIJIX - Dividend Comparison

POIIX's dividend yield for the trailing twelve months is around 0.05%, less than JIJIX's 2.60% yield.


PositionTTM202520242023202220212020201920182017
JIJIX
John Hancock International Dynamic Growth Fund
2.60%2.94%0.13%0.22%0.79%30.17%5.62%0.20%0.00%0.00%
POIIX
Polen International Growth Fund
0.05%0.05%0.45%0.32%0.00%0.00%0.00%0.01%0.11%0.64%

Frequently Asked Questions


POIIX and JIJIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JIJIX has higher volatility (11.88%) compared to POIIX (5.98%). In terms of maximum drawdown, POIIX dropped -38.81% vs JIJIX's -41.80%.

JIJIX currently has the higher Sharpe Ratio (0.80 vs -0.43), 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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