VAIGX vs. JIJIX
VAIGX (Vanguard Advice Select International Growth Fund) and JIJIX (John Hancock International Dynamic Growth Fund) are both Foreign Large Cap Equities funds. Over the past 3 years, VAIGX returned 10.87%/yr vs 27.11%/yr for JIJIX. Their correlation of 0.82 suggests significant overlap in exposure. VAIGX charges 0.42%/yr vs 0.95%/yr for JIJIX.
Performance
VAIGX vs. JIJIX - Performance Comparison
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Returns By Period
In the year-to-date period, VAIGX achieves a -2.83% return, which is significantly lower than JIJIX's 25.73% return.
VAIGX
- 1D
- -2.29%
- 1M
- 3.00%
- YTD
- -2.83%
- 6M
- -2.87%
- 1Y
- -4.98%
- 3Y*
- 10.87%
- 5Y*
- —
- 10Y*
- —
JIJIX
- 1D
- -0.25%
- 1M
- 5.94%
- YTD
- 25.73%
- 6M
- 27.80%
- 1Y
- 38.01%
- 3Y*
- 27.11%
- 5Y*
- 10.68%
- 10Y*
- —
VAIGX vs. JIJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VAIGX Vanguard Advice Select International Growth Fund | -2.83% | 17.01% | 19.11% | 15.53% | -28.63% |
JIJIX John Hancock International Dynamic Growth Fund | 25.73% | 23.10% | 24.88% | 18.92% | -22.27% |
Correlation
The correlation between VAIGX and JIJIX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022 | 0.82 |
The correlation between VAIGX and JIJIX has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
VAIGX vs. JIJIX — Risk / Return Rank
VAIGX
JIJIX
VAIGX vs. JIJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select International Growth Fund (VAIGX) 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.
| VAIGX | JIJIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.31 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.44 | -2.62 |
| Martin ratioReturn relative to average drawdown | -0.41 | 9.58 | -9.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VAIGX | JIJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 1.69 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.73 | -0.64 |
Drawdowns
VAIGX vs. JIJIX - Drawdown Comparison
The maximum VAIGX drawdown since its inception was -41.46%, roughly equal to the maximum JIJIX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for VAIGX and JIJIX.
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Drawdown Indicators
| VAIGX | JIJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.46% | -41.80% | +0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -16.01% | -5.74% |
Max Drawdown (3Y)Largest decline over 3 years | -25.25% | -18.04% | -7.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.80% | — |
Current DrawdownCurrent decline from peak | -11.37% | -0.25% | -11.12% |
Average DrawdownAverage peak-to-trough decline | -14.33% | -11.42% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.23% | 4.08% | +5.15% |
Volatility
VAIGX vs. JIJIX - Volatility Comparison
The current volatility for Vanguard Advice Select International Growth Fund (VAIGX) is 5.65%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 9.86%. This indicates that VAIGX 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
| VAIGX | JIJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 9.86% | -4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 20.56% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.37% | 23.22% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.92% | 20.48% | +8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.92% | 22.10% | +6.82% |
VAIGX vs. JIJIX - Expense Ratio Comparison
VAIGX has a 0.42% expense ratio, which is lower than JIJIX's 0.95% expense ratio.
Dividends
VAIGX vs. JIJIX - Dividend Comparison
VAIGX's dividend yield for the trailing twelve months is around 4.65%, more than JIJIX's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JIJIX John Hancock International Dynamic Growth Fund | 2.34% | 2.94% | 0.13% | 0.22% | 0.79% | 30.17% | 5.62% | 0.20% |
VAIGX Vanguard Advice Select International Growth Fund | 4.65% | 4.52% | 0.82% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VAIGX and JIJIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JIJIX has higher volatility (9.86%) compared to VAIGX (5.65%). In terms of maximum drawdown, VAIGX dropped -41.46% vs JIJIX's -41.80%.
JIJIX currently has the higher Sharpe Ratio (1.69 vs -0.19), 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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