VWICX vs. JIJIX

Last updated Jun 4, 2026

VWICX (Vanguard International Core Stock Fund Investor Shares) and JIJIX (John Hancock International Dynamic Growth Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, VWICX returned 11.86%/yr vs 11.05%/yr for JIJIX. Their correlation of 0.82 suggests significant overlap in exposure. VWICX charges 0.45%/yr vs 0.95%/yr for JIJIX.

Performance

VWICX vs. JIJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Core Stock Fund Investor Shares (VWICX) and John Hancock International Dynamic Growth Fund (JIJIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VWICX achieves a 14.89% return, which is significantly lower than JIJIX's 26.05% return.

VWICX

• 1D: 0.88%
• 1M: 5.08%
• YTD: 14.89%
• 6M: 17.43%
• 1Y: 35.73%
• 3Y*: 23.20%
• 5Y*: 11.86%
• 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)

VWICX vs. JIJIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VWICX Vanguard International Core Stock Fund Investor Shares	14.89%	38.41%	8.62%	14.30%	-10.76%	11.70%	9.12%	7.42%
JIJIX John Hancock International Dynamic Growth Fund	26.05%	23.10%	24.88%	18.92%	-31.47%	17.94%	36.58%	11.63%

Correlation

The correlation between VWICX and JIJIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Sep 25, 2019	0.82

The correlation between VWICX and JIJIX has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.

Return for Risk

VWICX vs. JIJIX — Risk / Return Rank

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

VWICX

VWICX Risk / Return Rank: 67
VWICX Sharpe Ratio Rank: 69
VWICX Sortino Ratio Rank: 62
VWICX Omega Ratio Rank: 66
VWICX Calmar Ratio Rank: 71
VWICX Martin Ratio Rank: 66

JIJIX

JIJIX Risk / Return Rank: 37
JIJIX Sharpe Ratio Rank: 34
JIJIX Sortino Ratio Rank: 31
JIJIX Omega Ratio Rank: 34
JIJIX Calmar Ratio Rank: 42
JIJIX Martin Ratio Rank: 45

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.

VWICX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Core Stock Fund Investor Shares (VWICX) 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.

	VWICX	JIJIX	Difference
Sharpe ratio Return per unit of total volatility	2.42	1.68	+0.75
Sortino ratio Return per unit of downside risk	3.30	2.33	+0.97
Omega ratio Gain probability vs. loss probability	1.45	1.31	+0.15
Calmar ratio Return relative to maximum drawdown	3.25	2.43	+0.82
Martin ratio Return relative to average drawdown	12.76	9.53	+3.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWICX vs. JIJIX - Sharpe Ratio Comparison

The current VWICX Sharpe Ratio is 2.42, which is higher than the JIJIX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of VWICX 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.

Sharpe Ratios by Period

	VWICX	JIJIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	1.68	+0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.54	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.74	+0.01

Drawdowns

VWICX vs. JIJIX - Drawdown Comparison

The maximum VWICX drawdown since its inception was -34.37%, smaller than the maximum JIJIX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for VWICX and JIJIX.

Drawdown Indicators

	VWICX	JIJIX	Difference
Max Drawdown Largest peak-to-trough decline	-34.37%	-41.80%	+7.43%
Max Drawdown (1Y) Largest decline over 1 year	-10.84%	-16.01%	+5.17%
Max Drawdown (3Y) Largest decline over 3 years	-13.28%	-18.04%	+4.76%
Max Drawdown (5Y) Largest decline over 5 years	-24.94%	-41.80%	+16.86%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.75%	-11.43%	+5.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	4.08%	-1.32%

Volatility

VWICX vs. JIJIX - Volatility Comparison

The current volatility for Vanguard International Core Stock Fund Investor Shares (VWICX) is 4.74%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 9.86%. This indicates that VWICX 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

	VWICX	JIJIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.74%	9.86%	-5.12%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	20.60%	-8.53%
Volatility (1Y) Calculated over the trailing 1-year period	14.60%	23.25%	-8.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.27%	20.48%	-5.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.92%	22.11%	-4.19%

VWICX vs. JIJIX - Expense Ratio Comparison

VWICX has a 0.45% expense ratio, which is lower than JIJIX's 0.95% expense ratio.

Dividends

VWICX vs. JIJIX - Dividend Comparison

VWICX's dividend yield for the trailing twelve months is around 3.77%, more than JIJIX's 2.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
JIJIX John Hancock International Dynamic Growth Fund	2.33%	2.94%	0.13%	0.22%	0.79%	30.17%	5.62%	0.20%
VWICX Vanguard International Core Stock Fund Investor Shares	3.77%	4.33%	2.58%	2.10%	1.99%	4.27%	1.80%	0.11%

Frequently Asked Questions

Can I hold both VWICX and JIJIX in my portfolio?

VWICX and JIJIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VWICX or JIJIX?

JIJIX has higher volatility (9.86%) compared to VWICX (4.74%). In terms of maximum drawdown, VWICX dropped -34.37% vs JIJIX's -41.80%.

Which has better risk-adjusted returns?

VWICX currently has the higher Sharpe Ratio (2.42 vs 1.68), 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.