WILIX vs. JIJIX

Last updated Jun 24, 2026

WILIX (William Blair International Leaders Fund) and JIJIX (John Hancock International Dynamic Growth Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, WILIX returned 4.02%/yr vs 12.19%/yr for JIJIX. Their correlation of 0.83 suggests significant overlap in exposure. WILIX charges 0.90%/yr vs 0.95%/yr for JIJIX.

Performance

WILIX vs. JIJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair International Leaders Fund (WILIX) 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, WILIX achieves a 18.80% return, which is significantly lower than JIJIX's 33.48% return.

WILIX

• 1D: 1.63%
• 1M: 4.92%
• YTD: 18.80%
• 6M: 19.51%
• 1Y: 30.86%
• 3Y*: 14.51%
• 5Y*: 4.02%
• 10Y*: 9.99%

JIJIX

• 1D: 2.09%
• 1M: 11.11%
• YTD: 33.48%
• 6M: 33.06%
• 1Y: 47.61%
• 3Y*: 29.28%
• 5Y*: 12.19%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WILIX vs. JIJIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WILIX William Blair International Leaders Fund	18.80%	23.21%	-0.50%	13.10%	-28.55%	10.16%	26.79%	12.63%
JIJIX John Hancock International Dynamic Growth Fund	33.48%	23.10%	24.88%	18.92%	-31.47%	17.94%	36.58%	13.65%

Correlation

The correlation between WILIX and JIJIX is 0.73, 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	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since May 7, 2019	0.83

The correlation between WILIX and JIJIX shifts across timeframes, from 0.73 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

WILIX vs. JIJIX — Risk / Return Rank

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

WILIX

WILIX Risk / Return Rank: 43
WILIX Sharpe Ratio Rank: 44
WILIX Sortino Ratio Rank: 39
WILIX Omega Ratio Rank: 48
WILIX Calmar Ratio Rank: 41
WILIX Martin Ratio Rank: 42

JIJIX

JIJIX Risk / Return Rank: 54
JIJIX Sharpe Ratio Rank: 48
JIJIX Sortino Ratio Rank: 42
JIJIX Omega Ratio Rank: 48
JIJIX Calmar Ratio Rank: 70
JIJIX Martin Ratio Rank: 64

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.

WILIX vs. JIJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair International Leaders Fund (WILIX) 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.

	WILIX	JIJIX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.88	-0.08
Sortino ratio: Return per unit of downside risk	2.43	2.51	-0.08
Omega ratio: Gain probability vs. loss probability	1.35	1.35	0.00
Calmar ratio: Return relative to maximum drawdown	2.31	3.08	-0.77
Martin ratio: Return relative to average drawdown	8.45	11.75	-3.30

WILIX vs. JIJIX - Sharpe Ratio Comparison

The current WILIX Sharpe Ratio is 1.80, which is comparable to the JIJIX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of WILIX 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.

Drawdowns

WILIX vs. JIJIX - Drawdown Comparison

The maximum WILIX drawdown since its inception was -41.01%, roughly equal to the maximum JIJIX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for WILIX and JIJIX.

Drawdown Indicators

	WILIX	JIJIX	Difference
Max Drawdown Largest peak-to-trough decline	-41.01%	-41.80%	+0.79%
Max Drawdown (1Y) Largest decline over 1 year	-13.67%	-16.01%	+2.34%
Max Drawdown (3Y) Largest decline over 3 years	-18.21%	-18.04%	-0.17%
Max Drawdown (5Y) Largest decline over 5 years	-41.01%	-41.80%	+0.79%
Max Drawdown (10Y) Largest decline over 10 years	-41.01%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.75%	-11.36%	+1.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.72%	4.19%	-0.47%

Volatility

WILIX vs. JIJIX - Volatility Comparison

The current volatility for William Blair International Leaders Fund (WILIX) is 7.60%, while John Hancock International Dynamic Growth Fund (JIJIX) has a volatility of 13.06%. This indicates that WILIX 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

	WILIX	JIJIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.60%	13.06%	-5.46%
Volatility (6M) Calculated over the trailing 6-month period	15.27%	23.68%	-8.41%
Volatility (1Y) Calculated over the trailing 1-year period	17.56%	26.21%	-8.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.08%	21.18%	-3.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.81%	22.50%	-4.69%

WILIX vs. JIJIX - Expense Ratio Comparison

WILIX has a 0.90% expense ratio, which is lower than JIJIX's 0.95% expense ratio.

Dividends

WILIX vs. JIJIX - Dividend Comparison

WILIX's dividend yield for the trailing twelve months is around 6.72%, more than JIJIX's 2.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JIJIX John Hancock International Dynamic Growth Fund	2.20%	2.94%	0.13%	0.22%	0.79%	30.17%	5.62%	0.20%	0.00%	0.00%	0.00%	0.00%
WILIX William Blair International Leaders Fund	6.72%	7.98%	0.58%	0.45%	0.19%	2.82%	0.80%	0.56%	4.14%	2.17%	1.01%	0.74%

Frequently Asked Questions

Can I hold both WILIX and JIJIX in my portfolio?

WILIX and JIJIX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WILIX or JIJIX?

JIJIX has higher volatility (13.06%) compared to WILIX (7.60%). In terms of maximum drawdown, WILIX dropped -41.01% vs JIJIX's -41.80%.

Which has better risk-adjusted returns?

JIJIX currently has the higher Sharpe Ratio (1.88 vs 1.80), 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.