John Hancock International Growth Fund Class A (GOIGX) Sharpe Ratio: 0.94

GOIGX's Sharpe Ratio of 0.94 indicates that for each unit of volatility, it generates 0.94 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

GOIGX Sharpe Ratio Rank

Below Average

GOIGX ranks above 25.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

GOIGX Sharpe Ratio Market Positioning

The chart shows GOIGX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.93 or lower
Yellow zone (middle 50%): 0.93 to 1.83
Green zone (top 25%): 1.83 or higher
Top 1%: 3.73+
Median: 1.49 — half of all investments score higher

How it compares to other similar mutual funds

The table compares John Hancock International Growth Fund Class A's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities, Emerging Markets Equities category across multiple time periods, showing how GOIGX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 4, 2026.

Symbol	Name	1Y Sharpe Ratio
GTMIX	GMO Tax-Managed International Equities Fund	3.47
SAHMX	SA International Value Fund	3.26
LZEMX	Lazard Emerging Markets Equity Portfolio	3.15
RLEMX	Lazard Emerging Markets Equity Portfolio Class R6	3.15
PTSIX	PIMCO RAE PLUS International Fund	3.10
DEMIX	Delaware Emerging Markets Fund	3.03
DEMAX	Nomura Emerging Markets Fund Class A	3.02
DEMCX	Nomura Emerging Markets Fund Class C	2.98
SWRLX	Touchstone International Equity Fund	2.88
VIHAX	Vanguard International High Dividend Yield Index Fund Admiral Shares	2.86
GOIGX	John Hancock International Growth Fund Class A	0.94

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Historical Sharpe Ratio

The chart shows GOIGX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GOIGX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does GOIGX fit in your portfolio?

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