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BDOAX vs. GOIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDOAX vs. GOIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Total International Index Fund Class A (BDOAX) and John Hancock International Growth Fund Class A (GOIGX). The values are adjusted to include any dividend payments, if applicable.

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BDOAX vs. GOIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDOAX
iShares MSCI Total International Index Fund Class A
1.12%32.20%5.02%14.81%-16.63%7.36%10.47%20.81%-14.19%26.16%
GOIGX
John Hancock International Growth Fund Class A
-2.15%29.39%10.41%12.55%-27.00%9.33%22.08%27.45%-12.31%36.25%

Returns By Period

In the year-to-date period, BDOAX achieves a 1.12% return, which is significantly higher than GOIGX's -2.15% return. Both investments have delivered pretty close results over the past 10 years, with BDOAX having a 8.19% annualized return and GOIGX not far ahead at 8.58%.


BDOAX

1D
2.42%
1M
-7.57%
YTD
1.12%
6M
5.05%
1Y
25.58%
3Y*
14.65%
5Y*
6.59%
10Y*
8.19%

GOIGX

1D
3.62%
1M
-8.12%
YTD
-2.15%
6M
1.01%
1Y
20.30%
3Y*
13.67%
5Y*
3.60%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BDOAX vs. GOIGX - Expense Ratio Comparison

BDOAX has a 0.41% expense ratio, which is lower than GOIGX's 1.30% expense ratio.


Return for Risk

BDOAX vs. GOIGX — Risk / Return Rank

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

BDOAX
BDOAX Risk / Return Rank: 7878
Overall Rank
BDOAX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BDOAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BDOAX Omega Ratio Rank: 7777
Omega Ratio Rank
BDOAX Calmar Ratio Rank: 8080
Calmar Ratio Rank
BDOAX Martin Ratio Rank: 7575
Martin Ratio Rank

GOIGX
GOIGX Risk / Return Rank: 5050
Overall Rank
GOIGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GOIGX Sortino Ratio Rank: 5353
Sortino Ratio Rank
GOIGX Omega Ratio Rank: 4949
Omega Ratio Rank
GOIGX Calmar Ratio Rank: 4545
Calmar Ratio Rank
GOIGX Martin Ratio Rank: 5151
Martin Ratio Rank
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.

BDOAX vs. GOIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund Class A (BDOAX) and John Hancock International Growth Fund Class A (GOIGX). 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.


BDOAXGOIGXDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.16

+0.45

Sortino ratio

Return per unit of downside risk

2.15

1.64

+0.51

Omega ratio

Gain probability vs. loss probability

1.32

1.23

+0.09

Calmar ratio

Return relative to maximum drawdown

2.20

1.45

+0.75

Martin ratio

Return relative to average drawdown

8.53

6.14

+2.39

BDOAX vs. GOIGX - Sharpe Ratio Comparison

The current BDOAX Sharpe Ratio is 1.61, which is higher than the GOIGX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BDOAX and GOIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BDOAXGOIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.16

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.22

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.51

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.32

-0.01

Correlation

The correlation between BDOAX and GOIGX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BDOAX vs. GOIGX - Dividend Comparison

BDOAX's dividend yield for the trailing twelve months is around 2.17%, while GOIGX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
BDOAX
iShares MSCI Total International Index Fund Class A
2.17%2.84%2.62%2.74%2.61%2.46%1.79%2.85%3.05%1.65%3.33%3.78%
GOIGX
John Hancock International Growth Fund Class A
0.00%0.00%0.48%2.39%13.77%15.05%0.00%0.40%2.58%0.23%0.62%0.14%

Drawdowns

BDOAX vs. GOIGX - Drawdown Comparison

The maximum BDOAX drawdown since its inception was -35.53%, smaller than the maximum GOIGX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for BDOAX and GOIGX.


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Drawdown Indicators


BDOAXGOIGXDifference

Max Drawdown

Largest peak-to-trough decline

-35.53%

-54.60%

+19.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-13.75%

+2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-30.54%

-38.46%

+7.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.53%

-38.46%

+2.93%

Current Drawdown

Current decline from peak

-9.23%

-10.62%

+1.39%

Average Drawdown

Average peak-to-trough decline

-8.80%

-12.72%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.25%

-0.32%

Volatility

BDOAX vs. GOIGX - Volatility Comparison

The current volatility for iShares MSCI Total International Index Fund Class A (BDOAX) is 7.57%, while John Hancock International Growth Fund Class A (GOIGX) has a volatility of 9.02%. This indicates that BDOAX experiences smaller price fluctuations and is considered to be less risky than GOIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDOAXGOIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

9.02%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

13.07%

-2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

18.03%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

16.63%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

16.84%

-0.66%