GOGIX vs. EPDPX

Last updated Jun 5, 2026

GOGIX (John Hancock Funds International Growth Fund) and EPDPX (EuroPac International Dividend Income Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, GOGIX returned 10.26%/yr vs 10.04%/yr for EPDPX. A 0.68 correlation means they provide meaningful diversification when combined. GOGIX charges 0.99%/yr vs 1.52%/yr for EPDPX.

Performance

GOGIX vs. EPDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds International Growth Fund (GOGIX) and EuroPac International Dividend Income Fund Class A (EPDPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GOGIX achieves a 14.32% return, which is significantly higher than EPDPX's 12.69% return. Both investments have delivered pretty close results over the past 10 years, with GOGIX having a 10.26% annualized return and EPDPX not far behind at 10.04%.

GOGIX

• 1D: -0.22%
• 1M: 3.64%
• YTD: 14.32%
• 6M: 16.13%
• 1Y: 26.75%
• 3Y*: 19.83%
• 5Y*: 6.08%
• 10Y*: 10.26%

EPDPX

• 1D: -1.03%
• 1M: 0.65%
• YTD: 12.69%
• 6M: 15.88%
• 1Y: 43.12%
• 3Y*: 23.93%
• 5Y*: 13.51%
• 10Y*: 10.04%

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

GOGIX vs. EPDPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GOGIX John Hancock Funds International Growth Fund	14.32%	29.79%	10.70%	12.93%	-26.80%	9.67%	22.44%	27.85%	-12.06%	36.67%
EPDPX EuroPac International Dividend Income Fund Class A	12.69%	61.93%	0.72%	7.46%	1.27%	7.78%	8.83%	13.05%	-11.02%	15.53%

Correlation

The correlation between GOGIX and EPDPX is 0.58, 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jan 14, 2014	0.68

The correlation between GOGIX and EPDPX has been stable across timeframes, ranging from 0.58 to 0.68 - a consistent structural relationship.

Return for Risk

GOGIX vs. EPDPX — Risk / Return Rank

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

GOGIX

GOGIX Risk / Return Rank: 33
GOGIX Sharpe Ratio Rank: 32
GOGIX Sortino Ratio Rank: 30
GOGIX Omega Ratio Rank: 33
GOGIX Calmar Ratio Rank: 30
GOGIX Martin Ratio Rank: 38

EPDPX

EPDPX Risk / Return Rank: 85
EPDPX Sharpe Ratio Rank: 92
EPDPX Sortino Ratio Rank: 82
EPDPX Omega Ratio Rank: 83
EPDPX Calmar Ratio Rank: 85
EPDPX Martin Ratio Rank: 80

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.

GOGIX vs. EPDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds International Growth Fund (GOGIX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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.

	GOGIX	EPDPX	Difference
Sharpe ratio: Return per unit of total volatility	1.58	3.16	-1.58
Sortino ratio: Return per unit of downside risk	2.25	3.96	-1.71
Omega ratio: Gain probability vs. loss probability	1.30	1.57	-0.27
Calmar ratio: Return relative to maximum drawdown	2.00	3.99	-1.98
Martin ratio: Return relative to average drawdown	8.23	14.90	-6.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GOGIX vs. EPDPX - Sharpe Ratio Comparison

The current GOGIX Sharpe Ratio is 1.58, which is lower than the EPDPX Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of GOGIX and EPDPX, 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

	GOGIX	EPDPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.58	3.16	-1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.96	-0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.68	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.47	-0.09

Drawdowns

GOGIX vs. EPDPX - Drawdown Comparison

The maximum GOGIX drawdown since its inception was -54.30%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for GOGIX and EPDPX.

Drawdown Indicators

	GOGIX	EPDPX	Difference
Max Drawdown Largest peak-to-trough decline	-54.30%	-39.21%	-15.09%
Max Drawdown (1Y) Largest decline over 1 year	-13.70%	-10.96%	-2.74%
Max Drawdown (3Y) Largest decline over 3 years	-13.70%	-13.15%	-0.55%
Max Drawdown (5Y) Largest decline over 5 years	-38.22%	-21.06%	-17.16%
Max Drawdown (10Y) Largest decline over 10 years	-38.22%	-33.34%	-4.88%
Current Drawdown Current decline from peak	-0.22%	-3.59%	+3.37%
Average Drawdown Average peak-to-trough decline	-12.18%	-11.19%	-0.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.33%	2.93%	+0.40%

Volatility

GOGIX vs. EPDPX - Volatility Comparison

John Hancock Funds International Growth Fund (GOGIX) has a higher volatility of 6.61% compared to EuroPac International Dividend Income Fund Class A (EPDPX) at 4.27%. This indicates that GOGIX's price experiences larger fluctuations and is considered to be riskier than EPDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GOGIX	EPDPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.61%	4.27%	+2.34%
Volatility (6M) Calculated over the trailing 6-month period	14.96%	11.64%	+3.32%
Volatility (1Y) Calculated over the trailing 1-year period	17.34%	13.84%	+3.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.95%	14.08%	+2.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.05%	14.89%	+2.16%

GOGIX vs. EPDPX - Expense Ratio Comparison

GOGIX has a 0.99% expense ratio, which is lower than EPDPX's 1.52% expense ratio.

Dividends

GOGIX vs. EPDPX - Dividend Comparison

GOGIX's dividend yield for the trailing twelve months is around 0.07%, less than EPDPX's 5.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPDPX EuroPac International Dividend Income Fund Class A	5.94%	6.55%	3.82%	3.08%	2.56%	2.07%	1.70%	2.43%	2.66%	2.69%	2.24%	3.58%
GOGIX John Hancock Funds International Growth Fund	0.07%	0.08%	0.78%	2.66%	13.68%	15.35%	0.21%	0.67%	2.90%	0.49%	0.94%	0.43%

Frequently Asked Questions

Can I hold both GOGIX and EPDPX in my portfolio?

GOGIX and EPDPX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GOGIX or EPDPX?

GOGIX has higher volatility (6.61%) compared to EPDPX (4.27%). In terms of maximum drawdown, GOGIX dropped -54.30% vs EPDPX's -39.21%.

Which has better risk-adjusted returns?

EPDPX currently has the higher Sharpe Ratio (3.16 vs 1.58), 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.