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GOGIX vs. FINVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOGIX vs. FINVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds International Growth Fund (GOGIX) and Fidelity Series International Value Fund (FINVX). The values are adjusted to include any dividend payments, if applicable.

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GOGIX vs. FINVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOGIX
John Hancock Funds International Growth Fund
-2.05%29.79%10.70%12.93%-26.80%9.67%22.44%27.85%-12.06%36.67%
FINVX
Fidelity Series International Value Fund
1.28%45.75%6.20%20.35%-7.21%16.39%4.87%19.85%-16.40%20.41%

Returns By Period

In the year-to-date period, GOGIX achieves a -2.05% return, which is significantly lower than FINVX's 1.28% return. Over the past 10 years, GOGIX has underperformed FINVX with an annualized return of 8.91%, while FINVX has yielded a comparatively higher 10.36% annualized return.


GOGIX

1D
3.61%
1M
-8.09%
YTD
-2.05%
6M
1.17%
1Y
20.71%
3Y*
14.02%
5Y*
3.91%
10Y*
8.91%

FINVX

1D
2.66%
1M
-5.05%
YTD
1.28%
6M
7.30%
1Y
29.10%
3Y*
21.23%
5Y*
13.43%
10Y*
10.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOGIX vs. FINVX - Expense Ratio Comparison

GOGIX has a 0.99% expense ratio, which is higher than FINVX's 0.01% expense ratio.


Return for Risk

GOGIX vs. FINVX — Risk / Return Rank

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

GOGIX
GOGIX Risk / Return Rank: 5858
Overall Rank
GOGIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GOGIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GOGIX Omega Ratio Rank: 5555
Omega Ratio Rank
GOGIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
GOGIX Martin Ratio Rank: 6060
Martin Ratio Rank

FINVX
FINVX Risk / Return Rank: 8585
Overall Rank
FINVX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FINVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FINVX Omega Ratio Rank: 8282
Omega Ratio Rank
FINVX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FINVX Martin Ratio Rank: 8888
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.

GOGIX vs. FINVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds International Growth Fund (GOGIX) and Fidelity Series International Value Fund (FINVX). 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.


GOGIXFINVXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.68

-0.50

Sortino ratio

Return per unit of downside risk

1.67

2.23

-0.57

Omega ratio

Gain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratio

Return relative to maximum drawdown

1.48

2.41

-0.92

Martin ratio

Return relative to average drawdown

6.28

9.65

-3.37

GOGIX vs. FINVX - Sharpe Ratio Comparison

The current GOGIX Sharpe Ratio is 1.18, which is comparable to the FINVX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of GOGIX and FINVX, 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


GOGIXFINVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.68

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.81

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.58

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.35

-0.01

Correlation

The correlation between GOGIX and FINVX is 0.88, 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

GOGIX vs. FINVX - Dividend Comparison

GOGIX's dividend yield for the trailing twelve months is around 0.08%, less than FINVX's 11.06% yield.


TTM20252024202320222021202020192018201720162015
GOGIX
John Hancock Funds International Growth Fund
0.08%0.08%0.78%2.66%13.68%15.35%0.21%0.67%2.90%0.49%0.94%0.43%
FINVX
Fidelity Series International Value Fund
11.06%11.20%4.14%3.29%3.33%5.01%2.83%4.05%4.05%3.14%2.62%2.14%

Drawdowns

GOGIX vs. FINVX - Drawdown Comparison

The maximum GOGIX drawdown since its inception was -54.30%, which is greater than FINVX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for GOGIX and FINVX.


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Drawdown Indicators


GOGIXFINVXDifference

Max Drawdown

Largest peak-to-trough decline

-54.30%

-42.48%

-11.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-11.66%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-38.22%

-27.13%

-11.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

-42.48%

+4.26%

Current Drawdown

Current decline from peak

-10.58%

-6.84%

-3.74%

Average Drawdown

Average peak-to-trough decline

-12.27%

-9.11%

-3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.91%

+0.33%

Volatility

GOGIX vs. FINVX - Volatility Comparison

John Hancock Funds International Growth Fund (GOGIX) has a higher volatility of 9.04% compared to Fidelity Series International Value Fund (FINVX) at 7.58%. This indicates that GOGIX's price experiences larger fluctuations and is considered to be riskier than FINVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOGIXFINVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

7.58%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

10.99%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.03%

17.67%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

16.62%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

18.01%

-1.17%