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GOGIX vs. FSOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOGIX vs. FSOSX - 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 Overseas Fund (FSOSX). The values are adjusted to include any dividend payments, if applicable.

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GOGIX vs. FSOSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GOGIX
John Hancock Funds International Growth Fund
-2.05%29.79%10.70%12.93%-26.80%9.67%22.44%8.13%
FSOSX
Fidelity Series Overseas Fund
-2.61%21.29%5.87%21.49%-23.25%19.59%16.36%7.78%

Returns By Period

In the year-to-date period, GOGIX achieves a -2.05% return, which is significantly higher than FSOSX's -2.61% 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%

FSOSX

1D
3.27%
1M
-6.62%
YTD
-2.61%
6M
-2.31%
1Y
10.32%
3Y*
11.20%
5Y*
6.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOGIX vs. FSOSX - Expense Ratio Comparison

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


Return for Risk

GOGIX vs. FSOSX — 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

FSOSX
FSOSX Risk / Return Rank: 2222
Overall Rank
FSOSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FSOSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSOSX Omega Ratio Rank: 2020
Omega Ratio Rank
FSOSX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FSOSX Martin Ratio Rank: 2525
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. FSOSX - 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 Overseas Fund (FSOSX). 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.


GOGIXFSOSXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.59

+0.59

Sortino ratio

Return per unit of downside risk

1.67

0.93

+0.74

Omega ratio

Gain probability vs. loss probability

1.24

1.13

+0.11

Calmar ratio

Return relative to maximum drawdown

1.48

0.77

+0.71

Martin ratio

Return relative to average drawdown

6.28

2.85

+3.43

GOGIX vs. FSOSX - Sharpe Ratio Comparison

The current GOGIX Sharpe Ratio is 1.18, which is higher than the FSOSX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of GOGIX and FSOSX, 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


GOGIXFSOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.59

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.36

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.46

-0.11

Correlation

The correlation between GOGIX and FSOSX is 0.90, 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. FSOSX - Dividend Comparison

GOGIX's dividend yield for the trailing twelve months is around 0.08%, less than FSOSX's 9.39% 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%
FSOSX
Fidelity Series Overseas Fund
9.39%9.15%2.25%1.63%1.80%2.92%1.12%0.37%0.00%0.00%0.00%0.00%

Drawdowns

GOGIX vs. FSOSX - Drawdown Comparison

The maximum GOGIX drawdown since its inception was -54.30%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for GOGIX and FSOSX.


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Drawdown Indicators


GOGIXFSOSXDifference

Max Drawdown

Largest peak-to-trough decline

-54.30%

-35.36%

-18.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-12.39%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-38.22%

-35.36%

-2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

Current Drawdown

Current decline from peak

-10.58%

-9.01%

-1.57%

Average Drawdown

Average peak-to-trough decline

-12.27%

-7.90%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.35%

-0.11%

Volatility

GOGIX vs. FSOSX - Volatility Comparison

John Hancock Funds International Growth Fund (GOGIX) and Fidelity Series Overseas Fund (FSOSX) have volatilities of 9.04% and 8.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOGIXFSOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

8.95%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

12.37%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.03%

18.50%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

17.41%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

18.97%

-2.13%