GOGIX vs. GQJPX
Compare and contrast key facts about John Hancock Funds International Growth Fund (GOGIX) and GQG Partners International Quality Dividend Income Fund (GQJPX).
GOGIX is managed by John Hancock. It was launched on Jun 11, 2006. GQJPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
GOGIX vs. GQJPX - Performance Comparison
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GOGIX vs. GQJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GOGIX John Hancock Funds International Growth Fund | -2.05% | 29.79% | 10.70% | 12.93% | -26.80% | -0.31% |
GQJPX GQG Partners International Quality Dividend Income Fund | 4.71% | 24.88% | 7.39% | 18.06% | -10.50% | 1.05% |
Returns By Period
In the year-to-date period, GOGIX achieves a -2.05% return, which is significantly lower than GQJPX's 4.71% 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%
GQJPX
- 1D
- 0.81%
- 1M
- -4.74%
- YTD
- 4.71%
- 6M
- 9.45%
- 1Y
- 17.72%
- 3Y*
- 17.91%
- 5Y*
- —
- 10Y*
- —
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GOGIX vs. GQJPX - Expense Ratio Comparison
GOGIX has a 0.99% expense ratio, which is higher than GQJPX's 0.91% expense ratio.
Return for Risk
GOGIX vs. GQJPX — Risk / Return Rank
GOGIX
GQJPX
GOGIX vs. GQJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds International Growth Fund (GOGIX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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 | GQJPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.48 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.92 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.84 | -0.36 |
Martin ratioReturn relative to average drawdown | 6.28 | 6.99 | -0.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOGIX | GQJPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.48 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
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 | 0.69 | -0.35 |
Correlation
The correlation between GOGIX and GQJPX is 0.73, 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. GQJPX - Dividend Comparison
GOGIX's dividend yield for the trailing twelve months is around 0.08%, less than GQJPX's 3.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GQJPX GQG Partners International Quality Dividend Income Fund | 3.07% | 3.22% | 3.35% | 4.50% | 5.59% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GOGIX vs. GQJPX - Drawdown Comparison
The maximum GOGIX drawdown since its inception was -54.30%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for GOGIX and GQJPX.
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Drawdown Indicators
| GOGIX | GQJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.30% | -21.83% | -32.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -8.78% | -4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -38.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | — | — |
Current DrawdownCurrent decline from peak | -10.58% | -6.53% | -4.05% |
Average DrawdownAverage peak-to-trough decline | -12.27% | -5.58% | -6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.49% | +0.75% |
Volatility
GOGIX vs. GQJPX - Volatility Comparison
John Hancock Funds International Growth Fund (GOGIX) has a higher volatility of 9.04% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.33%. This indicates that GOGIX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOGIX | GQJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 5.33% | +3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 13.08% | 8.03% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 12.39% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 13.05% | +3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 13.05% | +3.79% |