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GOGIX vs. GSINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOGIX vs. GSINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds International Growth Fund (GOGIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOGIX achieves a 14.57% return, which is significantly higher than GSINX's 6.39% return.


GOGIX

1D
0.60%
1M
5.73%
YTD
14.57%
6M
16.19%
1Y
27.60%
3Y*
19.92%
5Y*
6.29%
10Y*
10.29%

GSINX

1D
0.04%
1M
-0.54%
YTD
6.39%
6M
7.92%
1Y
12.58%
3Y*
17.02%
5Y*
8.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOGIX vs. GSINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOGIX
John Hancock Funds International Growth Fund
14.57%29.79%10.70%12.93%-26.80%9.67%22.44%27.85%-12.06%36.14%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
6.39%20.76%9.53%21.93%-11.14%12.35%15.64%27.41%-6.14%29.66%

Correlation

The correlation between GOGIX and GSINX is 0.50, 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

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2017

0.84

Over the past year, the correlation between GOGIX and GSINX has dropped to 0.50 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

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Return for Risk

GOGIX vs. GSINX — Risk / Return Rank

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

GOGIX
GOGIX Risk / Return Rank: 3131
Overall Rank
GOGIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GOGIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
GOGIX Omega Ratio Rank: 3131
Omega Ratio Rank
GOGIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
GOGIX Martin Ratio Rank: 3838
Martin Ratio Rank

GSINX
GSINX Risk / Return Rank: 1919
Overall Rank
GSINX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
GSINX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GSINX Omega Ratio Rank: 1919
Omega Ratio Rank
GSINX Calmar Ratio Rank: 1818
Calmar Ratio Rank
GSINX Martin Ratio Rank: 1919
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. GSINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds International Growth Fund (GOGIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). 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.


GOGIXGSINXDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.29

1.23

+0.06

Calmar ratioReturn relative to maximum drawdown

1.99

1.55

+0.45

Martin ratioReturn relative to average drawdown

8.20

5.17

+3.03

GOGIX vs. GSINX - Sharpe Ratio Comparison

The current GOGIX Sharpe Ratio is 1.58, which is comparable to the GSINX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of GOGIX and GSINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GOGIXGSINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.25

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.63

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.81

-0.43

Drawdowns

GOGIX vs. GSINX - Drawdown Comparison

The maximum GOGIX drawdown since its inception was -54.30%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for GOGIX and GSINX.


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Drawdown Indicators


GOGIXGSINXDifference

Max Drawdown

Largest peak-to-trough decline

-54.30%

-28.80%

-25.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-7.80%

-5.90%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-10.32%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-38.22%

-25.46%

-12.76%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

Current Drawdown

Current decline from peak

0.00%

-3.72%

+3.72%

Average Drawdown

Average peak-to-trough decline

-12.18%

-4.85%

-7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.33%

+1.00%

Volatility

GOGIX vs. GSINX - Volatility Comparison

John Hancock Funds International Growth Fund (GOGIX) has a higher volatility of 6.61% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 2.75%. This indicates that GOGIX's price experiences larger fluctuations and is considered to be riskier than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOGIXGSINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

2.75%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

7.89%

+7.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.36%

9.68%

+7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

14.37%

+2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

15.69%

+1.36%

GOGIX vs. GSINX - Expense Ratio Comparison

GOGIX has a 0.99% expense ratio, which is higher than GSINX's 0.89% expense ratio.


Dividends

GOGIX vs. GSINX - Dividend Comparison

GOGIX's dividend yield for the trailing twelve months is around 0.07%, less than GSINX's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.73%5.03%11.11%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.00%0.00%

Frequently Asked Questions


GOGIX and GSINX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOGIX has higher volatility (6.61%) compared to GSINX (2.75%). In terms of maximum drawdown, GOGIX dropped -54.30% vs GSINX's -28.80%.

GOGIX currently has the higher Sharpe Ratio (1.58 vs 1.25), 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.

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