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GOGIX vs. JIBCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOGIX vs. JIBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds International Growth Fund (GOGIX) and John Hancock Funds II Blue Chip Growth Fund (JIBCX). 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 JIBCX's 5.13% return. Over the past 10 years, GOGIX has underperformed JIBCX with an annualized return of 10.29%, while JIBCX has yielded a comparatively higher 15.43% annualized 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%

JIBCX

1D
-0.81%
1M
4.99%
YTD
5.13%
6M
-3.68%
1Y
10.91%
3Y*
21.12%
5Y*
9.73%
10Y*
15.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOGIX vs. JIBCX - 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%36.67%
JIBCX
John Hancock Funds II Blue Chip Growth Fund
5.13%8.28%35.89%49.47%-38.12%16.88%34.25%29.71%1.72%36.25%

Correlation

The correlation between GOGIX and JIBCX is 0.57, 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

0.57

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

0.59

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

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2007

0.74

The correlation between GOGIX and JIBCX shifts across timeframes, from 0.57 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GOGIX vs. JIBCX — 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

JIBCX
JIBCX Risk / Return Rank: 77
Overall Rank
JIBCX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JIBCX Sortino Ratio Rank: 88
Sortino Ratio Rank
JIBCX Omega Ratio Rank: 99
Omega Ratio Rank
JIBCX Calmar Ratio Rank: 66
Calmar Ratio Rank
JIBCX Martin Ratio Rank: 55
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. JIBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds International Growth Fund (GOGIX) and John Hancock Funds II Blue Chip Growth Fund (JIBCX). 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.


GOGIXJIBCXDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.29

1.14

+0.15

Calmar ratioReturn relative to maximum drawdown

1.99

0.53

+1.46

Martin ratioReturn relative to average drawdown

8.20

1.27

+6.93

GOGIX vs. JIBCX - Sharpe Ratio Comparison

The current GOGIX Sharpe Ratio is 1.58, which is higher than the JIBCX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of GOGIX and JIBCX, 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


GOGIXJIBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.71

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.41

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.68

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.53

-0.14

Drawdowns

GOGIX vs. JIBCX - Drawdown Comparison

The maximum GOGIX drawdown since its inception was -54.30%, roughly equal to the maximum JIBCX drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for GOGIX and JIBCX.


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Drawdown Indicators


GOGIXJIBCXDifference

Max Drawdown

Largest peak-to-trough decline

-54.30%

-54.15%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-24.47%

+10.77%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-24.47%

+10.77%

Max Drawdown (5Y)

Largest decline over 5 years

-38.22%

-42.74%

+4.52%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

-42.74%

+4.52%

Current Drawdown

Current decline from peak

0.00%

-6.71%

+6.71%

Average Drawdown

Average peak-to-trough decline

-12.18%

-9.28%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

9.68%

-6.35%

Volatility

GOGIX vs. JIBCX - Volatility Comparison

John Hancock Funds International Growth Fund (GOGIX) has a higher volatility of 6.61% compared to John Hancock Funds II Blue Chip Growth Fund (JIBCX) at 3.62%. This indicates that GOGIX's price experiences larger fluctuations and is considered to be riskier than JIBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOGIXJIBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

3.62%

+2.99%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

14.71%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

17.36%

18.40%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

24.50%

-7.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

23.02%

-5.97%

GOGIX vs. JIBCX - Expense Ratio Comparison

GOGIX has a 0.99% expense ratio, which is higher than JIBCX's 0.81% expense ratio.


Dividends

GOGIX vs. JIBCX - Dividend Comparison

GOGIX's dividend yield for the trailing twelve months is around 0.07%, while JIBCX has not paid dividends to shareholders.


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%
JIBCX
John Hancock Funds II Blue Chip Growth Fund
0.00%0.00%6.97%3.23%5.57%16.46%4.72%1.46%7.73%16.16%6.35%13.20%

Frequently Asked Questions


GOGIX and JIBCX have a correlation of 0.57, 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 JIBCX (3.62%). In terms of maximum drawdown, GOGIX dropped -54.30% vs JIBCX's -54.15%.

GOGIX currently has the higher Sharpe Ratio (1.58 vs 0.71), 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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