GOGIX vs. JVMIX
Compare and contrast key facts about John Hancock Funds International Growth Fund (GOGIX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
GOGIX is managed by John Hancock. It was launched on Jun 11, 2006. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Performance
GOGIX vs. JVMIX - Performance Comparison
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GOGIX vs. JVMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 1.16% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 15.10% |
Returns By Period
In the year-to-date period, GOGIX achieves a -2.05% return, which is significantly lower than JVMIX's 1.16% return. Over the past 10 years, GOGIX has underperformed JVMIX with an annualized return of 8.91%, while JVMIX has yielded a comparatively higher 10.12% 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%
JVMIX
- 1D
- 1.79%
- 1M
- -6.68%
- YTD
- 1.16%
- 6M
- 0.63%
- 1Y
- 13.98%
- 3Y*
- 12.68%
- 5Y*
- 8.23%
- 10Y*
- 10.12%
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GOGIX vs. JVMIX - Expense Ratio Comparison
GOGIX has a 0.99% expense ratio, which is higher than JVMIX's 0.87% expense ratio.
Return for Risk
GOGIX vs. JVMIX — Risk / Return Rank
GOGIX
JVMIX
GOGIX vs. JVMIX - 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 Disciplined Value Mid Cap Fund Class I (JVMIX). 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 | JVMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.80 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.25 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.16 | +0.33 |
Martin ratioReturn relative to average drawdown | 6.28 | 4.73 | +1.54 |
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 | JVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.80 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.45 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.50 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.29 | +0.05 |
Correlation
The correlation between GOGIX and JVMIX 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. JVMIX - Dividend Comparison
GOGIX's dividend yield for the trailing twelve months is around 0.08%, less than JVMIX's 9.13% 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% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 9.13% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Drawdowns
GOGIX vs. JVMIX - Drawdown Comparison
The maximum GOGIX drawdown since its inception was -54.30%, smaller than the maximum JVMIX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for GOGIX and JVMIX.
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Drawdown Indicators
| GOGIX | JVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.30% | -67.04% | +12.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -13.22% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -38.22% | -21.13% | -17.09% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -42.64% | +4.42% |
Current DrawdownCurrent decline from peak | -10.58% | -6.93% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -12.27% | -13.43% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.23% | +0.01% |
Volatility
GOGIX vs. JVMIX - Volatility Comparison
John Hancock Funds International Growth Fund (GOGIX) has a higher volatility of 9.04% compared to John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) at 4.40%. This indicates that GOGIX's price experiences larger fluctuations and is considered to be riskier than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOGIX | JVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 4.40% | +4.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.08% | 9.77% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 18.11% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 18.44% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 20.31% | -3.47% |