GOGIX vs. VEU
GOGIX (John Hancock Funds International Growth Fund) and VEU (Vanguard FTSE All-World ex-US ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, GOGIX returned 9.56%/yr vs 9.66%/yr for VEU. Their correlation of 0.92 means they have usually moved in the same direction. GOGIX charges 0.99%/yr vs 0.04%/yr for VEU.
Performance
GOGIX vs. VEU - Performance Comparison
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Returns By Period
In the year-to-date period, GOGIX achieves a 9.22% return, which is significantly lower than VEU's 13.33% return. Both investments have delivered pretty close results over the past 10 years, with GOGIX having a 9.56% annualized return and VEU not far ahead at 9.66%.
GOGIX
- 1D
- 3.42%
- 1M
- -2.96%
- 6M
- 3.31%
- YTD
- 9.22%
- 1Y
- 20.08%
- 3Y*
- 16.01%
- 5Y*
- 5.34%
- 10Y*
- 9.56%
- ALL TIME*
- 6.92%
VEU
- 1D
- -0.22%
- 1M
- -0.16%
- 6M
- 7.25%
- YTD
- 13.33%
- 1Y
- 28.40%
- 3Y*
- 17.58%
- 5Y*
- 9.15%
- 10Y*
- 9.66%
- ALL TIME*
- 5.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $230.24M | $229.52M | $221.55M |
GOGIX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOGIX John Hancock Funds International Growth Fund | 9.22% | 29.79% | 10.70% | 12.93% | -26.80% | 9.67% | 22.44% | 27.85% | -12.06% | 36.67% |
VEU Vanguard FTSE All-World ex-US ETF | 13.33% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Correlation
The correlation between GOGIX and VEU is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2007 | 0.92 |
The correlation between GOGIX and VEU has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
GOGIX vs. VEU — Risk / Return Rank
GOGIX
VEU
GOGIX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds International Growth Fund (GOGIX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GOGIX | VEU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.30 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.46 | -1.15 |
| Martin ratioReturn relative to average drawdown | 4.73 | 9.00 | -4.27 |
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Drawdowns
GOGIX vs. VEU - Drawdown Comparison
The maximum GOGIX drawdown since its inception was -54.30%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for GOGIX and VEU.
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Drawdown Indicators
| GOGIX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.30% | -61.52% | +7.22% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -11.43% | -2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -13.70% | -13.69% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -38.22% | -29.14% | -9.08% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -34.98% | -3.24% |
Current DrawdownCurrent decline from peak | -6.94% | -2.79% | -4.15% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -13.05% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 3.12% | +0.68% |
Volatility
GOGIX vs. VEU - Volatility Comparison
John Hancock Funds International Growth Fund (GOGIX) has a higher volatility of 7.53% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 5.31%. This indicates that GOGIX's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOGIX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 5.31% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 18.60% | 15.10% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.56% | 16.96% | +3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 16.37% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 17.08% | +0.13% |
GOGIX vs. VEU - Expense Ratio Comparison
GOGIX has a 0.99% expense ratio, which is higher than VEU's 0.04% expense ratio.
Dividends
GOGIX vs. VEU - Dividend Comparison
GOGIX's dividend yield for the trailing twelve months is around 0.08%, less than VEU's 2.56% yield.
| Position | 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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.56% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Frequently Asked Questions
With a correlation of 0.94, GOGIX and VEU move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GOGIX has higher volatility (7.53%) compared to VEU (5.31%). In terms of maximum drawdown, GOGIX dropped -54.30% vs VEU's -61.52%.
VEU currently has the higher Sharpe Ratio (1.66 vs 0.88), 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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