GOGIX vs. VTI

Last updated Jun 23, 2026

GOGIX (John Hancock Funds International Growth Fund) and VTI (Vanguard Total Stock Market ETF) are both funds - GOGIX is a Foreign Large Cap Equities fund managed by John Hancock, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, GOGIX returned 10.66%/yr vs 15.31%/yr for VTI. A 0.80 correlation means they provide meaningful diversification when combined. GOGIX charges 0.99%/yr vs 0.03%/yr for VTI.

Performance

GOGIX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds International Growth Fund (GOGIX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GOGIX achieves a 16.71% return, which is significantly higher than VTI's 10.35% return. Over the past 10 years, GOGIX has underperformed VTI with an annualized return of 10.66%, while VTI has yielded a comparatively higher 15.31% annualized return.

GOGIX

• 1D: 2.19%
• 1M: 5.34%
• YTD: 16.71%
• 6M: 17.31%
• 1Y: 30.56%
• 3Y*: 19.04%
• 5Y*: 6.86%
• 10Y*: 10.66%

VTI

• 1D: -0.32%
• 1M: 0.55%
• YTD: 10.35%
• 6M: 9.59%
• 1Y: 27.18%
• 3Y*: 21.19%
• 5Y*: 12.36%
• 10Y*: 15.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GOGIX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GOGIX John Hancock Funds International Growth Fund	16.71%	29.79%	10.70%	12.93%	-26.80%	9.67%	22.44%	27.85%	-12.06%	36.67%
VTI Vanguard Total Stock Market ETF	10.35%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between GOGIX and VTI is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007	0.80

The correlation between GOGIX and VTI has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.

Return for Risk

GOGIX vs. VTI — Risk / Return Rank

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

GOGIX

GOGIX Risk / Return Rank: 37
GOGIX Sharpe Ratio Rank: 34
GOGIX Sortino Ratio Rank: 32
GOGIX Omega Ratio Rank: 37
GOGIX Calmar Ratio Rank: 36
GOGIX Martin Ratio Rank: 44

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 68
VTI Sortino Ratio Rank: 66
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 64
VTI Martin Ratio Rank: 74

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds International Growth Fund (GOGIX) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.57	2.14	-0.57
Sortino ratio: Return per unit of downside risk	2.20	2.90	-0.70
Omega ratio: Gain probability vs. loss probability	1.30	1.38	-0.08
Calmar ratio: Return relative to maximum drawdown	2.17	3.06	-0.89
Martin ratio: Return relative to average drawdown	8.79	13.68	-4.89

GOGIX vs. VTI - Sharpe Ratio Comparison

The current GOGIX Sharpe Ratio is 1.57, which is comparable to the VTI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of GOGIX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GOGIX vs. VTI - Drawdown Comparison

The maximum GOGIX drawdown since its inception was -54.30%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GOGIX and VTI.

Drawdown Indicators

	GOGIX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-54.30%	-55.45%	+1.15%
Max Drawdown (1Y) Largest decline over 1 year	-13.70%	-8.92%	-4.78%
Max Drawdown (3Y) Largest decline over 3 years	-13.70%	-19.30%	+5.60%
Max Drawdown (5Y) Largest decline over 5 years	-38.22%	-25.36%	-12.86%
Max Drawdown (10Y) Largest decline over 10 years	-38.22%	-35.00%	-3.22%
Current Drawdown Current decline from peak	0.00%	-1.48%	+1.48%
Average Drawdown Average peak-to-trough decline	-12.16%	-8.01%	-4.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	1.99%	+1.38%

Volatility

GOGIX vs. VTI - Volatility Comparison

John Hancock Funds International Growth Fund (GOGIX) has a higher volatility of 8.54% compared to Vanguard Total Stock Market ETF (VTI) at 4.74%. This indicates that GOGIX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GOGIX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.54%	4.74%	+3.80%
Volatility (6M) Calculated over the trailing 6-month period	16.82%	9.96%	+6.86%
Volatility (1Y) Calculated over the trailing 1-year period	18.89%	12.76%	+6.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	17.49%	-0.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.19%	18.35%	-1.16%

GOGIX vs. VTI - Expense Ratio Comparison

GOGIX has a 0.99% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

GOGIX vs. VTI - Dividend Comparison

GOGIX's dividend yield for the trailing twelve months is around 0.07%, less than VTI's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VTI Vanguard Total Stock Market ETF	1.02%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both GOGIX and VTI in my portfolio?

GOGIX and VTI have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GOGIX or VTI?

GOGIX has higher volatility (8.54%) compared to VTI (4.74%). In terms of maximum drawdown, GOGIX dropped -54.30% vs VTI's -55.45%.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.14 vs 1.57), 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.