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GOIGX vs. APDIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOIGX vs. APDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock International Growth Fund Class A (GOIGX) and Artisan International Fund Advisor Class (APDIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOIGX achieves a 16.54% return, which is significantly higher than APDIX's 14.74% return. Both investments have delivered pretty close results over the past 10 years, with GOIGX having a 10.33% annualized return and APDIX not far behind at 10.25%.


GOIGX

1D
2.19%
1M
5.35%
YTD
16.54%
6M
17.15%
1Y
30.19%
3Y*
18.69%
5Y*
6.54%
10Y*
10.33%

APDIX

1D
0.06%
1M
-0.35%
YTD
14.74%
6M
15.36%
1Y
25.38%
3Y*
21.79%
5Y*
10.47%
10Y*
10.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOIGX vs. APDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOIGX
John Hancock International Growth Fund Class A
16.54%29.39%10.41%12.55%-27.00%9.33%22.08%27.45%-12.31%36.25%
APDIX
Artisan International Fund Advisor Class
14.74%36.36%10.78%14.44%-19.44%9.01%7.75%29.33%-10.86%31.12%

Correlation

The correlation between GOIGX and APDIX is 0.71, 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

0.71

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

0.79

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

0.84

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

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.85

The correlation between GOIGX and APDIX shifts across timeframes, from 0.71 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GOIGX vs. APDIX — Risk / Return Rank

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

GOIGX
GOIGX Risk / Return Rank: 3636
Overall Rank
GOIGX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GOIGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GOIGX Omega Ratio Rank: 3636
Omega Ratio Rank
GOIGX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GOIGX Martin Ratio Rank: 4343
Martin Ratio Rank

APDIX
APDIX Risk / Return Rank: 4545
Overall Rank
APDIX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
APDIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
APDIX Omega Ratio Rank: 4141
Omega Ratio Rank
APDIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
APDIX Martin Ratio Rank: 4444
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.

GOIGX vs. APDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International Growth Fund Class A (GOIGX) and Artisan International Fund Advisor Class (APDIX). 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.


GOIGXAPDIXDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratioReturn relative to maximum drawdown

2.13

2.72

-0.58

Martin ratioReturn relative to average drawdown

8.65

8.92

-0.27

GOIGX vs. APDIX - Sharpe Ratio Comparison

The current GOIGX Sharpe Ratio is 1.55, which is comparable to the APDIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of GOIGX and APDIX, 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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Drawdowns

GOIGX vs. APDIX - Drawdown Comparison

The maximum GOIGX drawdown since its inception was -54.60%, which is greater than APDIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for GOIGX and APDIX.


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Drawdown Indicators


GOIGXAPDIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.60%

-33.79%

-20.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-9.77%

-3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-13.75%

-13.39%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-38.46%

-33.79%

-4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-38.46%

-33.79%

-4.67%

Current Drawdown

Current decline from peak

0.00%

-4.25%

+4.25%

Average Drawdown

Average peak-to-trough decline

-12.60%

-6.98%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

2.96%

+0.42%

Volatility

GOIGX vs. APDIX - Volatility Comparison

John Hancock International Growth Fund Class A (GOIGX) has a higher volatility of 8.55% compared to Artisan International Fund Advisor Class (APDIX) at 5.06%. This indicates that GOIGX's price experiences larger fluctuations and is considered to be riskier than APDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOIGXAPDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

5.06%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

16.80%

12.64%

+4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

15.08%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

15.96%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

16.33%

+0.87%

GOIGX vs. APDIX - Expense Ratio Comparison

GOIGX has a 1.30% expense ratio, which is higher than APDIX's 1.05% expense ratio.


Dividends

GOIGX vs. APDIX - Dividend Comparison

GOIGX has not paid dividends to shareholders, while APDIX's dividend yield for the trailing twelve months is around 19.91%.


PositionTTM20252024202320222021202020192018201720162015
APDIX
Artisan International Fund Advisor Class
19.91%22.84%10.42%2.00%2.74%23.63%3.39%5.41%9.98%0.83%1.45%0.00%
GOIGX
John Hancock International Growth Fund Class A
0.00%0.00%0.48%2.39%13.77%15.05%0.00%0.40%2.58%0.23%0.62%0.14%

Frequently Asked Questions


GOIGX and APDIX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOIGX has higher volatility (8.55%) compared to APDIX (5.06%). In terms of maximum drawdown, GOIGX dropped -54.60% vs APDIX's -33.79%.

APDIX currently has the higher Sharpe Ratio (1.76 vs 1.55), 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.

Portfolio Optimizer

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