PortfoliosLab logoPortfoliosLab logo
GOIGX vs. APDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

GOIGX vs. APDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOIGX
John Hancock International Growth Fund Class A
-5.57%29.39%10.41%12.55%-27.00%9.33%22.08%27.45%-12.31%36.25%
APDIX
Artisan International Fund Advisor Class
3.78%36.36%10.78%14.44%-19.44%9.01%7.75%29.33%-10.86%31.12%

Returns By Period

In the year-to-date period, GOIGX achieves a -5.57% return, which is significantly lower than APDIX's 3.78% return. Over the past 10 years, GOIGX has underperformed APDIX with an annualized return of 8.20%, while APDIX has yielded a comparatively higher 9.25% annualized return.


GOIGX

1D
-0.57%
1M
-12.83%
YTD
-5.57%
6M
-2.26%
1Y
16.60%
3Y*
12.33%
5Y*
3.24%
10Y*
8.20%

APDIX

1D
-0.58%
1M
-8.94%
YTD
3.78%
6M
5.53%
1Y
29.45%
3Y*
18.32%
5Y*
9.45%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GOIGX vs. APDIX - Expense Ratio Comparison

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


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: 4040
Overall Rank
GOIGX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GOIGX Sortino Ratio Rank: 4040
Sortino Ratio Rank
GOIGX Omega Ratio Rank: 3737
Omega Ratio Rank
GOIGX Calmar Ratio Rank: 3838
Calmar Ratio Rank
GOIGX Martin Ratio Rank: 4444
Martin Ratio Rank

APDIX
APDIX Risk / Return Rank: 8888
Overall Rank
APDIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
APDIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
APDIX Omega Ratio Rank: 8585
Omega Ratio Rank
APDIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
APDIX Martin Ratio Rank: 9191
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.


GOIGXAPDIXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.85

-0.96

Sortino ratio

Return per unit of downside risk

1.29

2.38

-1.09

Omega ratio

Gain probability vs. loss probability

1.18

1.35

-0.17

Calmar ratio

Return relative to maximum drawdown

1.04

2.52

-1.47

Martin ratio

Return relative to average drawdown

4.51

10.62

-6.11

GOIGX vs. APDIX - Sharpe Ratio Comparison

The current GOIGX Sharpe Ratio is 0.89, which is lower than the APDIX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of GOIGX and APDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GOIGXAPDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.85

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.61

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.58

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.54

-0.24

Correlation

The correlation between GOIGX and APDIX is 0.86, 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

GOIGX vs. APDIX - Dividend Comparison

GOIGX has not paid dividends to shareholders, while APDIX's dividend yield for the trailing twelve months is around 22.01%.


TTM20252024202320222021202020192018201720162015
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%
APDIX
Artisan International Fund Advisor Class
22.01%22.84%10.42%2.00%2.74%23.63%3.39%5.41%9.98%0.83%1.45%0.00%

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.


Loading graphics...

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 (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

-13.75%

-9.77%

-3.98%

Average Drawdown

Average peak-to-trough decline

-12.72%

-7.06%

-5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.59%

+0.59%

Volatility

GOIGX vs. APDIX - Volatility Comparison

John Hancock International Growth Fund Class A (GOIGX) has a higher volatility of 8.08% compared to Artisan International Fund Advisor Class (APDIX) at 6.03%. 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.


Loading graphics...

Volatility by Period


GOIGXAPDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

6.03%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

10.12%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

15.32%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

15.61%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

16.16%

+0.64%