GOIGX vs. APDIX
GOIGX (John Hancock International Growth Fund Class A) and APDIX (Artisan International Fund Advisor Class) are both International Equity funds. Both are actively managed. Over the past 10 years, GOIGX returned 10.33%/yr vs 10.25%/yr for APDIX. Their correlation of 0.85 suggests significant overlap in exposure. GOIGX charges 1.30%/yr vs 1.05%/yr for APDIX.
Performance
GOIGX vs. APDIX - Performance Comparison
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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%
GOIGX vs. APDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
GOIGX
APDIX
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.
| GOIGX | APDIX | Difference | |
|---|---|---|---|
| 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 |
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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
| GOIGX | APDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -4.25% | +4.25% |
Average DrawdownAverage peak-to-trough decline | -12.60% | -6.98% | -5.62% |
Ulcer IndexDepth 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
| GOIGX | APDIX | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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