GOIGX vs. BDOAX
Compare and contrast key facts about John Hancock International Growth Fund Class A (GOIGX) and iShares MSCI Total International Index Fund Class A (BDOAX).
GOIGX is an actively managed fund by John Hancock. It was launched on Jun 12, 2006. BDOAX is a passively managed fund by iShares that tracks the performance of the MSCI All Country World ex US Index (Net TR) (USD). It was launched on Jun 30, 2011.
Performance
GOIGX vs. BDOAX - Performance Comparison
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GOIGX vs. BDOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOIGX John Hancock International Growth Fund Class A | -2.15% | 29.39% | 10.41% | 12.55% | -27.00% | 9.33% | 22.08% | 27.45% | -12.31% | 36.25% |
BDOAX iShares MSCI Total International Index Fund Class A | 1.12% | 32.20% | 5.02% | 14.81% | -16.63% | 7.36% | 10.47% | 20.81% | -14.19% | 26.16% |
Returns By Period
In the year-to-date period, GOIGX achieves a -2.15% return, which is significantly lower than BDOAX's 1.12% return. Both investments have delivered pretty close results over the past 10 years, with GOIGX having a 8.58% annualized return and BDOAX not far behind at 8.19%.
GOIGX
- 1D
- 3.62%
- 1M
- -8.12%
- YTD
- -2.15%
- 6M
- 1.01%
- 1Y
- 20.30%
- 3Y*
- 13.67%
- 5Y*
- 3.60%
- 10Y*
- 8.58%
BDOAX
- 1D
- 2.42%
- 1M
- -7.57%
- YTD
- 1.12%
- 6M
- 5.05%
- 1Y
- 25.58%
- 3Y*
- 14.65%
- 5Y*
- 6.59%
- 10Y*
- 8.19%
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GOIGX vs. BDOAX - Expense Ratio Comparison
GOIGX has a 1.30% expense ratio, which is higher than BDOAX's 0.41% expense ratio.
Return for Risk
GOIGX vs. BDOAX — Risk / Return Rank
GOIGX
BDOAX
GOIGX vs. BDOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock International Growth Fund Class A (GOIGX) and iShares MSCI Total International Index Fund Class A (BDOAX). 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.
| GOIGX | BDOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.61 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.15 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.32 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.20 | -0.75 |
Martin ratioReturn relative to average drawdown | 6.14 | 8.53 | -2.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOIGX | BDOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.61 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.44 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.51 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.30 | +0.01 |
Correlation
The correlation between GOIGX and BDOAX is 0.93, 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. BDOAX - Dividend Comparison
GOIGX has not paid dividends to shareholders, while BDOAX's dividend yield for the trailing twelve months is around 2.17%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BDOAX iShares MSCI Total International Index Fund Class A | 2.17% | 2.84% | 2.62% | 2.74% | 2.61% | 2.46% | 1.79% | 2.85% | 3.05% | 1.65% | 3.33% | 3.78% |
Drawdowns
GOIGX vs. BDOAX - Drawdown Comparison
The maximum GOIGX drawdown since its inception was -54.60%, which is greater than BDOAX's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for GOIGX and BDOAX.
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Drawdown Indicators
| GOIGX | BDOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -35.53% | -19.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -11.37% | -2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -38.46% | -30.54% | -7.92% |
Max Drawdown (10Y)Largest decline over 10 years | -38.46% | -35.53% | -2.93% |
Current DrawdownCurrent decline from peak | -10.62% | -9.23% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -8.80% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.93% | +0.32% |
Volatility
GOIGX vs. BDOAX - Volatility Comparison
John Hancock International Growth Fund Class A (GOIGX) has a higher volatility of 9.02% compared to iShares MSCI Total International Index Fund Class A (BDOAX) at 7.57%. This indicates that GOIGX's price experiences larger fluctuations and is considered to be riskier than BDOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOIGX | BDOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.02% | 7.57% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.07% | 11.07% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 16.22% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 15.22% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 16.18% | +0.66% |