GOIGX vs. DIAX
Compare and contrast key facts about John Hancock International Growth Fund Class A (GOIGX) and Dimensional International Core Equity Fund (DIAX).
GOIGX is an actively managed fund by John Hancock. It was launched on Jun 12, 2006. DIAX is managed by Dimensional Fund Advisors. It was launched on Jan 1, 2013.
Performance
GOIGX vs. DIAX - Performance Comparison
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GOIGX vs. DIAX - 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% |
DIAX Dimensional International Core Equity Fund | -5.70% | 10.13% | 16.51% | -2.11% | -6.11% | 24.72% | -6.85% | 16.99% | -8.53% | 33.77% |
Returns By Period
In the year-to-date period, GOIGX achieves a -2.15% return, which is significantly higher than DIAX's -5.70% return. Over the past 10 years, GOIGX has outperformed DIAX with an annualized return of 8.58%, while DIAX has yielded a comparatively lower 7.67% annualized return.
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%
DIAX
- 1D
- -0.91%
- 1M
- -5.94%
- YTD
- -5.70%
- 6M
- -1.14%
- 1Y
- 5.52%
- 3Y*
- 8.06%
- 5Y*
- 5.16%
- 10Y*
- 7.67%
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GOIGX vs. DIAX - Expense Ratio Comparison
GOIGX has a 1.30% expense ratio, which is higher than DIAX's 0.01% expense ratio.
Return for Risk
GOIGX vs. DIAX — Risk / Return Rank
GOIGX
DIAX
GOIGX vs. DIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock International Growth Fund Class A (GOIGX) and Dimensional International Core Equity Fund (DIAX). 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 | DIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.32 | +0.84 |
Sortino ratioReturn per unit of downside risk | 1.64 | 0.60 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.09 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.41 | +1.04 |
Martin ratioReturn relative to average drawdown | 6.14 | 1.63 | +4.51 |
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 | DIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.32 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.36 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.44 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.34 | -0.02 |
Correlation
The correlation between GOIGX and DIAX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GOIGX vs. DIAX - Dividend Comparison
GOIGX has not paid dividends to shareholders, while DIAX's dividend yield for the trailing twelve months is around 8.54%.
| 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% |
DIAX Dimensional International Core Equity Fund | 8.54% | 7.89% | 7.71% | 8.19% | 7.39% | 6.15% | 7.33% | 6.68% | 7.69% | 5.63% | 6.95% | 7.41% |
Drawdowns
GOIGX vs. DIAX - Drawdown Comparison
The maximum GOIGX drawdown since its inception was -54.60%, which is greater than DIAX's maximum drawdown of -44.96%. Use the drawdown chart below to compare losses from any high point for GOIGX and DIAX.
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Drawdown Indicators
| GOIGX | DIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -44.96% | -9.64% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -11.63% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -38.46% | -20.59% | -17.87% |
Max Drawdown (10Y)Largest decline over 10 years | -38.46% | -44.96% | +6.50% |
Current DrawdownCurrent decline from peak | -10.62% | -8.81% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -7.96% | -4.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.07% | +0.18% |
Volatility
GOIGX vs. DIAX - Volatility Comparison
John Hancock International Growth Fund Class A (GOIGX) has a higher volatility of 9.02% compared to Dimensional International Core Equity Fund (DIAX) at 3.97%. This indicates that GOIGX's price experiences larger fluctuations and is considered to be riskier than DIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOIGX | DIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.02% | 3.97% | +5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.07% | 7.40% | +5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 16.38% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 14.28% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 17.46% | -0.62% |