GOIGX vs. GSIYX

Last updated Jun 24, 2026

GOIGX (John Hancock International Growth Fund Class A) and GSIYX (Goldman Sachs GQG Partners International Opportunities Fund Class R6) are both International Equity funds. GOIGX is actively managed, while GSIYX is passively managed. Over the past 5 years, GOIGX returned 6.54%/yr vs 8.59%/yr for GSIYX. Their correlation of 0.84 suggests significant overlap in exposure. GOIGX charges 1.30%/yr vs 0.75%/yr for GSIYX.

Performance

GOIGX vs. GSIYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock International Growth Fund Class A (GOIGX) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GOIGX achieves a 17.20% return, which is significantly higher than GSIYX's 3.65% return.

GOIGX

• 1D: 0.57%
• 1M: 5.94%
• YTD: 17.20%
• 6M: 17.07%
• 1Y: 30.30%
• 3Y*: 20.56%
• 5Y*: 6.54%
• 10Y*: 10.82%

GSIYX

• 1D: 0.22%
• 1M: -4.59%
• YTD: 3.65%
• 6M: 3.74%
• 1Y: 9.90%
• 3Y*: 15.58%
• 5Y*: 8.59%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GOIGX vs. GSIYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GOIGX John Hancock International Growth Fund Class A	17.20%	29.39%	10.41%	12.55%	-27.00%	9.33%	22.08%	27.45%	-12.31%	36.25%
GSIYX Goldman Sachs GQG Partners International Opportunities Fund Class R6	3.65%	20.89%	9.69%	22.07%	-10.99%	12.47%	15.86%	27.59%	-6.02%	29.91%

Correlation

The correlation between GOIGX and GSIYX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.84

Over the past year, the correlation between GOIGX and GSIYX has dropped to 0.44 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

Return for Risk

GOIGX vs. GSIYX — Risk / Return Rank

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

GOIGX

GOIGX Risk / Return Rank: 40
GOIGX Sharpe Ratio Rank: 37
GOIGX Sortino Ratio Rank: 35
GOIGX Omega Ratio Rank: 40
GOIGX Calmar Ratio Rank: 39
GOIGX Martin Ratio Rank: 46

GSIYX

GSIYX Risk / Return Rank: 16
GSIYX Sharpe Ratio Rank: 16
GSIYX Sortino Ratio Rank: 15
GSIYX Omega Ratio Rank: 16
GSIYX Calmar Ratio Rank: 17
GSIYX Martin Ratio Rank: 17

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. GSIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International Growth Fund Class A (GOIGX) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX). 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	GSIYX	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.06	+0.58
Sortino ratio: Return per unit of downside risk	2.29	1.49	+0.81
Omega ratio: Gain probability vs. loss probability	1.31	1.19	+0.12
Calmar ratio: Return relative to maximum drawdown	2.26	1.35	+0.91
Martin ratio: Return relative to average drawdown	9.17	4.14	+5.03

GOIGX vs. GSIYX - Sharpe Ratio Comparison

The current GOIGX Sharpe Ratio is 1.65, which is higher than the GSIYX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of GOIGX and GSIYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GOIGX vs. GSIYX - Drawdown Comparison

The maximum GOIGX drawdown since its inception was -54.60%, which is greater than GSIYX's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for GOIGX and GSIYX.

Drawdown Indicators

	GOIGX	GSIYX	Difference
Max Drawdown Largest peak-to-trough decline	-54.60%	-28.79%	-25.81%
Max Drawdown (1Y) Largest decline over 1 year	-13.75%	-7.81%	-5.94%
Max Drawdown (3Y) Largest decline over 3 years	-13.75%	-10.30%	-3.45%
Max Drawdown (5Y) Largest decline over 5 years	-38.46%	-25.36%	-13.10%
Max Drawdown (10Y) Largest decline over 10 years	-38.46%	—	—
Current Drawdown Current decline from peak	0.00%	-6.24%	+6.24%
Average Drawdown Average peak-to-trough decline	-12.60%	-4.81%	-7.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	2.53%	+0.85%

Volatility

GOIGX vs. GSIYX - Volatility Comparison

John Hancock International Growth Fund Class A (GOIGX) has a higher volatility of 8.36% compared to Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) at 2.83%. This indicates that GOIGX's price experiences larger fluctuations and is considered to be riskier than GSIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GOIGX	GSIYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.36%	2.83%	+5.53%
Volatility (6M) Calculated over the trailing 6-month period	16.77%	8.23%	+8.54%
Volatility (1Y) Calculated over the trailing 1-year period	18.91%	9.92%	+8.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	14.39%	+2.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.19%	15.68%	+1.51%

GOIGX vs. GSIYX - Expense Ratio Comparison

GOIGX has a 1.30% expense ratio, which is higher than GSIYX's 0.75% expense ratio.

Dividends

GOIGX vs. GSIYX - Dividend Comparison

GOIGX has not paid dividends to shareholders, while GSIYX's dividend yield for the trailing twelve months is around 4.96%.

Position	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%
GSIYX Goldman Sachs GQG Partners International Opportunities Fund Class R6	4.96%	5.14%	11.21%	2.38%	4.91%	2.25%	0.19%	0.67%	0.55%	0.16%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GOIGX and GSIYX in my portfolio?

GOIGX and GSIYX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GOIGX or GSIYX?

GOIGX has higher volatility (8.36%) compared to GSIYX (2.83%). In terms of maximum drawdown, GOIGX dropped -54.60% vs GSIYX's -28.79%.

Which has better risk-adjusted returns?

GOIGX currently has the higher Sharpe Ratio (1.65 vs 1.06), 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.