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GOIGX vs. GSIYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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GOIGX vs. GSIYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%35.72%
GSIYX
Goldman Sachs GQG Partners International Opportunities Fund Class R6
4.76%20.89%9.69%22.07%-10.99%12.47%15.86%27.59%-6.02%29.91%

Returns By Period

In the year-to-date period, GOIGX achieves a -2.15% return, which is significantly lower than GSIYX's 4.76% 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%

GSIYX

1D
0.94%
1M
-3.92%
YTD
4.76%
6M
8.21%
1Y
16.63%
3Y*
17.78%
5Y*
10.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOIGX vs. GSIYX - Expense Ratio Comparison

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


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: 5050
Overall Rank
GOIGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GOIGX Sortino Ratio Rank: 5353
Sortino Ratio Rank
GOIGX Omega Ratio Rank: 4949
Omega Ratio Rank
GOIGX Calmar Ratio Rank: 4545
Calmar Ratio Rank
GOIGX Martin Ratio Rank: 5151
Martin Ratio Rank

GSIYX
GSIYX Risk / Return Rank: 6666
Overall Rank
GSIYX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GSIYX Sortino Ratio Rank: 6161
Sortino Ratio Rank
GSIYX Omega Ratio Rank: 6868
Omega Ratio Rank
GSIYX Calmar Ratio Rank: 6969
Calmar Ratio Rank
GSIYX Martin Ratio Rank: 6666
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. 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.


GOIGXGSIYXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.37

-0.21

Sortino ratio

Return per unit of downside risk

1.64

1.81

-0.16

Omega ratio

Gain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratio

Return relative to maximum drawdown

1.45

1.89

-0.44

Martin ratio

Return relative to average drawdown

6.14

7.61

-1.47

GOIGX vs. GSIYX - Sharpe Ratio Comparison

The current GOIGX Sharpe Ratio is 1.16, which is comparable to the GSIYX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of GOIGX and GSIYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GOIGXGSIYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.37

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.73

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.82

-0.50

Correlation

The correlation between GOIGX and GSIYX 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. GSIYX - Dividend Comparison

GOIGX has not paid dividends to shareholders, while GSIYX's dividend yield for the trailing twelve months is around 4.91%.


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

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.


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Drawdown Indicators


GOIGXGSIYXDifference

Max Drawdown

Largest peak-to-trough decline

-54.60%

-28.79%

-25.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-8.76%

-4.99%

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

-10.62%

-5.24%

-5.38%

Average Drawdown

Average peak-to-trough decline

-12.72%

-4.84%

-7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.17%

+1.08%

Volatility

GOIGX vs. GSIYX - Volatility Comparison

John Hancock International Growth Fund Class A (GOIGX) has a higher volatility of 9.02% compared to Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) at 4.84%. 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.


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Volatility by Period


GOIGXGSIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

4.84%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

7.41%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.03%

12.52%

+5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

14.45%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

15.78%

+1.06%