GOIGX vs. JEEIX
GOIGX (John Hancock International Growth Fund Class A) and JEEIX (JHancock Infrastructure Fund) are both mutual funds - GOIGX is a International Equity fund actively managed by John Hancock, while JEEIX is a Energy Equities fund managed by John Hancock. Over the past 10 years, GOIGX returned 10.82%/yr vs 9.51%/yr for JEEIX. A 0.66 correlation means they provide meaningful diversification when combined. GOIGX charges 1.30%/yr vs 0.95%/yr for JEEIX.
Performance
GOIGX vs. JEEIX - Performance Comparison
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Returns By Period
In the year-to-date period, GOIGX achieves a 17.20% return, which is significantly higher than JEEIX's 10.43% return. Over the past 10 years, GOIGX has outperformed JEEIX with an annualized return of 10.82%, while JEEIX has yielded a comparatively lower 9.51% annualized 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%
JEEIX
- 1D
- 0.31%
- 1M
- -1.66%
- YTD
- 10.43%
- 6M
- 10.49%
- 1Y
- 19.60%
- 3Y*
- 18.42%
- 5Y*
- 9.28%
- 10Y*
- 9.51%
GOIGX vs. JEEIX - 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% |
JEEIX JHancock Infrastructure Fund | 10.43% | 25.51% | 13.24% | 4.74% | -8.48% | 13.97% | 2.53% | 23.46% | -1.43% | 17.09% |
Correlation
The correlation between GOIGX and JEEIX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2013 | 0.66 |
Over the past year, the correlation between GOIGX and JEEIX has dropped to 0.33 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
GOIGX vs. JEEIX — Risk / Return Rank
GOIGX
JEEIX
GOIGX vs. JEEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock International Growth Fund Class A (GOIGX) and JHancock Infrastructure Fund (JEEIX). 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 | JEEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 3.14 | -0.88 |
| Martin ratioReturn relative to average drawdown | 9.17 | 8.93 | +0.24 |
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Drawdowns
GOIGX vs. JEEIX - Drawdown Comparison
The maximum GOIGX drawdown since its inception was -54.60%, which is greater than JEEIX's maximum drawdown of -30.39%. Use the drawdown chart below to compare losses from any high point for GOIGX and JEEIX.
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Drawdown Indicators
| GOIGX | JEEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -30.39% | -24.21% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -6.56% | -7.19% |
Max Drawdown (3Y)Largest decline over 3 years | -13.75% | -11.10% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -38.46% | -22.02% | -16.44% |
Max Drawdown (10Y)Largest decline over 10 years | -38.46% | -30.39% | -8.07% |
Current DrawdownCurrent decline from peak | 0.00% | -5.25% | +5.25% |
Average DrawdownAverage peak-to-trough decline | -12.60% | -4.45% | -8.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.30% | +1.08% |
Volatility
GOIGX vs. JEEIX - Volatility Comparison
John Hancock International Growth Fund Class A (GOIGX) has a higher volatility of 8.36% compared to JHancock Infrastructure Fund (JEEIX) at 2.66%. This indicates that GOIGX's price experiences larger fluctuations and is considered to be riskier than JEEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOIGX | JEEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.36% | 2.66% | +5.70% |
Volatility (6M)Calculated over the trailing 6-month period | 16.77% | 7.76% | +9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 9.87% | +9.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 12.82% | +4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 14.18% | +3.01% |
GOIGX vs. JEEIX - Expense Ratio Comparison
GOIGX has a 1.30% expense ratio, which is higher than JEEIX's 0.95% expense ratio.
Dividends
GOIGX vs. JEEIX - Dividend Comparison
GOIGX has not paid dividends to shareholders, while JEEIX's dividend yield for the trailing twelve months is around 1.09%.
| 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% |
JEEIX JHancock Infrastructure Fund | 1.09% | 2.37% | 2.48% | 2.25% | 1.93% | 6.70% | 2.24% | 4.69% | 4.25% | 2.29% | 2.27% | 1.42% |
Frequently Asked Questions
GOIGX and JEEIX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOIGX has higher volatility (8.36%) compared to JEEIX (2.66%). In terms of maximum drawdown, GOIGX dropped -54.60% vs JEEIX's -30.39%.
JEEIX currently has the higher Sharpe Ratio (2.09 vs 1.65), 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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