GOIGX vs. JVLIX
Compare and contrast key facts about John Hancock International Growth Fund Class A (GOIGX) and John Hancock Funds Disciplined Value Fund (JVLIX).
GOIGX is an actively managed fund by John Hancock. It was launched on Jun 12, 2006. JVLIX is managed by John Hancock. It was launched on Jan 2, 1997.
Performance
GOIGX vs. JVLIX - Performance Comparison
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GOIGX vs. JVLIX - 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% |
JVLIX John Hancock Funds Disciplined Value Fund | 1.78% | 17.48% | 15.59% | 13.91% | -4.45% | 29.92% | 1.59% | 22.70% | -9.75% | 17.97% |
Returns By Period
In the year-to-date period, GOIGX achieves a -2.15% return, which is significantly lower than JVLIX's 1.78% return. Over the past 10 years, GOIGX has underperformed JVLIX with an annualized return of 8.58%, while JVLIX has yielded a comparatively higher 11.43% 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%
JVLIX
- 1D
- 2.44%
- 1M
- -5.70%
- YTD
- 1.78%
- 6M
- 4.25%
- 1Y
- 19.36%
- 3Y*
- 16.50%
- 5Y*
- 10.92%
- 10Y*
- 11.43%
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GOIGX vs. JVLIX - Expense Ratio Comparison
GOIGX has a 1.30% expense ratio, which is higher than JVLIX's 0.76% expense ratio.
Return for Risk
GOIGX vs. JVLIX — Risk / Return Rank
GOIGX
JVLIX
GOIGX vs. JVLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock International Growth Fund Class A (GOIGX) and John Hancock Funds Disciplined Value Fund (JVLIX). 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 | JVLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.17 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.66 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.73 | -0.28 |
Martin ratioReturn relative to average drawdown | 6.14 | 7.89 | -1.76 |
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 | JVLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.17 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.63 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.61 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.34 | -0.03 |
Correlation
The correlation between GOIGX and JVLIX is 0.75, 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. JVLIX - Dividend Comparison
GOIGX has not paid dividends to shareholders, while JVLIX's dividend yield for the trailing twelve months is around 6.52%.
| 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% |
JVLIX John Hancock Funds Disciplined Value Fund | 6.52% | 6.64% | 13.97% | 7.22% | 7.16% | 14.63% | 1.57% | 5.87% | 10.59% | 4.60% | 1.22% | 3.44% |
Drawdowns
GOIGX vs. JVLIX - Drawdown Comparison
The maximum GOIGX drawdown since its inception was -54.60%, smaller than the maximum JVLIX drawdown of -59.12%. Use the drawdown chart below to compare losses from any high point for GOIGX and JVLIX.
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Drawdown Indicators
| GOIGX | JVLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -59.12% | +4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -11.86% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -38.46% | -20.48% | -17.98% |
Max Drawdown (10Y)Largest decline over 10 years | -38.46% | -40.33% | +1.87% |
Current DrawdownCurrent decline from peak | -10.62% | -5.70% | -4.92% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -10.57% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.60% | +0.65% |
Volatility
GOIGX vs. JVLIX - Volatility Comparison
John Hancock International Growth Fund Class A (GOIGX) has a higher volatility of 9.02% compared to John Hancock Funds Disciplined Value Fund (JVLIX) at 5.08%. This indicates that GOIGX's price experiences larger fluctuations and is considered to be riskier than JVLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOIGX | JVLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.02% | 5.08% | +3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.07% | 9.76% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 16.78% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 17.33% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 18.89% | -2.05% |