GOIGX vs. QFVOX
GOIGX (John Hancock International Growth Fund Class A) and QFVOX (Pear Tree Polaris Foreign Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, GOIGX returned 9.25%/yr vs 10.51%/yr for QFVOX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. GOIGX charges 1.30%/yr vs 1.40%/yr for QFVOX.
Performance
GOIGX vs. QFVOX - Performance Comparison
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Returns By Period
In the year-to-date period, GOIGX achieves a 9.36% return, which is significantly lower than QFVOX's 21.28% return. Over the past 10 years, GOIGX has underperformed QFVOX with an annualized return of 9.25%, while QFVOX has yielded a comparatively higher 10.51% annualized return.
GOIGX
- 1D
- 0.32%
- 1M
- -2.68%
- 6M
- 2.61%
- YTD
- 9.36%
- 1Y
- 20.09%
- 3Y*
- 16.25%
- 5Y*
- 5.09%
- 10Y*
- 9.25%
- ALL TIME*
- 6.46%
QFVOX
- 1D
- 1.71%
- 1M
- 3.79%
- 6M
- 13.92%
- YTD
- 21.28%
- 1Y
- 39.79%
- 3Y*
- 19.09%
- 5Y*
- 11.83%
- 10Y*
- 10.51%
- ALL TIME*
- 7.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GOIGX vs. QFVOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOIGX John Hancock International Growth Fund Class A | 9.36% | 29.39% | 10.41% | 12.55% | -27.00% | 9.33% | 22.08% | 27.45% | -12.31% | 36.25% |
QFVOX Pear Tree Polaris Foreign Value Fund | 21.28% | 33.85% | -0.70% | 19.88% | -17.14% | 19.44% | 2.65% | 17.93% | -13.28% | 25.24% |
Correlation
The correlation between GOIGX and QFVOX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.68 |
Over the past year, the correlation between GOIGX and QFVOX has dropped to 0.46 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
GOIGX vs. QFVOX — Risk / Return Rank
GOIGX
QFVOX
GOIGX vs. QFVOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock International Growth Fund Class A (GOIGX) and Pear Tree Polaris Foreign Value Fund (QFVOX). 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 | QFVOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.47 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 3.54 | -2.13 |
| Martin ratioReturn relative to average drawdown | 5.04 | 12.57 | -7.53 |
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Drawdowns
GOIGX vs. QFVOX - Drawdown Comparison
The maximum GOIGX drawdown since its inception was -54.60%, smaller than the maximum QFVOX drawdown of -70.51%. Use the drawdown chart below to compare losses from any high point for GOIGX and QFVOX.
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Drawdown Indicators
| GOIGX | QFVOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -70.51% | +15.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -11.02% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -13.75% | -14.92% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -38.46% | -32.90% | -5.56% |
Max Drawdown (10Y)Largest decline over 10 years | -38.46% | -45.52% | +7.06% |
Current DrawdownCurrent decline from peak | -6.69% | 0.00% | -6.69% |
Average DrawdownAverage peak-to-trough decline | -12.56% | -15.22% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.09% | +0.74% |
Volatility
GOIGX vs. QFVOX - Volatility Comparison
John Hancock International Growth Fund Class A (GOIGX) has a higher volatility of 7.37% compared to Pear Tree Polaris Foreign Value Fund (QFVOX) at 4.42%. This indicates that GOIGX's price experiences larger fluctuations and is considered to be riskier than QFVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOIGX | QFVOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 4.42% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 18.58% | 13.92% | +4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.55% | 15.51% | +5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 15.59% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 16.37% | +0.84% |
GOIGX vs. QFVOX - Expense Ratio Comparison
GOIGX has a 1.30% expense ratio, which is lower than QFVOX's 1.40% expense ratio.
Dividends
GOIGX vs. QFVOX - Dividend Comparison
GOIGX has not paid dividends to shareholders, while QFVOX's dividend yield for the trailing twelve months is around 4.66%.
| 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% |
QFVOX Pear Tree Polaris Foreign Value Fund | 4.66% | 5.66% | 1.95% | 1.88% | 1.43% | 10.11% | 1.58% | 1.14% | 0.98% | 0.60% | 1.02% | 1.58% |
Frequently Asked Questions
GOIGX and QFVOX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOIGX has higher volatility (7.37%) compared to QFVOX (4.42%). In terms of maximum drawdown, GOIGX dropped -54.60% vs QFVOX's -70.51%.
QFVOX currently has the higher Sharpe Ratio (2.52 vs 0.94), 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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