GOIGX vs. TRIEX
Compare and contrast key facts about John Hancock International Growth Fund Class A (GOIGX) and Nuveen International Equity Index Fund Retirement Class (TRIEX).
GOIGX is an actively managed fund by John Hancock. It was launched on Jun 12, 2006. TRIEX is a passively managed fund by Nuveen that tracks the performance of the MSCI EAFE Index. It was launched on Oct 1, 2002.
Performance
GOIGX vs. TRIEX - Performance Comparison
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GOIGX vs. TRIEX - 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% |
TRIEX Nuveen International Equity Index Fund Retirement Class | 0.98% | 31.24% | 3.41% | 17.93% | -14.44% | 11.08% | 7.85% | 21.58% | -13.56% | 25.06% |
Returns By Period
In the year-to-date period, GOIGX achieves a -2.15% return, which is significantly lower than TRIEX's 0.98% return. Both investments have delivered pretty close results over the past 10 years, with GOIGX having a 8.58% annualized return and TRIEX not far ahead at 8.63%.
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%
TRIEX
- 1D
- 2.99%
- 1M
- -6.32%
- YTD
- 0.98%
- 6M
- 4.68%
- 1Y
- 22.55%
- 3Y*
- 14.20%
- 5Y*
- 7.98%
- 10Y*
- 8.63%
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GOIGX vs. TRIEX - Expense Ratio Comparison
GOIGX has a 1.30% expense ratio, which is higher than TRIEX's 0.30% expense ratio.
Return for Risk
GOIGX vs. TRIEX — Risk / Return Rank
GOIGX
TRIEX
GOIGX vs. TRIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock International Growth Fund Class A (GOIGX) and Nuveen International Equity Index Fund Retirement Class (TRIEX). 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 | TRIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.34 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.85 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.81 | -0.36 |
Martin ratioReturn relative to average drawdown | 6.14 | 6.82 | -0.68 |
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 | TRIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.34 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.50 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.52 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.40 | -0.08 |
Correlation
The correlation between GOIGX and TRIEX is 0.92, 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. TRIEX - Dividend Comparison
GOIGX has not paid dividends to shareholders, while TRIEX's dividend yield for the trailing twelve months is around 3.53%.
| 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% |
TRIEX Nuveen International Equity Index Fund Retirement Class | 3.53% | 3.57% | 2.84% | 2.83% | 2.49% | 2.69% | 1.70% | 2.78% | 3.05% | 2.51% | 2.65% | 2.72% |
Drawdowns
GOIGX vs. TRIEX - Drawdown Comparison
The maximum GOIGX drawdown since its inception was -54.60%, smaller than the maximum TRIEX drawdown of -60.73%. Use the drawdown chart below to compare losses from any high point for GOIGX and TRIEX.
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Drawdown Indicators
| GOIGX | TRIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -60.73% | +6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -11.37% | -2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -38.46% | -29.44% | -9.02% |
Max Drawdown (10Y)Largest decline over 10 years | -38.46% | -33.96% | -4.50% |
Current DrawdownCurrent decline from peak | -10.62% | -8.22% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -11.50% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.01% | +0.24% |
Volatility
GOIGX vs. TRIEX - Volatility Comparison
John Hancock International Growth Fund Class A (GOIGX) has a higher volatility of 9.02% compared to Nuveen International Equity Index Fund Retirement Class (TRIEX) at 7.74%. This indicates that GOIGX's price experiences larger fluctuations and is considered to be riskier than TRIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOIGX | TRIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.02% | 7.74% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.07% | 11.21% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 17.17% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 15.94% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 16.59% | +0.25% |