PortfoliosLab logoPortfoliosLab logo
GSIYX vs. GOIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIYX vs. GOIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) and John Hancock International Growth Fund Class A (GOIGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GSIYX vs. GOIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

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


GSIYX

1D
0.94%
1M
-3.92%
YTD
4.76%
6M
8.21%
1Y
16.63%
3Y*
17.78%
5Y*
10.42%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSIYX vs. GOIGX - Expense Ratio Comparison

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


Return for Risk

GSIYX vs. GOIGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

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
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.

GSIYX vs. GOIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) and John Hancock International Growth Fund Class A (GOIGX). 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.


GSIYXGOIGXDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.16

+0.21

Sortino ratio

Return per unit of downside risk

1.81

1.64

+0.16

Omega ratio

Gain probability vs. loss probability

1.29

1.23

+0.06

Calmar ratio

Return relative to maximum drawdown

1.89

1.45

+0.44

Martin ratio

Return relative to average drawdown

7.61

6.14

+1.47

GSIYX vs. GOIGX - Sharpe Ratio Comparison

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


Loading graphics...

Sharpe Ratios by Period


GSIYXGOIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.16

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.22

+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

0.82

0.32

+0.50

Correlation

The correlation between GSIYX and GOIGX 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

GSIYX vs. GOIGX - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

GSIYX vs. GOIGX - Drawdown Comparison

The maximum GSIYX drawdown since its inception was -28.79%, smaller than the maximum GOIGX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for GSIYX and GOIGX.


Loading graphics...

Drawdown Indicators


GSIYXGOIGXDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-54.60%

+25.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-13.75%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-38.46%

+13.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.46%

Current Drawdown

Current decline from peak

-5.24%

-10.62%

+5.38%

Average Drawdown

Average peak-to-trough decline

-4.84%

-12.72%

+7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

3.25%

-1.08%

Volatility

GSIYX vs. GOIGX - Volatility Comparison

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) is 4.84%, while John Hancock International Growth Fund Class A (GOIGX) has a volatility of 9.02%. This indicates that GSIYX experiences smaller price fluctuations and is considered to be less risky than GOIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GSIYXGOIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

9.02%

-4.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

13.07%

-5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.52%

18.03%

-5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

16.63%

-2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

16.84%

-1.06%