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JCCIX vs. GOGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCCIX vs. GOGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Small Cap Core Fund (JCCIX) and John Hancock Funds International Growth Fund (GOGIX). The values are adjusted to include any dividend payments, if applicable.

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JCCIX vs. GOGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JCCIX
John Hancock Small Cap Core Fund
-2.42%-1.90%10.62%16.52%-19.09%24.10%25.99%26.79%-18.28%16.04%
GOGIX
John Hancock Funds International Growth Fund
-5.47%29.79%10.70%12.93%-26.80%9.67%22.44%27.85%-12.06%36.67%

Returns By Period

In the year-to-date period, JCCIX achieves a -2.42% return, which is significantly higher than GOGIX's -5.47% return. Both investments have delivered pretty close results over the past 10 years, with JCCIX having a 8.83% annualized return and GOGIX not far behind at 8.53%.


JCCIX

1D
-1.01%
1M
-9.12%
YTD
-2.42%
6M
-0.08%
1Y
6.25%
3Y*
5.11%
5Y*
0.91%
10Y*
8.83%

GOGIX

1D
-0.54%
1M
-12.79%
YTD
-5.47%
6M
-2.10%
1Y
16.95%
3Y*
12.68%
5Y*
3.56%
10Y*
8.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JCCIX vs. GOGIX - Expense Ratio Comparison

JCCIX has a 0.98% expense ratio, which is lower than GOGIX's 0.99% expense ratio.


Return for Risk

JCCIX vs. GOGIX — Risk / Return Rank

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

JCCIX
JCCIX Risk / Return Rank: 1111
Overall Rank
JCCIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
JCCIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
JCCIX Omega Ratio Rank: 1111
Omega Ratio Rank
JCCIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
JCCIX Martin Ratio Rank: 1212
Martin Ratio Rank

GOGIX
GOGIX Risk / Return Rank: 4444
Overall Rank
GOGIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GOGIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
GOGIX Omega Ratio Rank: 4242
Omega Ratio Rank
GOGIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
GOGIX Martin Ratio Rank: 4646
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.

JCCIX vs. GOGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Small Cap Core Fund (JCCIX) and John Hancock Funds International Growth Fund (GOGIX). 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.


JCCIXGOGIXDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.92

-0.66

Sortino ratio

Return per unit of downside risk

0.53

1.32

-0.79

Omega ratio

Gain probability vs. loss probability

1.07

1.19

-0.12

Calmar ratio

Return relative to maximum drawdown

0.26

1.07

-0.82

Martin ratio

Return relative to average drawdown

0.93

4.63

-3.71

JCCIX vs. GOGIX - Sharpe Ratio Comparison

The current JCCIX Sharpe Ratio is 0.25, which is lower than the GOGIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of JCCIX and GOGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JCCIXGOGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.92

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.22

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.51

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.33

+0.02

Correlation

The correlation between JCCIX and GOGIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JCCIX vs. GOGIX - Dividend Comparison

JCCIX's dividend yield for the trailing twelve months is around 4.64%, more than GOGIX's 0.09% yield.


TTM20252024202320222021202020192018201720162015
JCCIX
John Hancock Small Cap Core Fund
4.64%4.53%0.96%0.83%0.99%12.20%1.43%0.00%5.55%11.90%0.73%1.07%
GOGIX
John Hancock Funds International Growth Fund
0.09%0.08%0.78%2.66%13.68%15.35%0.21%0.67%2.90%0.49%0.94%0.43%

Drawdowns

JCCIX vs. GOGIX - Drawdown Comparison

The maximum JCCIX drawdown since its inception was -38.69%, smaller than the maximum GOGIX drawdown of -54.30%. Use the drawdown chart below to compare losses from any high point for JCCIX and GOGIX.


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Drawdown Indicators


JCCIXGOGIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.69%

-54.30%

+15.61%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-13.70%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-38.22%

+10.75%

Max Drawdown (10Y)

Largest decline over 10 years

-38.69%

-38.22%

-0.47%

Current Drawdown

Current decline from peak

-11.11%

-13.70%

+2.59%

Average Drawdown

Average peak-to-trough decline

-7.69%

-12.27%

+4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.17%

+1.03%

Volatility

JCCIX vs. GOGIX - Volatility Comparison

The current volatility for John Hancock Small Cap Core Fund (JCCIX) is 6.10%, while John Hancock Funds International Growth Fund (GOGIX) has a volatility of 8.11%. This indicates that JCCIX experiences smaller price fluctuations and is considered to be less risky than GOGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JCCIXGOGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

8.11%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.44%

12.60%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

23.76%

17.72%

+6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.59%

16.56%

+5.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

16.80%

+4.62%