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JCCIX vs. GOIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCCIX vs. GOIGX - 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 International Growth Fund Class A (GOIGX). The values are adjusted to include any dividend payments, if applicable.

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JCCIX vs. GOIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JCCIX
John Hancock Small Cap Core Fund
0.87%-1.90%10.62%16.52%-19.09%24.10%25.99%26.79%-18.28%16.04%
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%

Returns By Period

In the year-to-date period, JCCIX achieves a 0.87% return, which is significantly higher than GOIGX's -2.15% return. Over the past 10 years, JCCIX has outperformed GOIGX with an annualized return of 9.19%, while GOIGX has yielded a comparatively lower 8.58% annualized return.


JCCIX

1D
0.49%
1M
-4.91%
YTD
0.87%
6M
2.66%
1Y
7.39%
3Y*
6.27%
5Y*
1.25%
10Y*
9.19%

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)

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JCCIX vs. GOIGX - Expense Ratio Comparison

JCCIX has a 0.98% expense ratio, which is lower than GOIGX's 1.30% expense ratio.


Return for Risk

JCCIX vs. GOIGX — Risk / Return Rank

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

JCCIX
JCCIX Risk / Return Rank: 1212
Overall Rank
JCCIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JCCIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
JCCIX Omega Ratio Rank: 1010
Omega Ratio Rank
JCCIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
JCCIX Martin Ratio Rank: 1515
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.

JCCIX vs. GOIGX - 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 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.


JCCIXGOIGXDifference

Sharpe ratio

Return per unit of total volatility

0.39

1.16

-0.77

Sortino ratio

Return per unit of downside risk

0.71

1.64

-0.93

Omega ratio

Gain probability vs. loss probability

1.10

1.23

-0.14

Calmar ratio

Return relative to maximum drawdown

0.65

1.45

-0.80

Martin ratio

Return relative to average drawdown

2.31

6.14

-3.83

JCCIX vs. GOIGX - Sharpe Ratio Comparison

The current JCCIX Sharpe Ratio is 0.39, which is lower than the GOIGX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of JCCIX 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.


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Sharpe Ratios by Period


JCCIXGOIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

1.16

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.22

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.51

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.32

+0.05

Correlation

The correlation between JCCIX and GOIGX 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. GOIGX - Dividend Comparison

JCCIX's dividend yield for the trailing twelve months is around 4.49%, while GOIGX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JCCIX
John Hancock Small Cap Core Fund
4.49%4.53%0.96%0.83%0.99%12.20%1.43%0.00%5.55%11.90%0.73%1.07%
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

JCCIX vs. GOIGX - Drawdown Comparison

The maximum JCCIX drawdown since its inception was -38.69%, smaller than the maximum GOIGX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for JCCIX and GOIGX.


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Drawdown Indicators


JCCIXGOIGXDifference

Max Drawdown

Largest peak-to-trough decline

-38.69%

-54.60%

+15.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-13.75%

+3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-38.46%

+10.99%

Max Drawdown (10Y)

Largest decline over 10 years

-38.69%

-38.46%

-0.23%

Current Drawdown

Current decline from peak

-8.12%

-10.62%

+2.50%

Average Drawdown

Average peak-to-trough decline

-7.69%

-12.72%

+5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

3.25%

+1.00%

Volatility

JCCIX vs. GOIGX - Volatility Comparison

The current volatility for John Hancock Small Cap Core Fund (JCCIX) is 6.74%, while John Hancock International Growth Fund Class A (GOIGX) has a volatility of 9.02%. This indicates that JCCIX 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.


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Volatility by Period


JCCIXGOIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

9.02%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

13.07%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

23.88%

18.03%

+5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.62%

16.63%

+4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

16.84%

+4.59%