JVMIX vs. GOGIX
JVMIX (John Hancock Funds Disciplined Value Mid Cap Fund Class I) and GOGIX (John Hancock Funds International Growth Fund) are both mutual funds - JVMIX is a Mid Cap Value Equities fund managed by John Hancock, while GOGIX is a Foreign Large Cap Equities fund managed by John Hancock. Over the past 10 years, JVMIX returned 10.34%/yr vs 10.29%/yr for GOGIX. A 0.73 correlation means they provide meaningful diversification when combined. JVMIX charges 0.87%/yr vs 0.99%/yr for GOGIX.
Performance
JVMIX vs. GOGIX - Performance Comparison
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Returns By Period
In the year-to-date period, JVMIX achieves a 7.14% return, which is significantly lower than GOGIX's 14.57% return. Both investments have delivered pretty close results over the past 10 years, with JVMIX having a 10.34% annualized return and GOGIX not far behind at 10.29%.
JVMIX
- 1D
- 0.89%
- 1M
- 1.31%
- YTD
- 7.14%
- 6M
- 5.90%
- 1Y
- 15.95%
- 3Y*
- 14.65%
- 5Y*
- 8.02%
- 10Y*
- 10.34%
GOGIX
- 1D
- 0.60%
- 1M
- 5.73%
- YTD
- 14.57%
- 6M
- 16.19%
- 1Y
- 27.60%
- 3Y*
- 19.92%
- 5Y*
- 6.29%
- 10Y*
- 10.29%
JVMIX vs. GOGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 7.14% | 11.28% | 10.46% | 16.64% | -7.09% | 26.85% | 5.90% | 30.13% | -14.90% | 15.10% |
GOGIX John Hancock Funds International Growth Fund | 14.57% | 29.79% | 10.70% | 12.93% | -26.80% | 9.67% | 22.44% | 27.85% | -12.06% | 36.67% |
Correlation
The correlation between JVMIX and GOGIX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2007 | 0.73 |
The correlation between JVMIX and GOGIX shifts across timeframes, from 0.59 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JVMIX vs. GOGIX — Risk / Return Rank
JVMIX
GOGIX
JVMIX vs. GOGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) 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.
| JVMIX | GOGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.99 | 0.00 |
| Martin ratioReturn relative to average drawdown | 6.42 | 8.20 | -1.77 |
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
| JVMIX | GOGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.58 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.37 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.61 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.38 | -0.08 |
Drawdowns
JVMIX vs. GOGIX - Drawdown Comparison
The maximum JVMIX drawdown since its inception was -67.04%, which is greater than GOGIX's maximum drawdown of -54.30%. Use the drawdown chart below to compare losses from any high point for JVMIX and GOGIX.
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Drawdown Indicators
| JVMIX | GOGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.04% | -54.30% | -12.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -13.70% | +5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -13.70% | -7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -38.22% | +17.09% |
Max Drawdown (10Y)Largest decline over 10 years | -42.64% | -38.22% | -4.42% |
Current DrawdownCurrent decline from peak | -1.44% | 0.00% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -13.37% | -12.18% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 3.33% | -0.67% |
Volatility
JVMIX vs. GOGIX - Volatility Comparison
The current volatility for John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) is 3.27%, while John Hancock Funds International Growth Fund (GOGIX) has a volatility of 6.61%. This indicates that JVMIX 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
| JVMIX | GOGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 6.61% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 14.96% | -5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 17.36% | -4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 16.96% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.32% | 17.05% | +3.27% |
JVMIX vs. GOGIX - Expense Ratio Comparison
JVMIX has a 0.87% expense ratio, which is lower than GOGIX's 0.99% expense ratio.
Dividends
JVMIX vs. GOGIX - Dividend Comparison
JVMIX's dividend yield for the trailing twelve months is around 8.63%, more than GOGIX's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOGIX John Hancock Funds International Growth Fund | 0.07% | 0.08% | 0.78% | 2.66% | 13.68% | 15.35% | 0.21% | 0.67% | 2.90% | 0.49% | 0.94% | 0.43% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 8.63% | 9.24% | 12.05% | 4.02% | 5.27% | 6.67% | 1.13% | 2.40% | 13.85% | 5.94% | 1.91% | 5.88% |
Frequently Asked Questions
JVMIX and GOGIX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOGIX has higher volatility (6.61%) compared to JVMIX (3.27%). In terms of maximum drawdown, JVMIX dropped -67.04% vs GOGIX's -54.30%.
GOGIX currently has the higher Sharpe Ratio (1.58 vs 1.34), 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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