TAGRX vs. GOIGX
TAGRX (John Hancock Fundamental Large Cap Core Fund) and GOIGX (John Hancock International Growth Fund Class A) are both mutual funds - TAGRX is a Large Cap Blend Equities fund managed by John Hancock, while GOIGX is a Foreign Large Cap Equities fund actively managed by John Hancock. Over the past 10 years, TAGRX returned 12.00%/yr vs 9.23%/yr for GOIGX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. TAGRX charges 1.01%/yr vs 1.30%/yr for GOIGX.
Performance
TAGRX vs. GOIGX - Performance Comparison
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Returns By Period
In the year-to-date period, TAGRX achieves a 1.91% return, which is significantly lower than GOIGX's 9.02% return. Over the past 10 years, TAGRX has outperformed GOIGX with an annualized return of 12.00%, while GOIGX has yielded a comparatively lower 9.23% annualized return.
TAGRX
- 1D
- 0.59%
- 1M
- -0.19%
- 6M
- 1.77%
- YTD
- 1.91%
- 1Y
- 11.73%
- 3Y*
- 13.14%
- 5Y*
- 7.31%
- 10Y*
- 12.00%
- ALL TIME*
- 8.71%
GOIGX
- 1D
- 3.41%
- 1M
- -2.99%
- 6M
- 3.15%
- YTD
- 9.02%
- 1Y
- 19.71%
- 3Y*
- 15.67%
- 5Y*
- 5.03%
- 10Y*
- 9.23%
- ALL TIME*
- 6.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TAGRX vs. GOIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAGRX John Hancock Fundamental Large Cap Core Fund | 1.91% | 9.98% | 21.14% | 32.23% | -24.86% | 29.16% | 20.55% | 35.06% | -14.09% | 19.63% |
GOIGX John Hancock International Growth Fund Class A | 9.02% | 29.39% | 10.41% | 12.55% | -27.00% | 9.33% | 22.08% | 27.45% | -12.31% | 36.25% |
Correlation
The correlation between TAGRX and GOIGX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.77 |
The correlation between TAGRX and GOIGX has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.
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Return for Risk
TAGRX vs. GOIGX — Risk / Return Rank
TAGRX
GOIGX
TAGRX vs. GOIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Fundamental Large Cap Core Fund (TAGRX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TAGRX | GOIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.17 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.28 | -0.67 |
| Martin ratioReturn relative to average drawdown | 2.06 | 4.62 | -2.57 |
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Drawdowns
TAGRX vs. GOIGX - Drawdown Comparison
The maximum TAGRX drawdown since its inception was -58.45%, which is greater than GOIGX's maximum drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for TAGRX and GOIGX.
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Drawdown Indicators
| TAGRX | GOIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.45% | -54.60% | -3.85% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -13.75% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -26.11% | -13.75% | -12.36% |
Max Drawdown (5Y)Largest decline over 5 years | -29.10% | -38.46% | +9.36% |
Max Drawdown (10Y)Largest decline over 10 years | -36.96% | -38.46% | +1.50% |
Current DrawdownCurrent decline from peak | -2.14% | -6.98% | +4.84% |
Average DrawdownAverage peak-to-trough decline | -11.51% | -12.56% | +1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 3.81% | +0.36% |
Volatility
TAGRX vs. GOIGX - Volatility Comparison
The current volatility for John Hancock Fundamental Large Cap Core Fund (TAGRX) is 3.54%, while John Hancock International Growth Fund Class A (GOIGX) has a volatility of 7.51%. This indicates that TAGRX 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
| TAGRX | GOIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 7.51% | -3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 18.58% | -8.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.47% | 20.56% | -7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.26% | 17.62% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.46% | 17.21% | +3.25% |
TAGRX vs. GOIGX - Expense Ratio Comparison
TAGRX has a 1.01% expense ratio, which is lower than GOIGX's 1.30% expense ratio.
Dividends
TAGRX vs. GOIGX - Dividend Comparison
TAGRX's dividend yield for the trailing twelve months is around 11.87%, while GOIGX has not paid dividends to shareholders.
| Position | 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% |
TAGRX John Hancock Fundamental Large Cap Core Fund | 11.87% | 12.09% | 13.00% | 6.67% | 6.76% | 7.82% | 0.30% | 0.53% | 14.05% | 8.22% | 2.96% | 1.22% |
Frequently Asked Questions
TAGRX and GOIGX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOIGX has higher volatility (7.51%) compared to TAGRX (3.54%). In terms of maximum drawdown, TAGRX dropped -58.45% vs GOIGX's -54.60%.
GOIGX currently has the higher Sharpe Ratio (0.86 vs 0.64), 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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