TRIEX vs. GOIGX

Last updated Aug 1, 2026

TRIEX (Nuveen International Equity Index Fund Retirement Class) and GOIGX (John Hancock International Growth Fund Class A) are both Foreign Large Cap Equities funds. TRIEX is passively managed, while GOIGX is actively managed. Over the past 10 years, TRIEX returned 9.37%/yr vs 9.23%/yr for GOIGX. Their correlation of 0.92 means they have usually moved in the same direction. TRIEX charges 0.30%/yr vs 1.30%/yr for GOIGX.

Performance

TRIEX vs. GOIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen International Equity Index Fund Retirement Class (TRIEX) and John Hancock International Growth Fund Class A (GOIGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRIEX achieves a 12.51% return, which is significantly higher than GOIGX's 9.02% return. Both investments have delivered pretty close results over the past 10 years, with TRIEX having a 9.37% annualized return and GOIGX not far behind at 9.23%.

TRIEX

• 1D: 2.74%
• 1M: 2.03%
• 6M: 7.08%
• YTD: 12.51%
• 1Y: 25.83%
• 3Y*: 16.14%
• 5Y*: 9.30%
• 10Y*: 9.37%
• ALL TIME*: 7.90%

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%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GOIGX John Hancock International Growth Fund Class A	$0.00	$0.00	$0.00
TRIEX Nuveen International Equity Index Fund Retirement Class	$0.00	$0.00	$0.00

TRIEX vs. GOIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRIEX Nuveen International Equity Index Fund Retirement Class	12.51%	31.24%	3.41%	17.93%	-14.44%	11.08%	7.85%	21.58%	-13.56%	25.06%
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 TRIEX and GOIGX is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (3Y) Balances recent behavior with more history.	0.91
Correlation (5Y) Shows whether the relationship held over a longer period.	0.92
Correlation (10Y) Provides a long-term view across more market conditions.	0.89
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007	0.92

The correlation between TRIEX and GOIGX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Return for Risk

TRIEX vs. GOIGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TRIEX

TRIEX Risk / Return Rank: 61
TRIEX Sharpe Ratio Rank: 62
TRIEX Sortino Ratio Rank: 61
TRIEX Omega Ratio Rank: 59
TRIEX Calmar Ratio Rank: 62
TRIEX Martin Ratio Rank: 61

GOIGX

GOIGX Risk / Return Rank: 26
GOIGX Sharpe Ratio Rank: 23
GOIGX Sortino Ratio Rank: 23
GOIGX Omega Ratio Rank: 25
GOIGX Calmar Ratio Rank: 27
GOIGX Martin Ratio Rank: 30

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TRIEX vs. GOIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen International Equity Index Fund Retirement Class (TRIEX) 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.

	TRIEX	GOIGX	Difference
Sharpe ratio: Return per unit of total volatility	1.56	0.86	+0.70
Sortino ratio: Return per unit of downside risk	2.23	1.30	+0.93
Omega ratio: Gain probability vs. loss probability	1.28	1.17	+0.11
Calmar ratio: Return relative to maximum drawdown	2.17	1.28	+0.89
Martin ratio: Return relative to average drawdown	8.17	4.62	+3.54

TRIEX vs. GOIGX - Sharpe Ratio Comparison

The current TRIEX Sharpe Ratio is 1.56, which is higher than the GOIGX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of TRIEX and GOIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TRIEX vs. GOIGX - Drawdown Comparison

The maximum TRIEX drawdown since its inception was -60.73%, which is greater than GOIGX's maximum drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for TRIEX and GOIGX.

Drawdown Indicators

	TRIEX	GOIGX	Difference
Max Drawdown Largest peak-to-trough decline	-60.73%	-54.60%	-6.13%
Max Drawdown (1Y) Largest decline over 1 year	-11.37%	-13.75%	+2.38%
Max Drawdown (3Y) Largest decline over 3 years	-13.55%	-13.75%	+0.20%
Max Drawdown (5Y) Largest decline over 5 years	-29.44%	-38.46%	+9.02%
Max Drawdown (10Y) Largest decline over 10 years	-33.96%	-38.46%	+4.50%
Current Drawdown Current decline from peak	0.00%	-6.98%	+6.98%
Average Drawdown Average peak-to-trough decline	-11.37%	-12.56%	+1.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	3.81%	-0.79%

Volatility

TRIEX vs. GOIGX - Volatility Comparison

The current volatility for Nuveen International Equity Index Fund Retirement Class (TRIEX) is 4.70%, while John Hancock International Growth Fund Class A (GOIGX) has a volatility of 7.51%. This indicates that TRIEX 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.

Volatility by Period

	TRIEX	GOIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.70%	7.51%	-2.81%
Volatility (6M) Calculated over the trailing 6-month period	13.45%	18.58%	-5.13%
Volatility (1Y) Calculated over the trailing 1-year period	15.85%	20.56%	-4.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.25%	17.62%	-1.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.40%	17.21%	-0.81%

TRIEX vs. GOIGX - Expense Ratio Comparison

TRIEX has a 0.30% expense ratio, which is lower than GOIGX's 1.30% expense ratio.

Dividends

TRIEX vs. GOIGX - Dividend Comparison

TRIEX's dividend yield for the trailing twelve months is around 3.17%, 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%
TRIEX Nuveen International Equity Index Fund Retirement Class	3.17%	3.57%	2.84%	2.83%	2.49%	2.69%	1.70%	2.78%	3.05%	2.51%	2.65%	2.72%

Frequently Asked Questions

Can I hold both TRIEX and GOIGX in my portfolio?

TRIEX and GOIGX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRIEX or GOIGX?

GOIGX has higher volatility (7.51%) compared to TRIEX (4.70%). In terms of maximum drawdown, TRIEX dropped -60.73% vs GOIGX's -54.60%.

Which has better risk-adjusted returns?

TRIEX currently has the higher Sharpe Ratio (1.56 vs 0.86), 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.