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TRIEX vs. GOIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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TRIEX vs. GOIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRIEX
Nuveen International Equity Index Fund Retirement Class
0.98%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
-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, TRIEX achieves a 0.98% return, which is significantly higher than GOIGX's -2.15% return. Both investments have delivered pretty close results over the past 10 years, with TRIEX having a 8.63% annualized return and GOIGX not far behind at 8.58%.


TRIEX

1D
2.99%
1M
-6.32%
YTD
0.98%
6M
4.68%
1Y
22.55%
3Y*
14.20%
5Y*
7.98%
10Y*
8.63%

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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TRIEX vs. GOIGX - Expense Ratio Comparison

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


Return for Risk

TRIEX vs. GOIGX — Risk / Return Rank

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

TRIEX
TRIEX Risk / Return Rank: 6363
Overall Rank
TRIEX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TRIEX Sortino Ratio Rank: 6464
Sortino Ratio Rank
TRIEX Omega Ratio Rank: 6060
Omega Ratio Rank
TRIEX Calmar Ratio Rank: 6565
Calmar Ratio Rank
TRIEX Martin Ratio Rank: 5858
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.

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.


TRIEXGOIGXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.16

+0.18

Sortino ratio

Return per unit of downside risk

1.85

1.64

+0.21

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

1.81

1.45

+0.36

Martin ratio

Return relative to average drawdown

6.82

6.14

+0.68

TRIEX vs. GOIGX - Sharpe Ratio Comparison

The current TRIEX Sharpe Ratio is 1.34, which is comparable to the GOIGX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of TRIEX 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


TRIEXGOIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.16

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.22

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.51

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.32

+0.08

Correlation

The correlation between TRIEX and GOIGX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TRIEX vs. GOIGX - Dividend Comparison

TRIEX's dividend yield for the trailing twelve months is around 3.53%, while GOIGX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
TRIEX
Nuveen International Equity Index Fund Retirement Class
3.53%3.57%2.84%2.83%2.49%2.69%1.70%2.78%3.05%2.51%2.65%2.72%
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

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.


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Drawdown Indicators


TRIEXGOIGXDifference

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 (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

-8.22%

-10.62%

+2.40%

Average Drawdown

Average peak-to-trough decline

-11.50%

-12.72%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.25%

-0.24%

Volatility

TRIEX vs. GOIGX - Volatility Comparison

The current volatility for Nuveen International Equity Index Fund Retirement Class (TRIEX) is 7.74%, while John Hancock International Growth Fund Class A (GOIGX) has a volatility of 9.02%. 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.


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Volatility by Period


TRIEXGOIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

9.02%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

13.07%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

18.03%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

16.63%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

16.84%

-0.25%