VWIGX vs. GOGIX

Last updated Jun 25, 2026

VWIGX (Vanguard International Growth Fund Investor Shares) and GOGIX (John Hancock Funds International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, VWIGX returned 10.23%/yr vs 10.68%/yr for GOGIX. Their correlation of 0.92 suggests significant overlap in exposure. VWIGX charges 0.38%/yr vs 0.99%/yr for GOGIX.

Performance

VWIGX vs. GOGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Investor Shares (VWIGX) and John Hancock Funds International Growth Fund (GOGIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VWIGX achieves a 2.62% return, which is significantly lower than GOGIX's 12.47% return. Both investments have delivered pretty close results over the past 10 years, with VWIGX having a 10.23% annualized return and GOGIX not far ahead at 10.68%.

VWIGX

• 1D: -2.80%
• 1M: -0.59%
• YTD: 2.62%
• 6M: 2.51%
• 1Y: 7.43%
• 3Y*: 11.46%
• 5Y*: -2.24%
• 10Y*: 10.23%

GOGIX

• 1D: -4.17%
• 1M: 1.52%
• YTD: 12.47%
• 6M: 12.44%
• 1Y: 23.07%
• 3Y*: 19.21%
• 5Y*: 5.71%
• 10Y*: 10.68%

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

VWIGX vs. GOGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWIGX Vanguard International Growth Fund Investor Shares	2.62%	19.96%	9.07%	14.65%	-30.86%	-11.18%	59.57%	31.36%	-12.68%	42.98%
GOGIX John Hancock Funds International Growth Fund	12.47%	29.79%	10.70%	12.93%	-26.80%	9.67%	22.44%	27.85%	-12.06%	36.67%

Correlation

The correlation between VWIGX and GOGIX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007	0.92

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

Return for Risk

VWIGX vs. GOGIX — Risk / Return Rank

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

VWIGX

VWIGX Risk / Return Rank: 8
VWIGX Sharpe Ratio Rank: 7
VWIGX Sortino Ratio Rank: 7
VWIGX Omega Ratio Rank: 7
VWIGX Calmar Ratio Rank: 8
VWIGX Martin Ratio Rank: 9

GOGIX

GOGIX Risk / Return Rank: 30
GOGIX Sharpe Ratio Rank: 27
GOGIX Sortino Ratio Rank: 26
GOGIX Omega Ratio Rank: 30
GOGIX Calmar Ratio Rank: 30
GOGIX Martin Ratio Rank: 38

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.

VWIGX vs. GOGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Investor Shares (VWIGX) 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.

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.

	VWIGX	GOGIX	Difference
Sharpe ratio: Return per unit of total volatility	0.53	1.31	-0.78
Sortino ratio: Return per unit of downside risk	0.86	1.84	-0.98
Omega ratio: Gain probability vs. loss probability	1.11	1.25	-0.15
Calmar ratio: Return relative to maximum drawdown	0.72	1.85	-1.13
Martin ratio: Return relative to average drawdown	2.28	7.47	-5.19

VWIGX vs. GOGIX - Sharpe Ratio Comparison

The current VWIGX Sharpe Ratio is 0.53, which is lower than the GOGIX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of VWIGX and GOGIX, 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

VWIGX vs. GOGIX - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -59.58%, which is greater than GOGIX's maximum drawdown of -54.30%. Use the drawdown chart below to compare losses from any high point for VWIGX and GOGIX.

Drawdown Indicators

	VWIGX	GOGIX	Difference
Max Drawdown Largest peak-to-trough decline	-59.58%	-54.30%	-5.28%
Max Drawdown (1Y) Largest decline over 1 year	-14.06%	-13.70%	-0.36%
Max Drawdown (3Y) Largest decline over 3 years	-20.04%	-13.70%	-6.34%
Max Drawdown (5Y) Largest decline over 5 years	-52.69%	-38.22%	-14.47%
Max Drawdown (10Y) Largest decline over 10 years	-53.25%	-38.22%	-15.03%
Current Drawdown Current decline from peak	-16.38%	-4.17%	-12.21%
Average Drawdown Average peak-to-trough decline	-13.80%	-12.15%	-1.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.41%	3.38%	+1.03%

Volatility

VWIGX vs. GOGIX - Volatility Comparison

The current volatility for Vanguard International Growth Fund Investor Shares (VWIGX) is 7.13%, while John Hancock Funds International Growth Fund (GOGIX) has a volatility of 9.51%. This indicates that VWIGX 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.

Volatility by Period

	VWIGX	GOGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.13%	9.51%	-2.38%
Volatility (6M) Calculated over the trailing 6-month period	15.72%	17.33%	-1.61%
Volatility (1Y) Calculated over the trailing 1-year period	18.99%	19.36%	-0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.43%	17.40%	+6.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.56%	17.11%	+4.45%

VWIGX vs. GOGIX - Expense Ratio Comparison

VWIGX has a 0.38% expense ratio, which is lower than GOGIX's 0.99% expense ratio.

Dividends

VWIGX vs. GOGIX - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 6.57%, 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%
VWIGX Vanguard International Growth Fund Investor Shares	6.57%	6.74%	9.68%	1.82%	6.90%	2.36%	2.28%	1.20%	5.34%	0.84%	1.26%	1.39%

Frequently Asked Questions

Can I hold both VWIGX and GOGIX in my portfolio?

With a correlation of 0.92, VWIGX and GOGIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, VWIGX or GOGIX?

GOGIX has higher volatility (9.51%) compared to VWIGX (7.13%). In terms of maximum drawdown, VWIGX dropped -59.58% vs GOGIX's -54.30%.

Which has better risk-adjusted returns?

GOGIX currently has the higher Sharpe Ratio (1.31 vs 0.53), 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.