Modern-day pilgrimage made world headlines this fall when Saudi Arabia deported more than 1,000 Nigerian Muslim women for attending the annual Hajj without male chaperones.

Nigeria has sponsored its citizens to undertake the religious ritual—required once in a lifetime by Islam if health and money allow—since its independence in 1960. This year, it sent nearly 90,000 pilgrims. But overshadowed is the fact that the oil-rich West African country also sponsors Christian citizens on their own pilgrimages.

An estimated 30,000 Christians visited Israel, Rome, Greece, and Egypt between October and December. (While the government sponsored many of the trips, churches and nonprofits backed others.) Thanks to increased awareness and funding, this number has skyrocketed in recent years—tripling since 2010 and up from 2,000 a decade ago. Until last year, the government had only sponsored Christians' trips to Jerusalem; the city is still the preferred destination for 80 percent of the travelers.

Many Christians in Africa's most populous nation take huge pride in being pilgrims, adding the title Jerusalem Pilgrim, or the initials JP, to their names.

The Nigerian government sponsors pilgrims on the premise that they experience spiritual re-births and return better Christians and better citizens, said John Opara, executive secretary of the governmental Nigerian Christian Pilgrim Commission (NCPC). "Pilgrimage is serious business, and not a travel jaunt as envisaged in some quarters."

But now church and government officials are working to assess whether pilgrimage actually delivers on this promised return on investment. To answer the question, the commission will subject pilgrims to a series ...

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