John Hancock Tax-Advantaged Dividend Income Fund (HTD) Sharpe Ratio: 1.62

HTD's Sharpe Ratio of 1.62 indicates that for each unit of volatility, it generates 1.62 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

HTD Sharpe Ratio Rank

Below Average

HTD ranks above 36.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

HTD Sharpe Ratio Market Positioning

The chart shows HTD's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.30 or lower
Yellow zone (middle 50%): 1.30 to 2.33
Green zone (top 25%): 2.33 or higher
Top 1%: 4.28+
Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares John Hancock Tax-Advantaged Dividend Income Fund's Sharpe Ratio with other mutual funds in the Dividend category across multiple time periods, showing how HTD's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

Symbol	Name	1Y Sharpe Ratio
FDGDX	Fidelity Advisor 529 Dividend Growth Portfolio Class D	2.84
FDGFX	Fidelity Dividend Growth Fund	2.76
VIHAX	Vanguard International High Dividend Yield Index Fund Admiral Shares	2.71
NFJ	Virtus Dividend, Interest and Premium Strategy Fund	2.62
EPDPX	EuroPac International Dividend Income Fund Class A	2.51
PMAIX	Pioneer Multi-Asset Income Fund A	2.45
OIEJX	JPMorgan Equity Income Fund R6	2.44
VHYAX	Vanguard High Dividend Yield Index Fund Admiral Shares	2.41
EOD	Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund	2.40
PJDZX	PGIM Jennison Rising Dividend Fund	2.39
HTD	John Hancock Tax-Advantaged Dividend Income Fund	1.62

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows HTD's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HTD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does HTD fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio