DHY vs. HTD
Compare and contrast key facts about Dimensional High Yield Equity Fund (DHY) and John Hancock Tax-Advantaged Dividend Income Fund (HTD).
DHY is managed by Dimensional Fund Advisors. It was launched on Jan 1, 2013. HTD is managed by John Hancock. It was launched on Feb 25, 2004.
Performance
DHY vs. HTD - Performance Comparison
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DHY vs. HTD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHY Dimensional High Yield Equity Fund | -2.71% | 2.19% | 18.18% | 24.13% | -21.75% | 16.99% | 0.10% | 26.18% | -16.10% | 17.06% |
HTD John Hancock Tax-Advantaged Dividend Income Fund | 6.73% | 15.87% | 25.68% | -9.92% | -6.24% | 32.36% | -16.54% | 42.77% | -9.13% | 16.47% |
Returns By Period
In the year-to-date period, DHY achieves a -2.71% return, which is significantly lower than HTD's 6.73% return. Over the past 10 years, DHY has underperformed HTD with an annualized return of 7.91%, while HTD has yielded a comparatively higher 8.93% annualized return.
DHY
- 1D
- 3.83%
- 1M
- -1.24%
- YTD
- -2.71%
- 6M
- -3.37%
- 1Y
- -1.80%
- 3Y*
- 9.83%
- 5Y*
- 4.43%
- 10Y*
- 7.91%
HTD
- 1D
- 0.24%
- 1M
- -3.65%
- YTD
- 6.73%
- 6M
- 3.81%
- 1Y
- 11.75%
- 3Y*
- 13.83%
- 5Y*
- 8.97%
- 10Y*
- 8.93%
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DHY vs. HTD - Expense Ratio Comparison
DHY has a 0.04% expense ratio, which is higher than HTD's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DHY vs. HTD — Risk / Return Rank
DHY
HTD
DHY vs. HTD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional High Yield Equity Fund (DHY) and John Hancock Tax-Advantaged Dividend Income Fund (HTD). 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.
| DHY | HTD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 0.74 | -0.86 |
Sortino ratioReturn per unit of downside risk | -0.08 | 1.03 | -1.10 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.15 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 0.94 | -1.20 |
Martin ratioReturn relative to average drawdown | -0.78 | 3.63 | -4.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DHY | HTD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.74 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.51 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.39 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.42 | -0.24 |
Correlation
The correlation between DHY and HTD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DHY vs. HTD - Dividend Comparison
DHY's dividend yield for the trailing twelve months is around 9.79%, more than HTD's 7.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHY Dimensional High Yield Equity Fund | 9.79% | 9.30% | 8.69% | 9.39% | 10.57% | 7.61% | 8.68% | 9.02% | 11.20% | 9.40% | 10.52% | 12.63% |
HTD John Hancock Tax-Advantaged Dividend Income Fund | 7.41% | 7.51% | 7.52% | 8.73% | 7.36% | 5.80% | 7.97% | 6.06% | 10.09% | 8.85% | 7.30% | 7.06% |
Drawdowns
DHY vs. HTD - Drawdown Comparison
The maximum DHY drawdown since its inception was -71.47%, roughly equal to the maximum HTD drawdown of -69.79%. Use the drawdown chart below to compare losses from any high point for DHY and HTD.
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Drawdown Indicators
| DHY | HTD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.47% | -69.79% | -1.68% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -13.27% | +2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -27.23% | -31.58% | +4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -41.36% | -56.57% | +15.21% |
Current DrawdownCurrent decline from peak | -6.10% | -3.65% | -2.45% |
Average DrawdownAverage peak-to-trough decline | -12.37% | -8.86% | -3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 3.44% | +0.06% |
Volatility
DHY vs. HTD - Volatility Comparison
Dimensional High Yield Equity Fund (DHY) has a higher volatility of 6.45% compared to John Hancock Tax-Advantaged Dividend Income Fund (HTD) at 4.59%. This indicates that DHY's price experiences larger fluctuations and is considered to be riskier than HTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHY | HTD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 4.59% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 9.56% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.36% | 16.06% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.25% | 17.71% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 22.71% | -4.74% |