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EVPF vs. JHPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVPF vs. JHPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Preferred Securities and Income ETF (EVPF) and John Hancock Preferred Income ETF (JHPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EVPF

1D
0.16%
1M
-0.49%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

JHPI

1D
0.04%
1M
-0.34%
6M
0.41%
YTD
1.69%
1Y
5.17%
3Y*
8.44%
5Y*
10Y*
ALL TIME*
3.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$219.09K$314.39K$349.89K
$1.18M$1.11M$1.20M

EVPF vs. JHPI - Yearly Performance Comparison


Correlation

The correlation between EVPF and JHPI is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 5, 2026

0.78

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Return for Risk

EVPF vs. JHPI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EVPF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JHPI
JHPI Risk / Return Rank: 6161
Overall Rank
JHPI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
JHPI Sortino Ratio Rank: 6666
Sortino Ratio Rank
JHPI Omega Ratio Rank: 7070
Omega Ratio Rank
JHPI Calmar Ratio Rank: 4747
Calmar Ratio Rank
JHPI Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EVPF vs. JHPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Preferred Securities and Income ETF (EVPF) and John Hancock Preferred Income ETF (JHPI). 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.


EVPFJHPIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

1.71

Martin ratioReturn relative to average drawdown

6.22

EVPF vs. JHPI - Sharpe Ratio Comparison


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Drawdowns

EVPF vs. JHPI - Drawdown Comparison

The maximum EVPF drawdown since its inception was -2.36%, smaller than the maximum JHPI drawdown of -13.45%. Use the drawdown chart below to compare losses from any high point for EVPF and JHPI.


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Drawdown Indicators


EVPFJHPIDifference

Max Drawdown

Largest peak-to-trough decline

-2.36%

-13.45%

+11.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-5.25%

Current Drawdown

Current decline from peak

-0.74%

-0.74%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.45%

-3.64%

+3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

Volatility

EVPF vs. JHPI - Volatility Comparison


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Volatility by Period


EVPFJHPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

3.39%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.77%

6.22%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.77%

6.22%

-2.45%

EVPF vs. JHPI - Expense Ratio Comparison

EVPF has a 0.39% expense ratio, which is lower than JHPI's 0.54% expense ratio.


Dividends

EVPF vs. JHPI - Dividend Comparison

EVPF's dividend yield for the trailing twelve months is around 2.10%, less than JHPI's 5.90% yield.


PositionTTM20252024202320222021
EVPF
Eaton Vance Preferred Securities and Income ETF
2.10%0.00%0.00%0.00%0.00%0.00%
JHPI
John Hancock Preferred Income ETF
5.90%5.73%6.32%6.44%6.27%0.24%

Frequently Asked Questions


EVPF and JHPI have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EVPF is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EVPF is cheaper with a 0.39% expense ratio, compared with 0.54% for JHPI.

JHPI has the higher dividend yield at 5.90%, compared with 2.10% for EVPF.

They also come from different issuers: Eaton Vance and John Hancock. Their fees differ too: 0.39% for EVPF and 0.54% for JHPI.

Portfolio Optimizer

Find the right allocation for EVPF and JHPI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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