HEQ vs. SCD
Compare and contrast key facts about John Hancock Diversified Income Fund (HEQ) and LMP Capital and Income Fund Inc. (SCD).
HEQ is managed by John Hancock. It was launched on May 26, 2011. SCD is managed by LMP.
Performance
HEQ vs. SCD - Performance Comparison
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HEQ vs. SCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HEQ John Hancock Diversified Income Fund | 3.33% | 15.64% | 11.70% | -3.14% | -3.08% | 24.44% | -14.28% | 26.76% | -17.29% | 23.20% |
SCD LMP Capital and Income Fund Inc. | 3.21% | -3.80% | 33.95% | 28.09% | -10.04% | 46.29% | -14.89% | 59.16% | -15.56% | 14.59% |
Returns By Period
The year-to-date returns for both stocks are quite close, with HEQ having a 3.33% return and SCD slightly lower at 3.21%. Over the past 10 years, HEQ has underperformed SCD with an annualized return of 6.93%, while SCD has yielded a comparatively higher 13.05% annualized return.
HEQ
- 1D
- 2.65%
- 1M
- -3.32%
- YTD
- 3.33%
- 6M
- 6.72%
- 1Y
- 14.53%
- 3Y*
- 7.61%
- 5Y*
- 7.48%
- 10Y*
- 6.93%
SCD
- 1D
- 1.91%
- 1M
- -5.51%
- YTD
- 3.21%
- 6M
- 0.87%
- 1Y
- 5.03%
- 3Y*
- 17.99%
- 5Y*
- 14.88%
- 10Y*
- 13.05%
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HEQ vs. SCD - Expense Ratio Comparison
Return for Risk
HEQ vs. SCD — Risk / Return Rank
HEQ
SCD
HEQ vs. SCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Diversified Income Fund (HEQ) and LMP Capital and Income Fund Inc. (SCD). 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.
| HEQ | SCD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.26 | +0.83 |
Sortino ratioReturn per unit of downside risk | 1.59 | 0.48 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.07 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 0.38 | +1.14 |
Martin ratioReturn relative to average drawdown | 6.79 | 1.09 | +5.69 |
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
| HEQ | SCD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.26 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.75 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.56 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.45 | -0.14 |
Correlation
The correlation between HEQ and SCD is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HEQ vs. SCD - Dividend Comparison
HEQ's dividend yield for the trailing twelve months is around 9.21%, less than SCD's 9.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEQ John Hancock Diversified Income Fund | 9.21% | 9.30% | 9.79% | 10.75% | 10.09% | 8.92% | 11.64% | 10.09% | 11.50% | 10.44% | 9.57% | 10.40% |
SCD LMP Capital and Income Fund Inc. | 9.62% | 9.55% | 7.88% | 8.56% | 12.96% | 10.26% | 10.21% | 7.98% | 11.61% | 8.89% | 9.33% | 9.05% |
Drawdowns
HEQ vs. SCD - Drawdown Comparison
The maximum HEQ drawdown since its inception was -44.38%, smaller than the maximum SCD drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for HEQ and SCD.
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Drawdown Indicators
| HEQ | SCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.38% | -62.40% | +18.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -15.61% | +6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -23.41% | -1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -44.38% | -60.76% | +16.38% |
Current DrawdownCurrent decline from peak | -3.91% | -6.33% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -8.66% | -10.10% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 5.38% | -3.25% |
Volatility
HEQ vs. SCD - Volatility Comparison
John Hancock Diversified Income Fund (HEQ) and LMP Capital and Income Fund Inc. (SCD) have volatilities of 5.24% and 5.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HEQ | SCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 5.14% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | 9.49% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.32% | 19.14% | -5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 19.87% | -3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 23.34% | -4.53% |