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HPS vs. HPF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HPS vs. HPF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Preferred Income Fund III (HPS) and John Hancock Preferred Income Fund II (HPF). The values are adjusted to include any dividend payments, if applicable.

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HPS vs. HPF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HPS
John Hancock Preferred Income Fund III
1.08%4.86%15.65%7.66%-16.56%16.44%-3.00%31.43%-8.37%14.32%
HPF
John Hancock Preferred Income Fund II
-0.59%6.34%14.41%10.78%-18.44%17.90%-7.67%27.95%-5.38%14.74%

Returns By Period

In the year-to-date period, HPS achieves a 1.08% return, which is significantly higher than HPF's -0.59% return. Both investments have delivered pretty close results over the past 10 years, with HPS having a 5.59% annualized return and HPF not far behind at 5.46%.


HPS

1D
2.96%
1M
-2.92%
YTD
1.08%
6M
-3.58%
1Y
3.89%
3Y*
8.40%
5Y*
3.44%
10Y*
5.59%

HPF

1D
3.17%
1M
-2.59%
YTD
-0.59%
6M
-3.05%
1Y
2.97%
3Y*
9.81%
5Y*
2.71%
10Y*
5.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HPS vs. HPF - Expense Ratio Comparison

Both HPS and HPF have an expense ratio of 0.01%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

HPS vs. HPF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HPS
HPS Risk / Return Rank: 1111
Overall Rank
HPS Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HPS Sortino Ratio Rank: 1010
Sortino Ratio Rank
HPS Omega Ratio Rank: 1111
Omega Ratio Rank
HPS Calmar Ratio Rank: 1313
Calmar Ratio Rank
HPS Martin Ratio Rank: 1111
Martin Ratio Rank

HPF
HPF Risk / Return Rank: 1010
Overall Rank
HPF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HPF Sortino Ratio Rank: 88
Sortino Ratio Rank
HPF Omega Ratio Rank: 1010
Omega Ratio Rank
HPF Calmar Ratio Rank: 1111
Calmar Ratio Rank
HPF Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HPS vs. HPF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Preferred Income Fund III (HPS) and John Hancock Preferred Income Fund II (HPF). 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.


HPSHPFDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.25

+0.06

Sortino ratio

Return per unit of downside risk

0.49

0.41

+0.08

Omega ratio

Gain probability vs. loss probability

1.07

1.07

+0.01

Calmar ratio

Return relative to maximum drawdown

0.35

0.26

+0.09

Martin ratio

Return relative to average drawdown

0.93

0.76

+0.16

HPS vs. HPF - Sharpe Ratio Comparison

The current HPS Sharpe Ratio is 0.31, which is comparable to the HPF Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of HPS and HPF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HPSHPFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.25

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.18

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.25

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.27

-0.02

Correlation

The correlation between HPS and HPF is 0.70, 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

HPS vs. HPF - Dividend Comparison

HPS's dividend yield for the trailing twelve months is around 9.27%, less than HPF's 9.49% yield.


TTM20252024202320222021202020192018201720162015
HPS
John Hancock Preferred Income Fund III
9.27%9.16%8.78%9.34%9.15%7.04%7.63%7.41%9.26%7.82%8.27%7.53%
HPF
John Hancock Preferred Income Fund II
9.49%9.22%8.95%9.39%9.45%7.10%7.80%7.32%8.96%7.82%8.30%7.85%

Drawdowns

HPS vs. HPF - Drawdown Comparison

The maximum HPS drawdown since its inception was -70.04%, roughly equal to the maximum HPF drawdown of -66.73%. Use the drawdown chart below to compare losses from any high point for HPS and HPF.


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Drawdown Indicators


HPSHPFDifference

Max Drawdown

Largest peak-to-trough decline

-70.04%

-66.73%

-3.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-9.41%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-29.39%

-31.24%

+1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-52.12%

-54.76%

+2.64%

Current Drawdown

Current decline from peak

-5.69%

-5.89%

+0.20%

Average Drawdown

Average peak-to-trough decline

-8.41%

-8.56%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

3.15%

+0.61%

Volatility

HPS vs. HPF - Volatility Comparison

John Hancock Preferred Income Fund III (HPS) has a higher volatility of 5.07% compared to John Hancock Preferred Income Fund II (HPF) at 4.52%. This indicates that HPS's price experiences larger fluctuations and is considered to be riskier than HPF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPSHPFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

4.52%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

5.85%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

12.67%

11.99%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

15.54%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

22.10%

-0.64%