JDDVX vs. PDT
JDDVX (Janus Henderson U.S. Dividend Income Fund Class D) and PDT (John Hancock Premium Dividend Fund) are both Dividend funds. Over the past 3 years, JDDVX returned 18.91%/yr vs 13.12%/yr for PDT. At a 0.48 correlation, their price movements are largely independent. JDDVX charges 0.81%/yr vs 5.06%/yr for PDT.
Performance
JDDVX vs. PDT - Performance Comparison
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Returns By Period
In the year-to-date period, JDDVX achieves a 12.48% return, which is significantly higher than PDT's 4.10% return.
JDDVX
- 1D
- -0.61%
- 1M
- 3.37%
- YTD
- 12.48%
- 6M
- 11.30%
- 1Y
- 23.71%
- 3Y*
- 18.91%
- 5Y*
- —
- 10Y*
- —
PDT
- 1D
- 0.32%
- 1M
- -0.99%
- YTD
- 4.10%
- 6M
- 3.86%
- 1Y
- 4.71%
- 3Y*
- 13.12%
- 5Y*
- 2.24%
- 10Y*
- 6.04%
JDDVX vs. PDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JDDVX Janus Henderson U.S. Dividend Income Fund Class D | 12.48% | 17.68% | 17.56% | 8.13% |
PDT John Hancock Premium Dividend Fund | 4.10% | 7.64% | 29.92% | 0.53% |
Correlation
The correlation between JDDVX and PDT is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 17, 2023 | 0.48 |
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Return for Risk
JDDVX vs. PDT — Risk / Return Rank
JDDVX
PDT
JDDVX vs. PDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson U.S. Dividend Income Fund Class D (JDDVX) and John Hancock Premium Dividend Fund (PDT). 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.
| JDDVX | PDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.10 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 0.88 | +2.27 |
| Martin ratioReturn relative to average drawdown | 12.72 | 1.90 | +10.82 |
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Drawdowns
JDDVX vs. PDT - Drawdown Comparison
The maximum JDDVX drawdown since its inception was -17.21%, smaller than the maximum PDT drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for JDDVX and PDT.
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Drawdown Indicators
| JDDVX | PDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.21% | -62.39% | +45.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -5.38% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.21% | -22.06% | +4.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.39% | — |
Current DrawdownCurrent decline from peak | -0.67% | -3.87% | +3.20% |
Average DrawdownAverage peak-to-trough decline | -2.18% | -10.01% | +7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.48% | -0.51% |
Volatility
JDDVX vs. PDT - Volatility Comparison
Janus Henderson U.S. Dividend Income Fund Class D (JDDVX) has a higher volatility of 3.57% compared to John Hancock Premium Dividend Fund (PDT) at 2.82%. This indicates that JDDVX's price experiences larger fluctuations and is considered to be riskier than PDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDDVX | PDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 2.82% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 7.09% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.49% | 8.98% | +2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 17.00% | -3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.27% | 25.16% | -11.89% |
JDDVX vs. PDT - Expense Ratio Comparison
JDDVX has a 0.81% expense ratio, which is lower than PDT's 5.06% expense ratio.
Dividends
JDDVX vs. PDT - Dividend Comparison
JDDVX's dividend yield for the trailing twelve months is around 3.03%, less than PDT's 7.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDDVX Janus Henderson U.S. Dividend Income Fund Class D | 3.03% | 3.18% | 8.18% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PDT John Hancock Premium Dividend Fund | 7.78% | 7.80% | 7.77% | 10.14% | 9.04% | 6.42% | 8.43% | 6.70% | 8.69% | 9.94% | 9.15% | 7.88% |
Frequently Asked Questions
JDDVX and PDT have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JDDVX has higher volatility (3.57%) compared to PDT (2.82%). In terms of maximum drawdown, JDDVX dropped -17.21% vs PDT's -62.39%.
JDDVX currently has the higher Sharpe Ratio (2.19 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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