JDIUX vs. PDT
Compare and contrast key facts about John Hancock Disciplined Value International Fund (JDIUX) and John Hancock Premium Dividend Fund (PDT).
JDIUX is managed by John Hancock. It was launched on Dec 29, 2011. PDT is managed by John Hancock. It was launched on Dec 14, 1989.
Performance
JDIUX vs. PDT - Performance Comparison
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JDIUX vs. PDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDIUX John Hancock Disciplined Value International Fund | -0.60% | 40.46% | -0.24% | 19.42% | -4.89% | 12.99% | 4.84% | 15.58% | -18.60% | 23.99% |
PDT John Hancock Premium Dividend Fund | 5.12% | 7.64% | 29.92% | -9.55% | -16.30% | 25.98% | -14.20% | 39.29% | -12.49% | 21.22% |
Returns By Period
In the year-to-date period, JDIUX achieves a -0.60% return, which is significantly lower than PDT's 5.12% return. Over the past 10 years, JDIUX has outperformed PDT with an annualized return of 8.53%, while PDT has yielded a comparatively lower 7.10% annualized return.
JDIUX
- 1D
- 0.18%
- 1M
- -11.81%
- YTD
- -0.60%
- 6M
- 4.21%
- 1Y
- 24.86%
- 3Y*
- 15.07%
- 5Y*
- 10.48%
- 10Y*
- 8.53%
PDT
- 1D
- 1.87%
- 1M
- -2.93%
- YTD
- 5.12%
- 6M
- 2.00%
- 1Y
- 8.08%
- 3Y*
- 10.74%
- 5Y*
- 5.56%
- 10Y*
- 7.10%
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JDIUX vs. PDT - Expense Ratio Comparison
JDIUX has a 0.84% expense ratio, which is lower than PDT's 5.06% expense ratio.
Return for Risk
JDIUX vs. PDT — Risk / Return Rank
JDIUX
PDT
JDIUX vs. PDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Fund (JDIUX) 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.
| JDIUX | PDT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.61 | +0.86 |
Sortino ratioReturn per unit of downside risk | 1.95 | 0.87 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.14 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 0.84 | +1.03 |
Martin ratioReturn relative to average drawdown | 7.21 | 3.30 | +3.91 |
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
| JDIUX | PDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.61 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.33 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.28 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.32 | +0.09 |
Correlation
The correlation between JDIUX and PDT is 0.40, 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
JDIUX vs. PDT - Dividend Comparison
JDIUX's dividend yield for the trailing twelve months is around 9.01%, more than PDT's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDIUX John Hancock Disciplined Value International Fund | 9.01% | 8.95% | 11.97% | 7.25% | 2.56% | 3.45% | 1.52% | 2.51% | 4.68% | 1.65% | 1.60% | 1.35% |
PDT John Hancock Premium Dividend Fund | 7.56% | 7.80% | 7.77% | 10.14% | 9.04% | 6.42% | 8.43% | 6.70% | 8.69% | 9.94% | 9.15% | 7.88% |
Drawdowns
JDIUX vs. PDT - Drawdown Comparison
The maximum JDIUX drawdown since its inception was -43.98%, smaller than the maximum PDT drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for JDIUX and PDT.
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Drawdown Indicators
| JDIUX | PDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.98% | -62.39% | +18.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -10.34% | -1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -40.44% | +14.28% |
Max Drawdown (10Y)Largest decline over 10 years | -43.98% | -62.39% | +18.41% |
Current DrawdownCurrent decline from peak | -11.81% | -2.93% | -8.88% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -10.06% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.67% | +0.47% |
Volatility
JDIUX vs. PDT - Volatility Comparison
John Hancock Disciplined Value International Fund (JDIUX) has a higher volatility of 6.64% compared to John Hancock Premium Dividend Fund (PDT) at 4.21%. This indicates that JDIUX'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
| JDIUX | PDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 4.21% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 7.16% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 13.21% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 17.06% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 25.18% | -7.85% |