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JESTX vs. PDT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JESTX vs. PDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) and John Hancock Premium Dividend Fund (PDT). The values are adjusted to include any dividend payments, if applicable.

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JESTX vs. PDT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JESTX
John Hancock Variable Insurance Trust Science & Technology Trust
-11.75%24.07%37.90%54.68%-68.16%8.37%57.16%37.93%-0.61%24.51%
PDT
John Hancock Premium Dividend Fund
5.12%7.64%29.92%-9.55%-16.30%25.98%-14.20%39.29%-12.49%20.68%

Returns By Period

In the year-to-date period, JESTX achieves a -11.75% return, which is significantly lower than PDT's 5.12% return.


JESTX

1D
-2.41%
1M
-14.10%
YTD
-11.75%
6M
-8.79%
1Y
30.18%
3Y*
22.45%
5Y*
-4.59%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JESTX vs. PDT - Expense Ratio Comparison

JESTX has a 1.04% expense ratio, which is lower than PDT's 5.06% expense ratio.


Return for Risk

JESTX vs. PDT — Risk / Return Rank

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

JESTX
JESTX Risk / Return Rank: 3939
Overall Rank
JESTX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JESTX Sortino Ratio Rank: 6363
Sortino Ratio Rank
JESTX Omega Ratio Rank: 5454
Omega Ratio Rank
JESTX Calmar Ratio Rank: 1111
Calmar Ratio Rank
JESTX Martin Ratio Rank: 1010
Martin Ratio Rank

PDT
PDT Risk / Return Rank: 2727
Overall Rank
PDT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PDT Sortino Ratio Rank: 2222
Sortino Ratio Rank
PDT Omega Ratio Rank: 2626
Omega Ratio Rank
PDT Calmar Ratio Rank: 3030
Calmar Ratio Rank
PDT Martin Ratio Rank: 3131
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.

JESTX vs. PDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) 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.


JESTXPDTDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.61

+0.45

Sortino ratio

Return per unit of downside risk

1.61

0.87

+0.74

Omega ratio

Gain probability vs. loss probability

1.21

1.14

+0.08

Calmar ratio

Return relative to maximum drawdown

0.26

0.84

-0.58

Martin ratio

Return relative to average drawdown

0.76

3.30

-2.54

JESTX vs. PDT - Sharpe Ratio Comparison

The current JESTX Sharpe Ratio is 1.06, which is higher than the PDT Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of JESTX and PDT, 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


JESTXPDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.61

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.33

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.32

-0.03

Correlation

The correlation between JESTX and PDT is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JESTX vs. PDT - Dividend Comparison

JESTX's dividend yield for the trailing twelve months is around 24.88%, more than PDT's 7.56% yield.


TTM20252024202320222021202020192018201720162015
JESTX
John Hancock Variable Insurance Trust Science & Technology Trust
24.88%21.96%0.00%0.00%0.00%24.96%9.28%19.35%18.35%0.00%0.00%0.00%
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

JESTX vs. PDT - Drawdown Comparison

The maximum JESTX drawdown since its inception was -73.89%, which is greater than PDT's maximum drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for JESTX and PDT.


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Drawdown Indicators


JESTXPDTDifference

Max Drawdown

Largest peak-to-trough decline

-73.89%

-62.39%

-11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-10.34%

-8.29%

Max Drawdown (5Y)

Largest decline over 5 years

-73.89%

-40.44%

-33.45%

Max Drawdown (10Y)

Largest decline over 10 years

-62.39%

Current Drawdown

Current decline from peak

-31.88%

-2.93%

-28.95%

Average Drawdown

Average peak-to-trough decline

-22.30%

-10.06%

-12.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.76%

2.67%

+7.09%

Volatility

JESTX vs. PDT - Volatility Comparison

John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) has a higher volatility of 9.15% compared to John Hancock Premium Dividend Fund (PDT) at 4.21%. This indicates that JESTX'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


JESTXPDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.15%

4.21%

+4.94%

Volatility (6M)

Calculated over the trailing 6-month period

18.89%

7.16%

+11.73%

Volatility (1Y)

Calculated over the trailing 1-year period

29.71%

13.21%

+16.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.79%

17.06%

+18.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.96%

25.18%

+5.78%