JESVX vs. PDT
Compare and contrast key facts about John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) and John Hancock Premium Dividend Fund (PDT).
JESVX is managed by John Hancock. It was launched on Apr 28, 2005. PDT is managed by John Hancock. It was launched on Dec 14, 1989.
Performance
JESVX vs. PDT - Performance Comparison
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JESVX vs. PDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JESVX John Hancock Variable Insurance Trust Small Cap Value Trust | -2.36% | 0.13% | 5.97% | 14.02% | -9.84% | 26.18% | -6.96% | 26.52% | -12.98% | -3.88% |
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, JESVX achieves a -2.36% return, which is significantly lower than PDT's 5.12% return.
JESVX
- 1D
- -2.91%
- 1M
- -10.17%
- YTD
- -2.36%
- 6M
- -0.12%
- 1Y
- 4.54%
- 3Y*
- 4.94%
- 5Y*
- 3.18%
- 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%
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JESVX vs. PDT - Expense Ratio Comparison
JESVX has a 1.04% expense ratio, which is lower than PDT's 5.06% expense ratio.
Return for Risk
JESVX vs. PDT — Risk / Return Rank
JESVX
PDT
JESVX vs. PDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) 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.
| JESVX | PDT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.61 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.41 | 0.87 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.14 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.84 | -0.99 |
Martin ratioReturn relative to average drawdown | -0.43 | 3.30 | -3.73 |
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
| JESVX | PDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.61 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.33 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.32 | -0.18 |
Correlation
The correlation between JESVX and PDT is 0.41, 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
JESVX vs. PDT - Dividend Comparison
JESVX's dividend yield for the trailing twelve months is around 12.00%, more than PDT's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JESVX John Hancock Variable Insurance Trust Small Cap Value Trust | 12.00% | 11.72% | 6.53% | 9.41% | 21.62% | 1.33% | 12.54% | 7.49% | 16.31% | 0.76% | 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
JESVX vs. PDT - Drawdown Comparison
The maximum JESVX drawdown since its inception was -46.09%, smaller than the maximum PDT drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for JESVX and PDT.
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Drawdown Indicators
| JESVX | PDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -62.39% | +16.30% |
Max Drawdown (1Y)Largest decline over 1 year | -15.60% | -10.34% | -5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -26.55% | -40.44% | +13.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.39% | — |
Current DrawdownCurrent decline from peak | -10.55% | -2.93% | -7.62% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -10.06% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.83% | 2.67% | +5.16% |
Volatility
JESVX vs. PDT - Volatility Comparison
John Hancock Variable Insurance Trust Small Cap Value Trust (JESVX) has a higher volatility of 5.22% compared to John Hancock Premium Dividend Fund (PDT) at 4.21%. This indicates that JESVX'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
| JESVX | PDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 4.21% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 7.16% | +7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.45% | 13.21% | +12.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.70% | 17.06% | +3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.38% | 25.18% | -1.80% |