JFCIX vs. PDT
Compare and contrast key facts about John Hancock Funds Fundamental All Cap Core Fund (JFCIX) and John Hancock Premium Dividend Fund (PDT).
JFCIX is managed by John Hancock. It was launched on Jun 1, 2011. PDT is managed by John Hancock. It was launched on Dec 14, 1989.
Performance
JFCIX vs. PDT - Performance Comparison
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JFCIX vs. PDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFCIX John Hancock Funds Fundamental All Cap Core Fund | -11.14% | 4.83% | 23.65% | 34.78% | -23.41% | 30.12% | 27.76% | 36.36% | -14.37% | 27.39% |
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, JFCIX achieves a -11.14% return, which is significantly lower than PDT's 5.12% return. Over the past 10 years, JFCIX has outperformed PDT with an annualized return of 12.83%, while PDT has yielded a comparatively lower 7.10% annualized return.
JFCIX
- 1D
- 0.03%
- 1M
- -8.20%
- YTD
- -11.14%
- 6M
- -10.65%
- 1Y
- 2.96%
- 3Y*
- 10.93%
- 5Y*
- 7.27%
- 10Y*
- 12.83%
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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JFCIX vs. PDT - Expense Ratio Comparison
JFCIX has a 0.83% expense ratio, which is lower than PDT's 5.06% expense ratio.
Return for Risk
JFCIX vs. PDT — Risk / Return Rank
JFCIX
PDT
JFCIX vs. PDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Fundamental All Cap Core Fund (JFCIX) 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.
| JFCIX | PDT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 0.61 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.36 | 0.87 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.14 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 0.84 | -0.80 |
Martin ratioReturn relative to average drawdown | 0.11 | 3.30 | -3.19 |
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
| JFCIX | PDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.61 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.33 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.28 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.32 | +0.30 |
Correlation
The correlation between JFCIX 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
JFCIX vs. PDT - Dividend Comparison
JFCIX's dividend yield for the trailing twelve months is around 12.04%, more than PDT's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFCIX John Hancock Funds Fundamental All Cap Core Fund | 12.04% | 10.70% | 0.30% | 0.36% | 5.05% | 3.35% | 2.95% | 0.16% | 9.75% | 5.97% | 0.41% | 5.36% |
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
JFCIX vs. PDT - Drawdown Comparison
The maximum JFCIX drawdown since its inception was -37.06%, smaller than the maximum PDT drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for JFCIX and PDT.
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Drawdown Indicators
| JFCIX | PDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.06% | -62.39% | +25.33% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -10.34% | -3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -28.39% | -40.44% | +12.05% |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | -62.39% | +25.33% |
Current DrawdownCurrent decline from peak | -14.08% | -2.93% | -11.15% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -10.06% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 2.67% | +1.63% |
Volatility
JFCIX vs. PDT - Volatility Comparison
John Hancock Funds Fundamental All Cap Core Fund (JFCIX) has a higher volatility of 4.44% compared to John Hancock Premium Dividend Fund (PDT) at 4.21%. This indicates that JFCIX'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
| JFCIX | PDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 4.21% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 7.16% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 13.21% | +6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.92% | 17.06% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.64% | 25.18% | -4.54% |