JFIVX vs. PDT
Compare and contrast key facts about John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) and John Hancock Premium Dividend Fund (PDT).
JFIVX is managed by John Hancock. It was launched on Nov 4, 2012. PDT is managed by John Hancock. It was launched on Dec 14, 1989.
Performance
JFIVX vs. PDT - Performance Comparison
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JFIVX vs. PDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFIVX John Hancock Variable Insurance Trust 500 Index Trust | -7.14% | 17.54% | 24.61% | 25.92% | -18.30% | 28.31% | 18.03% | 31.05% | -5.00% | 17.27% |
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, JFIVX achieves a -7.14% return, which is significantly lower than PDT's 5.12% return.
JFIVX
- 1D
- -0.40%
- 1M
- -7.72%
- YTD
- -7.14%
- 6M
- -4.72%
- 1Y
- 14.13%
- 3Y*
- 16.82%
- 5Y*
- 11.10%
- 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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JFIVX vs. PDT - Expense Ratio Comparison
JFIVX has a 0.30% expense ratio, which is lower than PDT's 5.06% expense ratio.
Return for Risk
JFIVX vs. PDT — Risk / Return Rank
JFIVX
PDT
JFIVX vs. PDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) 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.
| JFIVX | PDT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.61 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.31 | 0.87 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.84 | +0.02 |
Martin ratioReturn relative to average drawdown | 3.97 | 3.30 | +0.67 |
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
| JFIVX | PDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.61 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.33 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.32 | +0.40 |
Correlation
The correlation between JFIVX and PDT is 0.44, 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
JFIVX vs. PDT - Dividend Comparison
JFIVX's dividend yield for the trailing twelve months is around 2.75%, less than PDT's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFIVX John Hancock Variable Insurance Trust 500 Index Trust | 2.75% | 2.56% | 2.19% | 2.44% | 5.19% | 5.17% | 3.38% | 2.97% | 2.90% | 1.27% | 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
JFIVX vs. PDT - Drawdown Comparison
The maximum JFIVX drawdown since its inception was -33.81%, smaller than the maximum PDT drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for JFIVX and PDT.
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Drawdown Indicators
| JFIVX | PDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.81% | -62.39% | +28.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -10.34% | -1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.67% | -40.44% | +15.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.39% | — |
Current DrawdownCurrent decline from peak | -8.94% | -2.93% | -6.01% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -10.06% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.67% | +0.06% |
Volatility
JFIVX vs. PDT - Volatility Comparison
John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) and John Hancock Premium Dividend Fund (PDT) have volatilities of 4.23% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFIVX | PDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 4.21% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 7.16% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 13.21% | +2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 17.06% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 25.18% | -6.76% |