JHI vs. PDO
JHI (John Hancock Investors Trust) and PDO (PIMCO Dynamic Income Opportunities Fund) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, JHI returned 1.05%/yr vs 2.49%/yr for PDO. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
JHI vs. PDO - Performance Comparison
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Returns By Period
In the year-to-date period, JHI achieves a 1.71% return, which is significantly higher than PDO's 0.55% return.
JHI
- 1D
- 0.19%
- 1M
- -0.15%
- 6M
- 1.20%
- YTD
- 1.71%
- 1Y
- 3.77%
- 3Y*
- 9.57%
- 5Y*
- 1.05%
- 10Y*
- 5.30%
- ALL TIME*
- 4.56%
PDO
- 1D
- -0.31%
- 1M
- -0.78%
- 6M
- -1.57%
- YTD
- 0.55%
- 1Y
- 7.29%
- 3Y*
- 12.12%
- 5Y*
- 2.49%
- 10Y*
- —
- ALL TIME*
- 3.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $250.81K | $187.42K | $224.65K | |
| $7.48M | $6.95M | $8.00M |
JHI vs. PDO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JHI John Hancock Investors Trust | 1.71% | 9.07% | 14.43% | 10.60% | -29.55% | 18.98% |
PDO PIMCO Dynamic Income Opportunities Fund | 0.55% | 13.96% | 24.55% | 8.06% | -23.40% | 4.67% |
Correlation
The correlation between JHI and PDO is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2021 | 0.42 |
The correlation between JHI and PDO shifts across timeframes, from 0.33 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JHI:
$117.00M
PDO:
$1.86B
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Return for Risk
JHI vs. PDO — Risk / Return Rank
JHI
PDO
JHI vs. PDO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Investors Trust (JHI) and PIMCO Dynamic Income Opportunities Fund (PDO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JHI | PDO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.15 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 0.65 | -0.20 |
| Martin ratioReturn relative to average drawdown | 1.29 | 2.11 | -0.82 |
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Drawdowns
JHI vs. PDO - Drawdown Comparison
The maximum JHI drawdown since its inception was -43.01%, which is greater than PDO's maximum drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for JHI and PDO.
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Drawdown Indicators
| JHI | PDO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.01% | -36.83% | -6.18% |
Max Drawdown (1Y)Largest decline over 1 year | -8.27% | -11.18% | +2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -11.21% | -16.23% | +5.02% |
Max Drawdown (5Y)Largest decline over 5 years | -34.71% | -33.58% | -1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -43.01% | — | — |
Current DrawdownCurrent decline from peak | -1.09% | -3.36% | +2.27% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -14.12% | +2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.46% | -0.52% |
Volatility
JHI vs. PDO - Volatility Comparison
The current volatility for John Hancock Investors Trust (JHI) is 2.09%, while PIMCO Dynamic Income Opportunities Fund (PDO) has a volatility of 2.71%. This indicates that JHI experiences smaller price fluctuations and is considered to be less risky than PDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHI | PDO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 2.71% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.42% | 9.71% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.99% | 10.69% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.84% | 15.46% | -3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.75% | 15.43% | -0.68% |
Dividends
JHI vs. PDO - Dividend Comparison
JHI's dividend yield for the trailing twelve months is around 9.31%, less than PDO's 11.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHI John Hancock Investors Trust | 9.31% | 8.89% | 7.91% | 6.81% | 9.45% | 7.57% | 7.95% | 6.81% | 8.52% | 7.59% | 8.12% | 10.08% |
PDO PIMCO Dynamic Income Opportunities Fund | 11.79% | 11.09% | 11.29% | 12.54% | 19.09% | 8.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
JHI vs. PDO - Financials Comparison
This section allows you to compare key financial metrics between John Hancock Investors Trust and PIMCO Dynamic Income Opportunities Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
JHI and PDO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDO has higher volatility (2.71%) compared to JHI (2.09%). In terms of maximum drawdown, JHI dropped -43.01% vs PDO's -36.83%.
PDO currently has the higher Sharpe Ratio (0.69 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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