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PDT vs. JILCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDT vs. JILCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Premium Dividend Fund (PDT) and John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PDT achieves a 6.00% return, which is significantly higher than JILCX's -0.81% return. Over the past 10 years, PDT has outperformed JILCX with an annualized return of 7.18%, while JILCX has yielded a comparatively lower 4.16% annualized return.


PDT

1D
-0.15%
1M
-0.58%
YTD
6.00%
6M
2.55%
1Y
18.69%
3Y*
10.35%
5Y*
5.74%
10Y*
7.18%

JILCX

1D
0.00%
1M
-1.85%
YTD
-0.81%
6M
0.32%
1Y
8.78%
3Y*
6.58%
5Y*
2.76%
10Y*
4.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDT vs. JILCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDT
John Hancock Premium Dividend Fund
6.00%7.64%29.92%-9.55%-16.30%25.98%-14.20%39.29%-12.49%21.22%
JILCX
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio
-0.81%9.33%6.12%9.17%-11.73%3.55%9.85%12.00%-3.33%6.12%

Correlation

The correlation between PDT and JILCX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


PDT vs. JILCX - Expense Ratio Comparison

PDT has a 5.06% expense ratio, which is higher than JILCX's 0.24% expense ratio.


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Return for Risk

PDT vs. JILCX — Risk / Return Rank

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

PDT
PDT Risk / Return Rank: 2222
Overall Rank
PDT Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PDT Sortino Ratio Rank: 1818
Sortino Ratio Rank
PDT Omega Ratio Rank: 2323
Omega Ratio Rank
PDT Calmar Ratio Rank: 2121
Calmar Ratio Rank
PDT Martin Ratio Rank: 2525
Martin Ratio Rank

JILCX
JILCX Risk / Return Rank: 6666
Overall Rank
JILCX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JILCX Sortino Ratio Rank: 7979
Sortino Ratio Rank
JILCX Omega Ratio Rank: 7474
Omega Ratio Rank
JILCX Calmar Ratio Rank: 4747
Calmar Ratio Rank
JILCX Martin Ratio Rank: 5454
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.

PDT vs. JILCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Premium Dividend Fund (PDT) and John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX). 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.


PDTJILCXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.48

-0.78

Sortino ratio

Return per unit of downside risk

0.98

2.24

-1.26

Omega ratio

Gain probability vs. loss probability

1.16

1.31

-0.16

Calmar ratio

Return relative to maximum drawdown

0.92

1.53

-0.62

Martin ratio

Return relative to average drawdown

3.60

6.68

-3.08

PDT vs. JILCX - Sharpe Ratio Comparison

The current PDT Sharpe Ratio is 0.70, which is lower than the JILCX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PDT and JILCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PDTJILCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.48

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.53

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.85

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.92

-0.60

Drawdowns

PDT vs. JILCX - Drawdown Comparison

The maximum PDT drawdown since its inception was -62.39%, which is greater than JILCX's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for PDT and JILCX.


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Drawdown Indicators


PDTJILCXDifference

Max Drawdown

Largest peak-to-trough decline

-62.39%

-22.90%

-39.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.38%

-3.58%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-40.44%

-16.51%

-23.93%

Max Drawdown (10Y)

Largest decline over 10 years

-62.39%

-16.51%

-45.88%

Current Drawdown

Current decline from peak

-2.12%

-2.95%

+0.83%

Average Drawdown

Average peak-to-trough decline

-10.05%

-2.52%

-7.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

1.09%

+1.55%

Volatility

PDT vs. JILCX - Volatility Comparison

John Hancock Premium Dividend Fund (PDT) has a higher volatility of 4.18% compared to John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX) at 1.51%. This indicates that PDT's price experiences larger fluctuations and is considered to be riskier than JILCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDTJILCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

1.51%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.14%

2.91%

+4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

5.54%

+7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

5.41%

+11.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.17%

5.02%

+20.15%

Dividends

PDT vs. JILCX - Dividend Comparison

PDT's dividend yield for the trailing twelve months is around 7.49%, more than JILCX's 3.40% yield.


TTM20252024202320222021202020192018201720162015
PDT
John Hancock Premium Dividend Fund
7.49%7.80%7.77%10.14%9.04%6.42%8.43%6.70%8.69%9.94%9.15%7.88%
JILCX
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio
3.40%4.15%4.17%3.89%6.79%6.25%4.53%4.01%4.39%2.44%4.26%5.65%