PDT vs. JILCX
Compare and contrast key facts about John Hancock Premium Dividend Fund (PDT) and John Hancock Funds II Multimanager Lifestyle Conservative Portfolio (JILCX).
PDT is managed by John Hancock. It was launched on Dec 14, 1989. JILCX is managed by John Hancock. It was launched on Oct 13, 2005.
Performance
PDT vs. JILCX - Performance Comparison
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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%
PDT vs. JILCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
PDT
JILCX
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.
| PDT | JILCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.48 | -0.78 |
Sortino ratioReturn per unit of downside risk | 0.98 | 2.24 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.31 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.53 | -0.62 |
Martin ratioReturn relative to average drawdown | 3.60 | 6.68 | -3.08 |
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
| PDT | JILCX | Difference | |
|---|---|---|---|
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
| PDT | JILCX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.12% | -2.95% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -2.52% | -7.53% |
Ulcer IndexDepth 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
| PDT | JILCX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |