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PDT vs. OIEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDT vs. OIEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Premium Dividend Fund (PDT) and JPMorgan Equity Income Fund Class A (OIEIX). The values are adjusted to include any dividend payments, if applicable.

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PDT vs. OIEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
OIEIX
JPMorgan Equity Income Fund Class A
-0.40%14.42%19.54%4.49%-2.11%24.80%3.30%26.07%-4.76%17.21%

Returns By Period

In the year-to-date period, PDT achieves a 5.12% return, which is significantly higher than OIEIX's -0.40% return. Over the past 10 years, PDT has underperformed OIEIX with an annualized return of 7.10%, while OIEIX has yielded a comparatively higher 10.90% annualized return.


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%

OIEIX

1D
-0.08%
1M
-6.39%
YTD
-0.40%
6M
2.00%
1Y
10.96%
3Y*
13.40%
5Y*
9.70%
10Y*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDT vs. OIEIX - Expense Ratio Comparison

PDT has a 5.06% expense ratio, which is higher than OIEIX's 0.95% expense ratio.


Return for Risk

PDT vs. OIEIX — Risk / Return Rank

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

PDT
PDT Risk / Return Rank: 2727
Overall Rank
PDT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PDT Sortino Ratio Rank: 2222
Sortino Ratio Rank
PDT Omega Ratio Rank: 2626
Omega Ratio Rank
PDT Calmar Ratio Rank: 3030
Calmar Ratio Rank
PDT Martin Ratio Rank: 3131
Martin Ratio Rank

OIEIX
OIEIX Risk / Return Rank: 3737
Overall Rank
OIEIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
OIEIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
OIEIX Omega Ratio Rank: 3939
Omega Ratio Rank
OIEIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
OIEIX Martin Ratio Rank: 3939
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. OIEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Premium Dividend Fund (PDT) and JPMorgan Equity Income Fund Class A (OIEIX). 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.


PDTOIEIXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.82

-0.20

Sortino ratio

Return per unit of downside risk

0.87

1.20

-0.33

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.84

0.97

-0.13

Martin ratio

Return relative to average drawdown

3.30

4.15

-0.85

PDT vs. OIEIX - Sharpe Ratio Comparison

The current PDT Sharpe Ratio is 0.61, which is comparable to the OIEIX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PDT and OIEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PDTOIEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.82

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.68

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.65

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.54

-0.22

Correlation

The correlation between PDT and OIEIX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PDT vs. OIEIX - Dividend Comparison

PDT's dividend yield for the trailing twelve months is around 7.56%, less than OIEIX's 10.91% yield.


TTM20252024202320222021202020192018201720162015
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%
OIEIX
JPMorgan Equity Income Fund Class A
10.91%10.83%14.48%2.59%3.50%3.17%1.62%2.60%4.95%2.29%2.30%2.52%

Drawdowns

PDT vs. OIEIX - Drawdown Comparison

The maximum PDT drawdown since its inception was -62.39%, which is greater than OIEIX's maximum drawdown of -50.63%. Use the drawdown chart below to compare losses from any high point for PDT and OIEIX.


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Drawdown Indicators


PDTOIEIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.39%

-50.63%

-11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-11.35%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-40.44%

-14.95%

-25.49%

Max Drawdown (10Y)

Largest decline over 10 years

-62.39%

-36.92%

-25.47%

Current Drawdown

Current decline from peak

-2.93%

-7.14%

+4.21%

Average Drawdown

Average peak-to-trough decline

-10.06%

-6.67%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.64%

+0.03%

Volatility

PDT vs. OIEIX - Volatility Comparison

John Hancock Premium Dividend Fund (PDT) has a higher volatility of 4.21% compared to JPMorgan Equity Income Fund Class A (OIEIX) at 3.42%. This indicates that PDT's price experiences larger fluctuations and is considered to be riskier than OIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDTOIEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

3.42%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

7.63%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.21%

15.16%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

14.26%

+2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.18%

16.80%

+8.38%