PDT vs. UTG
Compare and contrast key facts about John Hancock Premium Dividend Fund (PDT) and Reaves Utility Income Trust (UTG).
PDT is managed by John Hancock. It was launched on Dec 14, 1989.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDT or UTG.
Key characteristics
| PDT | UTG | |
|---|---|---|
| YTD Return | 32.79% | 31.72% |
| 1Y Return | 43.99% | 46.14% |
| 3Y Return (Ann) | -0.45% | 7.52% |
| 5Y Return (Ann) | 3.00% | 5.62% |
| 10Y Return (Ann) | 8.04% | 8.81% |
| Sharpe Ratio | 2.87 | 3.08 |
| Sortino Ratio | 3.81 | 4.19 |
| Omega Ratio | 1.48 | 1.56 |
| Calmar Ratio | 1.25 | 2.08 |
| Martin Ratio | 17.59 | 16.87 |
| Ulcer Index | 2.36% | 2.58% |
| Daily Std Dev | 14.42% | 14.13% |
| Max Drawdown | -62.39% | -67.72% |
| Current Drawdown | -3.73% | 0.00% |
Correlation
The correlation between PDT and UTG is 0.38, 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.
Performance
PDT vs. UTG - Performance Comparison
The year-to-date returns for both stocks are quite close, with PDT having a 32.79% return and UTG slightly lower at 31.72%. Over the past 10 years, PDT has underperformed UTG with an annualized return of 8.04%, while UTG has yielded a comparatively higher 8.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
PDT vs. UTG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Premium Dividend Fund (PDT) and Reaves Utility Income Trust (UTG). 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.
Dividends
PDT vs. UTG - Dividend Comparison
PDT's dividend yield for the trailing twelve months is around 7.55%, more than UTG's 6.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDT John Hancock Premium Dividend Fund | 7.55% | 10.20% | 9.09% | 6.45% | 8.47% | 6.73% | 8.73% | 9.98% | 9.17% | 7.88% | 7.32% | 10.78% |
UTG Reaves Utility Income Trust | 6.88% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.54% | 9.42% | 7.29% | 5.53% | 6.85% |
Drawdowns
PDT vs. UTG - Drawdown Comparison
The maximum PDT drawdown since its inception was -62.39%, smaller than the maximum UTG drawdown of -67.72%. Use the drawdown chart below to compare losses from any high point for PDT and UTG. For additional features, visit the drawdowns tool.
Volatility
PDT vs. UTG - Volatility Comparison
The current volatility for John Hancock Premium Dividend Fund (PDT) is 4.38%, while Reaves Utility Income Trust (UTG) has a volatility of 4.64%. This indicates that PDT experiences smaller price fluctuations and is considered to be less risky than UTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.