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PEQIX vs. PDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEQIX vs. PDT - Performance Comparison

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

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Returns By Period

In the year-to-date period, PEQIX achieves a 13.77% return, which is significantly higher than PDT's 6.22% return. Over the past 10 years, PEQIX has outperformed PDT with an annualized return of 9.41%, while PDT has yielded a comparatively lower 5.62% annualized return.


PEQIX

1D
-0.47%
1M
2.29%
6M
8.94%
YTD
13.77%
1Y
22.90%
3Y*
12.35%
5Y*
8.28%
10Y*
9.41%
ALL TIME*
9.36%

PDT

1D
-0.23%
1M
0.37%
6M
3.17%
YTD
6.22%
1Y
4.26%
3Y*
13.94%
5Y*
2.86%
10Y*
5.62%
ALL TIME*
6.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.46M$1.42M$1.61M
$0.00$0.00$0.00

PEQIX vs. PDT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEQIX
Pioneer Equity Income Fund
13.77%11.30%11.18%6.84%-8.08%25.28%-0.20%25.46%-8.93%15.00%
PDT
John Hancock Premium Dividend Fund
6.22%7.64%29.92%-9.55%-16.30%25.98%-14.20%39.29%-12.49%21.22%

Correlation

The correlation between PEQIX and PDT is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (3Y)
Balances recent behavior with more history.

0.48

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.53

Correlation (10Y)
Provides a long-term view across more market conditions.

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 25, 1990

0.30

The correlation between PEQIX and PDT shifts across timeframes, from 0.30 (all time) to 0.53 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PEQIX vs. PDT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PEQIX
PEQIX Risk / Return Rank: 7474
Overall Rank
PEQIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PEQIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
PEQIX Omega Ratio Rank: 7171
Omega Ratio Rank
PEQIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PEQIX Martin Ratio Rank: 6868
Martin Ratio Rank

PDT
PDT Risk / Return Rank: 1414
Overall Rank
PDT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PDT Sortino Ratio Rank: 1212
Sortino Ratio Rank
PDT Omega Ratio Rank: 1313
Omega Ratio Rank
PDT Calmar Ratio Rank: 1717
Calmar Ratio Rank
PDT Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PEQIX vs. PDT - Risk-Adjusted Trends Comparison

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


PEQIXPDTDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.31

1.09

+0.22

Calmar ratioReturn relative to maximum drawdown

2.57

0.81

+1.76

Martin ratioReturn relative to average drawdown

8.44

1.70

+6.74

PEQIX vs. PDT - Sharpe Ratio Comparison

The current PEQIX Sharpe Ratio is 1.80, which is higher than the PDT Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of PEQIX and PDT, 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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Drawdowns

PEQIX vs. PDT - Drawdown Comparison

The maximum PEQIX drawdown since its inception was -54.08%, smaller than the maximum PDT drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for PEQIX and PDT.


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Drawdown Indicators


PEQIXPDTDifference

Max Drawdown

Largest peak-to-trough decline

-54.08%

-62.39%

+8.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.01%

-5.38%

-2.63%

Max Drawdown (3Y)

Largest decline over 3 years

-16.84%

-16.91%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-20.24%

-40.44%

+20.20%

Max Drawdown (10Y)

Largest decline over 10 years

-37.93%

-62.39%

+24.46%

Current Drawdown

Current decline from peak

-1.07%

-1.92%

+0.85%

Average Drawdown

Average peak-to-trough decline

-6.56%

-9.99%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.56%

-0.12%

Volatility

PEQIX vs. PDT - Volatility Comparison

Pioneer Equity Income Fund (PEQIX) has a higher volatility of 3.49% compared to John Hancock Premium Dividend Fund (PDT) at 1.65%. This indicates that PEQIX's price experiences larger fluctuations and is considered to be riskier than PDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEQIXPDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

1.65%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

6.92%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.51%

8.88%

+2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

16.92%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

25.09%

-7.93%

PEQIX vs. PDT - Expense Ratio Comparison

PEQIX has a 1.02% expense ratio, which is lower than PDT's 5.06% expense ratio.


Dividends

PEQIX vs. PDT - Dividend Comparison

PEQIX's dividend yield for the trailing twelve months is around 8.03%, more than PDT's 7.72% yield.


PositionTTM20252024202320222021202020192018201720162015
PDT
John Hancock Premium Dividend Fund
7.72%7.80%7.77%10.14%9.04%6.42%8.43%6.70%8.69%9.94%9.15%7.88%
PEQIX
Pioneer Equity Income Fund
8.03%9.08%40.97%17.42%12.72%9.34%1.59%4.00%7.75%5.31%13.11%10.13%

Frequently Asked Questions


PEQIX and PDT have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PEQIX has higher volatility (3.49%) compared to PDT (1.65%). In terms of maximum drawdown, PEQIX dropped -54.08% vs PDT's -62.39%.

PEQIX currently has the higher Sharpe Ratio (1.80 vs 0.49), 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.

Portfolio Optimizer

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