TRDIX vs. PDT
TRDIX (Transamerica Sustainable Equity Income Fund) and PDT (John Hancock Premium Dividend Fund) are both Dividend funds. Over the past 10 years, TRDIX returned 8.52%/yr vs 5.62%/yr for PDT. Their 0.41 correlation means their historical movements had little consistent relationship. TRDIX charges 0.74%/yr vs 5.06%/yr for PDT.
Performance
TRDIX vs. PDT - Performance Comparison
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Returns By Period
In the year-to-date period, TRDIX achieves a 21.19% return, which is significantly higher than PDT's 6.22% return. Over the past 10 years, TRDIX has outperformed PDT with an annualized return of 8.52%, while PDT has yielded a comparatively lower 5.62% annualized return.
TRDIX
- 1D
- 1.55%
- 1M
- 1.46%
- 6M
- 15.22%
- YTD
- 21.19%
- 1Y
- 29.02%
- 3Y*
- 17.41%
- 5Y*
- 9.21%
- 10Y*
- 8.52%
- ALL TIME*
- 7.65%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.46M | $1.42M | $1.61M | |
| $0.00 | $0.00 | $0.00 |
TRDIX vs. PDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRDIX Transamerica Sustainable Equity Income Fund | 21.19% | 11.15% | 16.62% | 6.17% | -11.25% | 22.44% | -7.53% | 23.47% | -12.21% | 16.22% |
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 TRDIX and PDT is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.41 |
The correlation between TRDIX and PDT shifts across timeframes, from 0.41 (all time) to 0.53 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TRDIX vs. PDT — Risk / Return Rank
TRDIX
PDT
TRDIX vs. PDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Sustainable Equity Income Fund (TRDIX) 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.
| TRDIX | PDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.09 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 0.81 | +1.74 |
| Martin ratioReturn relative to average drawdown | 10.73 | 1.70 | +9.04 |
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Drawdowns
TRDIX vs. PDT - Drawdown Comparison
The maximum TRDIX drawdown since its inception was -47.02%, smaller than the maximum PDT drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for TRDIX and PDT.
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Drawdown Indicators
| TRDIX | PDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.02% | -62.39% | +15.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -5.38% | -5.12% |
Max Drawdown (3Y)Largest decline over 3 years | -15.15% | -17.14% | +1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -31.35% | -40.44% | +9.09% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | -62.39% | +15.37% |
Current DrawdownCurrent decline from peak | 0.00% | -1.92% | +1.92% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -9.99% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.56% | -0.06% |
Volatility
TRDIX vs. PDT - Volatility Comparison
Transamerica Sustainable Equity Income Fund (TRDIX) has a higher volatility of 3.19% compared to John Hancock Premium Dividend Fund (PDT) at 1.65%. This indicates that TRDIX'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
| TRDIX | PDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 1.65% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 6.92% | +3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 8.88% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 16.92% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.76% | 25.09% | -5.33% |
TRDIX vs. PDT - Expense Ratio Comparison
TRDIX has a 0.74% expense ratio, which is lower than PDT's 5.06% expense ratio.
Dividends
TRDIX vs. PDT - Dividend Comparison
TRDIX's dividend yield for the trailing twelve months is around 1.17%, less than PDT's 7.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TRDIX Transamerica Sustainable Equity Income Fund | 1.17% | 1.47% | 8.93% | 1.89% | 2.13% | 17.89% | 2.19% | 15.03% | 20.64% | 8.73% | 16.84% | 19.55% |
Frequently Asked Questions
TRDIX and PDT have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRDIX has higher volatility (3.19%) compared to PDT (1.65%). In terms of maximum drawdown, TRDIX dropped -47.02% vs PDT's -62.39%.
TRDIX currently has the higher Sharpe Ratio (2.11 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.
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