HTD vs DMXF

Comparison between John Hancock Tax- Advantaged Dividend Income (HTD, ETF) and ISHARES ESG ADVANCED MSCI EAFE ETF (DMXF, ETF).

5-Year PerformanceHTD has outperformed DMXF, delivering a return of +8.3% compared to +7.7%

HTD vs DMXF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HTD(ETF)	DMXF(ETF)
Net Assets	$937M	$931M
Expense Ratio	N/A	0.12%
Max Drawdown	75.51%	36.29%
Sharpe Ratio	0.57	0.96
5Y Beta	0.39	0.83
5Y Dividends CAGR	2.49%	41.55%

Net Assets

Winner

HTD

$937M

DMXF

$931M

Expense Ratio

HTD

N/A

DMXF

0.12%

Max Drawdown

HTD

75.51%

Winner

DMXF

36.29%

Sharpe Ratio

HTD

0.57

Winner

DMXF

0.96

5Y Beta

Winner

HTD

0.39

DMXF

0.83

5Y Dividends CAGR

HTD

2.49%

Winner

DMXF

41.55%

HTD vs DMXF - Historical Returns

Returns include dividend reinvestment.

Period	HTD	DMXF
1 month	-1.84%	+3.85%
3 months	+1.37%	+6.12%
6 months	+3.86%	+7.49%
1 year	+11.23%	+21.73%
5 years(CAGR)	+8.29%	+7.69%
10 years(CAGR)	+8.34%	N/A
Max(CAGR)	+9.51%	+11.65%

HTD

-1.84%

Winner

DMXF

+3.85%

HTD

+1.37%

Winner

DMXF

+6.12%

HTD

+3.86%

Winner

DMXF

+7.49%

HTD

+11.23%

Winner

DMXF

+21.73%

5Y(CAGR)

Winner

HTD

+8.29%

DMXF

+7.69%

10Y(CAGR)

HTD

+8.34%

DMXF

N/A

Max(CAGR)

HTD

+9.51%

Winner

DMXF

+11.65%

HTD vs DMXF - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	HTD	DMXF
2026	+10.95%	+15.61%
2025	+14.53%	+22.82%
2024	+24.58%	+5.40%
2023	-10.96%	+19.48%
2022	-5.72%	-19.36%
2021	+33.51%	+10.50%
2020	-16.36%	+23.13%
2019	+40.16%	N/A
2018	-5.89%	N/A
2017	+12.78%	N/A
2016	+21.54%	N/A
2015	+0.25%	N/A
2014	+32.13%	N/A
2013	+5.76%	N/A
2012	+10.05%	N/A
2011	+23.72%	N/A
2010	+23.14%	N/A
2009	+37.35%	N/A
2008	-35.41%	N/A
2007	-2.38%	N/A
2006	+29.67%	N/A
2005	+0.65%	N/A
2004	-5.40%	N/A

HTD vs DMXF Drawdown Comparison

The maximum drawdown for HTD was -69.69%, occurring on Mar 9, 2009. Recovery took 826 trading sessions.

The maximum drawdown for DMXF was -34.49%, occurring on Oct 12, 2022. Recovery took 628 trading sessions.

The current HTD drawdown is -3.05%. The current DMXF drawdown is -1.04%.

Rank	HTD	DMXF
#1	-69.69% May 9, 2007 - Aug 18, 2010	-34.49% Sep 7, 2021 - Mar 7, 2024
#2	-56.55% Feb 18, 2020 - Jun 9, 2021	-16.53% Sep 26, 2024 - May 13, 2025
#3	-31.59% Aug 18, 2022 - Sep 4, 2024	-11.84% Feb 25, 2026 - May 6, 2026
#4	-20.83% Mar 10, 2004 - Jul 1, 2005	-7.98% Jul 12, 2024 - Aug 23, 2024
#5	-19.60% Apr 20, 2022 - Aug 15, 2022	-6.89% Mar 7, 2024 - May 15, 2024
#6	-18.37% May 21, 2013 - Apr 16, 2014	-6.81% Oct 12, 2020 - Nov 5, 2020
#7	-16.47% Dec 18, 2017 - Jan 31, 2019	-6.77% Oct 27, 2025 - Dec 23, 2025
#8	-16.45% Jul 7, 2011 - Aug 29, 2011	-5.39% Feb 16, 2021 - Apr 5, 2021
#9	-15.34% Sep 7, 2016 - Jan 10, 2017	-5.23% Jul 23, 2025 - Aug 22, 2025
#10	-13.91% Jan 22, 2015 - Feb 25, 2016	-4.47% Jun 15, 2021 - Aug 4, 2021
#11	-13.27% Apr 2, 2025 - Jul 2, 2025	-4.23% Jan 14, 2021 - Feb 9, 2021
#12	-12.48% Oct 8, 2012 - Feb 7, 2013	-4.06% May 7, 2021 - May 24, 2021
#13	-12.37% Aug 4, 2005 - Jul 19, 2006	-3.92% Jun 22, 2026 - Aug 4, 2026
#14	-10.99% Aug 11, 2021 - Dec 27, 2021	-3.86% Aug 27, 2024 - Sep 19, 2024
#15	-10.72% Jan 14, 2022 - Apr 1, 2022	-3.83% Sep 2, 2020 - Oct 9, 2020

Correlation

Correlation between HTD and DMXF is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2004 - 2026)

HTD vs DMXF dividend yield comparison.

Year	HTD	DMXF
2026	5.03%	1.19%
2025	7.51%	4.85%
2024	7.52%	2.92%
2023	8.73%	2.29%
2022	7.36%	2.37%
2021	5.80%	1.91%
2020	7.97%	0.31%
2019	6.06%	0.00%
2018	10.09%	0.00%
2017	8.85%	0.00%
2016	7.30%	0.00%
2015	7.06%	0.00%
2014	6.27%	0.00%
2013	7.16%	0.00%
2012	6.55%	0.00%
2011	6.56%	0.00%
2010	7.32%	0.00%
2009	10.13%	0.00%
2008	15.29%	0.00%
2007	10.49%	0.00%
2006	8.33%	0.00%
2005	8.03%	0.00%
2004	4.84%	0.00%