JVAL vs PDT

Comparison between JPMORGAN U.S. VALUE FACTOR ETF (JVAL, ETF) and John Hancock Premium Dividend Fund (PDT, ETF).

5-Year PerformanceJVAL has outperformed PDT, delivering a return of +11.6% compared to +2.6%

JVAL vs PDT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JVAL(ETF)	PDT(ETF)
Net Assets	$733M	$733M
Expense Ratio	0.12%	N/A
Max Drawdown	40.42%	62.63%
Sharpe Ratio	1.99	0.29
5Y Beta	0.95	0.42
P/E Ratio	23.00	N/A
Forward P/E	14.87	N/A
PEG Ratio	0.19	N/A
5Y Dividends CAGR	8.36%	-0.44%
5Y EPS CAGR	16.88%	N/A
Debt to Equity	44.20%	N/A
P/S Ratio	1.50	N/A
P/B Ratio	2.69	N/A

Net Assets

JVAL

$733M

Winner

PDT

$733M

Expense Ratio

JVAL

0.12%

PDT

N/A

Max Drawdown

Winner

JVAL

40.42%

PDT

62.63%

Sharpe Ratio

Winner

JVAL

1.99

PDT

0.29

5Y Beta

JVAL

0.95

Winner

PDT

0.42

P/E Ratio

JVAL

23.00

PDT

N/A

Forward P/E

JVAL

14.87

PDT

N/A

PEG Ratio

JVAL

0.19

PDT

N/A

5Y Dividends CAGR

Winner

JVAL

8.36%

PDT

-0.44%

5Y EPS CAGR

JVAL

16.88%

PDT

N/A

Debt to Equity

JVAL

44.20%

PDT

N/A

P/S Ratio

JVAL

1.50

PDT

N/A

P/B Ratio

JVAL

2.69

PDT

N/A

JVAL vs PDT - Historical Returns

Returns include dividend reinvestment.

Period	JVAL	PDT
1 month	+3.98%	-2.04%
3 months	+12.20%	-2.22%
6 months	+15.50%	+4.04%
1 year	+35.96%	+6.09%
5 years(CAGR)	+11.57%	+2.59%
10 years(CAGR)	+12.74%	+6.15%
Max(CAGR)	+12.74%	+9.11%

Winner

JVAL

+3.98%

PDT

-2.04%

Winner

JVAL

+12.20%

PDT

-2.22%

Winner

JVAL

+15.50%

PDT

+4.04%

Winner

JVAL

+35.96%

PDT

+6.09%

5Y(CAGR)

Winner

JVAL

+11.57%

PDT

+2.59%

10Y(CAGR)

Winner

JVAL

+12.74%

PDT

+6.15%

Max(CAGR)

Winner

JVAL

+12.74%

PDT

+9.11%

JVAL vs PDT - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	JVAL	PDT
2026	+14.79%	+3.92%
2025	+16.48%	+7.88%
2024	+14.59%	+28.48%
2023	+19.59%	-10.25%
2022	-12.14%	-16.41%
2021	+33.17%	+27.89%
2020	+5.81%	-14.36%
2019	+27.98%	+38.87%
2018	-8.93%	-11.60%
2017	+5.24%	+20.46%
2016	N/A	+25.22%
2015	N/A	+7.79%
2014	N/A	+26.06%
2013	N/A	-6.71%
2012	N/A	+8.08%
2011	N/A	+25.48%
2010	N/A	+25.49%
2009	N/A	+47.06%
2008	N/A	-21.88%
2007	N/A	-7.93%
2006	N/A	+19.70%
2005	N/A	-7.29%
2004	N/A	+9.54%
2003	N/A	+25.14%
2002	N/A	-2.21%
2001	N/A	+12.40%
2000	N/A	+19.49%
1999	N/A	-10.19%

JVAL vs PDT Drawdown Comparison

The maximum drawdown for JVAL was -40.42%, occurring on Mar 23, 2020. Recovery took 216 trading sessions.

The maximum drawdown for PDT was -62.37%, occurring on Mar 23, 2020. Recovery took 325 trading sessions.

The current JVAL drawdown is -3.36%. The current PDT drawdown is -3.73%.

Rank	JVAL	PDT
#1	-40.42% Jan 17, 2020 - Nov 24, 2020	-62.37% Feb 20, 2020 - Jun 4, 2021
#2	-22.40% Jan 4, 2022 - Dec 13, 2023	-52.75% May 21, 2007 - Sep 30, 2009
#3	-20.07% Nov 25, 2024 - Jul 2, 2025	-40.45% Nov 17, 2021 - May 30, 2025
#4	-18.99% Sep 21, 2018 - Apr 30, 2019	-21.71% Sep 7, 2016 - Apr 18, 2017
#5	-8.53% Jul 26, 2019 - Oct 25, 2019	-20.67% Mar 29, 2004 - Oct 18, 2004
#6	-8.48% Feb 11, 2026 - Apr 16, 2026	-19.39% May 8, 2013 - Apr 30, 2014
#7	-8.23% May 3, 2019 - Jul 3, 2019	-18.63% Jul 6, 2018 - Feb 8, 2019
#8	-7.88% Jan 24, 2018 - Aug 28, 2018	-17.19% Nov 18, 1999 - Sep 1, 2000
#9	-7.68% Jul 16, 2024 - Aug 30, 2024	-17.12% Jun 3, 2002 - Jan 8, 2003
#10	-6.11% Oct 27, 2025 - Dec 3, 2025	-16.62% Jul 12, 2005 - Dec 15, 2006
#11	-5.86% Mar 28, 2024 - Jul 11, 2024	-15.58% Jun 29, 2012 - Apr 23, 2013
#12	-5.74% Nov 16, 2021 - Dec 27, 2021	-14.14% Jul 14, 2011 - Nov 17, 2011
#13	-4.70% Jun 8, 2021 - Aug 3, 2021	-13.31% Dec 22, 2017 - Jul 5, 2018
#14	-4.41% Sep 2, 2021 - Oct 20, 2021	-11.31% Jul 3, 2003 - Oct 31, 2003
#15	-4.38% May 7, 2021 - Jun 4, 2021	-10.31% May 3, 2010 - Jul 12, 2010

Correlation

Correlation between JVAL and PDT is 0.80 which considered as a strong positive correlation - the stocks tend to move together.

0.80

-101

Dividend Comparison (2000 - 2026)

JVAL vs PDT dividend yield comparison.

Year	JVAL	PDT
2026	0.30%	3.22%
2025	2.08%	7.80%
2024	2.21%	7.77%
2023	2.43%	10.14%
2022	2.46%	9.04%
2021	1.88%	6.42%
2020	2.55%	8.43%
2019	2.58%	6.70%
2018	2.61%	8.69%
2017	0.45%	9.94%
2016	0.00%	9.15%
2015	0.00%	7.88%
2014	0.00%	6.66%
2013	0.00%	10.82%
2012	0.00%	6.68%
2011	0.00%	7.30%
2010	0.00%	7.58%
2009	0.00%	7.57%
2008	0.00%	9.95%
2007	0.00%	6.14%
2006	0.00%	5.49%
2005	0.00%	7.45%
2004	0.00%	6.78%
2003	0.00%	7.16%
2002	0.00%	10.52%
2001	0.00%	7.06%
2000	0.00%	3.08%