PDT vs CAOS
Comparison between John Hancock Premium Dividend Fund (PDT, ETF) and ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF).
PDT vs CAOS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
PDT
$706M
CAOS
$705M
Expense Ratio
PDT
N/A
CAOS
0.63%
Max Drawdown
PDT
62.63%
Winner
CAOS
3.60%
Sharpe Ratio
Winner
PDT
0.27
CAOS
-1.18
5Y Beta
PDT
0.42
Winner
CAOS
-0.14
5Y Dividends CAGR
PDT
-3.57%
CAOS
N/A
PDT vs CAOS - Historical Returns
Returns include dividend reinvestment.
1M
Winner
PDT
+2.84%
CAOS
+0.19%
3M
Winner
PDT
+0.42%
CAOS
-0.01%
6M
Winner
PDT
+3.49%
CAOS
+0.36%
1Y
Winner
PDT
+5.45%
CAOS
+1.98%
5Y(CAGR)
PDT
+3.33%
CAOS
N/A
10Y(CAGR)
PDT
+5.67%
CAOS
N/A
Max(CAGR)
Winner
PDT
+9.14%
CAOS
+4.96%
PDT vs CAOS - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | PDT | CAOS |
|---|---|---|
| 2026 | +5.72% | +0.99% |
| 2025 | +7.88% | +2.72% |
| 2024 | +28.48% | +5.67% |
| 2023 | -10.25% | +7.97% |
| 2022 | -16.41% | N/A |
| 2021 | +27.89% | N/A |
| 2020 | -14.36% | N/A |
| 2019 | +38.87% | N/A |
| 2018 | -11.60% | N/A |
| 2017 | +20.46% | N/A |
| 2016 | +25.22% | N/A |
| 2015 | +7.79% | N/A |
| 2014 | +26.06% | N/A |
| 2013 | -6.71% | N/A |
| 2012 | +8.08% | N/A |
| 2011 | +25.48% | N/A |
| 2010 | +25.49% | N/A |
| 2009 | +47.06% | N/A |
| 2008 | -21.88% | N/A |
| 2007 | -7.93% | N/A |
| 2006 | +19.70% | N/A |
| 2005 | -7.29% | N/A |
| 2004 | +9.54% | N/A |
| 2003 | +25.14% | N/A |
| 2002 | -2.21% | N/A |
| 2001 | +12.40% | N/A |
| 2000 | +19.49% | N/A |
| 1999 | -10.19% | N/A |
PDT vs CAOS Drawdown Comparison
The maximum drawdown for PDT was -62.37%, occurring on Mar 23, 2020. Recovery took 325 trading sessions.
The maximum drawdown for CAOS was -3.60%, occurring on May 9, 2025. This drawdown has not yet recovered.
The current PDT drawdown is -2.07%. The current CAOS drawdown is -0.95%.
| Rank | PDT | CAOS |
|---|---|---|
| #1 | -62.37% Feb 20, 2020 - Jun 4, 2021 | -3.60% Apr 8, 2025 - May 9, 2025 |
| #2 | -52.75% May 21, 2007 - Sep 30, 2009 | -3.41% Mar 6, 2023 - Mar 31, 2023 |
| #3 | -40.45% Nov 17, 2021 - May 30, 2025 | -2.07% Aug 5, 2024 - Nov 13, 2024 |
| #4 | -21.71% Sep 7, 2016 - Apr 18, 2017 | -1.62% May 1, 2023 - May 17, 2023 |
| #5 | -20.67% Mar 29, 2004 - Oct 18, 2004 | -1.52% Oct 17, 2023 - Nov 2, 2023 |
| #6 | -19.39% May 8, 2013 - Apr 30, 2014 | -1.31% Apr 18, 2023 - Apr 28, 2023 |
| #7 | -18.63% Jul 6, 2018 - Feb 8, 2019 | -1.22% Sep 15, 2023 - Oct 11, 2023 |
| #8 | -17.19% Nov 18, 1999 - Sep 1, 2000 | -1.21% Apr 11, 2024 - May 22, 2024 |
| #9 | -17.12% Jun 3, 2002 - Jan 8, 2003 | -0.89% May 22, 2023 - May 26, 2023 |
| #10 | -16.62% Jul 12, 2005 - Dec 15, 2006 | -0.83% Aug 14, 2023 - Sep 11, 2023 |
| #11 | -15.58% Jun 29, 2012 - Apr 23, 2013 | -0.70% Dec 27, 2023 - Jan 18, 2024 |
| #12 | -14.14% Jul 14, 2011 - Nov 17, 2011 | -0.50% Dec 19, 2024 - Jan 31, 2025 |
| #13 | -13.31% Dec 22, 2017 - Jul 5, 2018 | -0.42% Apr 3, 2023 - Apr 13, 2023 |
| #14 | -11.31% Jul 3, 2003 - Oct 31, 2003 | -0.38% Nov 13, 2024 - Dec 18, 2024 |
| #15 | -10.31% May 3, 2010 - Jul 12, 2010 | -0.35% May 24, 2024 - Jun 5, 2024 |
Correlation
Correlation between PDT and CAOS is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
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