PDT vs HEGD

Comparison between John Hancock Premium Dividend Fund (PDT, ETF) and SWAN HEDGED EQUITY US LARGE CAP ETF (HEGD, ETF).

5-Year PerformanceHEGD has outperformed PDT, delivering a return of +8.3% compared to +3.3%

PDT vs HEGD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PDT(ETF)	HEGD(ETF)
Net Assets	$706M	$707M
Expense Ratio	N/A	0.87%
Max Drawdown	62.63%	14.56%
Sharpe Ratio	0.27	1.14
5Y Beta	0.42	0.45
5Y Dividends CAGR	-3.57%	N/A

Net Assets

PDT

$706M

Winner

HEGD

$707M

Expense Ratio

PDT

N/A

HEGD

0.87%

Max Drawdown

PDT

62.63%

Winner

HEGD

14.56%

Sharpe Ratio

PDT

0.27

Winner

HEGD

1.14

5Y Beta

Winner

PDT

0.42

HEGD

0.45

5Y Dividends CAGR

PDT

-3.57%

HEGD

N/A

PDT vs HEGD - Historical Returns

Returns include dividend reinvestment.

Period	PDT	HEGD
1 month	+2.84%	+0.34%
3 months	+0.42%	+3.77%
6 months	+3.49%	+5.53%
1 year	+5.45%	+13.01%
5 years(CAGR)	+3.33%	+8.34%
10 years(CAGR)	+5.67%	N/A
Max(CAGR)	+9.14%	+9.46%

Winner

PDT

+2.84%

HEGD

+0.34%

PDT

+0.42%

Winner

HEGD

+3.77%

PDT

+3.49%

Winner

HEGD

+5.53%

PDT

+5.45%

Winner

HEGD

+13.01%

5Y(CAGR)

PDT

+3.33%

Winner

HEGD

+8.34%

10Y(CAGR)

PDT

+5.67%

HEGD

N/A

Max(CAGR)

PDT

+9.14%

Winner

HEGD

+9.46%

PDT vs HEGD - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	PDT	HEGD
2026	+5.72%	+5.45%
2025	+7.88%	+12.82%
2024	+28.48%	+15.60%
2023	-10.25%	+14.46%
2022	-16.41%	-11.12%
2021	+27.89%	+18.11%
2020	-14.36%	+0.99%
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 HEGD Drawdown Comparison

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

The maximum drawdown for HEGD was -14.56%, occurring on Oct 12, 2022. Recovery took 495 trading sessions.

The current PDT drawdown is -2.07%. The current HEGD drawdown is -1.46%.

Rank	PDT	HEGD
#1	-62.37% Feb 20, 2020 - Jun 4, 2021	-14.56% Dec 29, 2021 - Dec 18, 2023
#2	-52.75% May 21, 2007 - Sep 30, 2009	-8.14% Feb 19, 2025 - Jun 24, 2025
#3	-40.45% Nov 17, 2021 - May 30, 2025	-4.58% Jul 10, 2024 - Aug 21, 2024
#4	-21.71% Sep 7, 2016 - Apr 18, 2017	-4.39% Jan 27, 2026 - Apr 15, 2026
#5	-20.67% Mar 29, 2004 - Oct 18, 2004	-3.57% Mar 28, 2024 - May 15, 2024
#6	-19.39% May 8, 2013 - Apr 30, 2014	-3.54% Sep 2, 2021 - Oct 26, 2021
#7	-18.63% Jul 6, 2018 - Feb 8, 2019	-3.38% Jun 2, 2026 - Jun 10, 2026
#8	-17.19% Nov 18, 1999 - Sep 1, 2000	-3.28% Feb 17, 2021 - Apr 5, 2021
#9	-17.12% Jun 3, 2002 - Jan 8, 2003	-2.84% Dec 6, 2024 - Jan 23, 2025
#10	-16.62% Jul 12, 2005 - Dec 15, 2006	-2.80% Nov 24, 2021 - Dec 23, 2021
#11	-15.58% Jun 29, 2012 - Apr 23, 2013	-2.79% Aug 30, 2024 - Sep 12, 2024
#12	-14.14% Jul 14, 2011 - Nov 17, 2011	-2.62% Oct 29, 2025 - Dec 11, 2025
#13	-13.31% Dec 22, 2017 - Jul 5, 2018	-2.50% May 7, 2021 - Jun 24, 2021
#14	-11.31% Jul 3, 2003 - Oct 31, 2003	-2.34% Oct 14, 2024 - Nov 6, 2024
#15	-10.31% May 3, 2010 - Jul 12, 2010	-2.05% Dec 11, 2025 - Jan 9, 2026

Correlation

Correlation between PDT and HEGD is 0.73 which considered as a strong positive correlation - the stocks tend to move together.

0.73

-101

Dividend Comparison (2000 - 2026)

PDT vs HEGD dividend yield comparison.

Year	PDT	HEGD
2026	4.53%	0.00%
2025	7.80%	0.36%
2024	7.77%	0.43%
2023	10.14%	0.39%
2022	9.04%	0.87%
2021	6.42%	0.31%
2020	8.43%	0.00%
2019	6.70%	0.00%
2018	8.69%	0.00%
2017	9.94%	0.00%
2016	9.15%	0.00%
2015	7.88%	0.00%
2014	6.66%	0.00%
2013	10.82%	0.00%
2012	6.68%	0.00%
2011	7.30%	0.00%
2010	7.58%	0.00%
2009	7.57%	0.00%
2008	9.95%	0.00%
2007	6.14%	0.00%
2006	5.49%	0.00%
2005	7.45%	0.00%
2004	6.78%	0.00%
2003	7.16%	0.00%
2002	10.52%	0.00%
2001	7.06%	0.00%
2000	3.08%	0.00%