PDT vs JVAL

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

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

PDT vs JVAL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

PDT

$733M

JVAL

$733M

Expense Ratio

PDT

N/A

JVAL

0.12%

Max Drawdown

PDT

62.63%

Winner

JVAL

40.42%

Sharpe Ratio

PDT

0.29

Winner

JVAL

1.99

5Y Beta

Winner

PDT

0.42

JVAL

0.95

P/E Ratio

PDT

N/A

JVAL

23.00

Forward P/E

PDT

N/A

JVAL

14.87

PEG Ratio

PDT

N/A

JVAL

0.19

5Y Dividends CAGR

PDT

-0.44%

Winner

JVAL

8.36%

5Y EPS CAGR

PDT

N/A

JVAL

16.88%

Debt to Equity

PDT

N/A

JVAL

44.20%

P/S Ratio

PDT

N/A

JVAL

1.50

P/B Ratio

PDT

N/A

JVAL

2.69

PDT vs JVAL - Historical Returns

Returns include dividend reinvestment.

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

PDT

-2.04%

Winner

JVAL

+3.98%

PDT

-2.22%

Winner

JVAL

+12.20%

PDT

+4.04%

Winner

JVAL

+15.50%

PDT

+6.09%

Winner

JVAL

+35.96%

5Y(CAGR)

PDT

+2.59%

Winner

JVAL

+11.57%

10Y(CAGR)

PDT

+6.15%

Winner

JVAL

+12.74%

Max(CAGR)

PDT

+9.11%

Winner

JVAL

+12.74%

PDT vs JVAL - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	PDT	JVAL
2026	+3.92%	+14.79%
2025	+7.88%	+16.48%
2024	+28.48%	+14.59%
2023	-10.25%	+19.59%
2022	-16.41%	-12.14%
2021	+27.89%	+33.17%
2020	-14.36%	+5.81%
2019	+38.87%	+27.98%
2018	-11.60%	-8.93%
2017	+20.46%	+5.24%
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 JVAL Drawdown Comparison

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

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

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

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

Correlation

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

0.80

-101

Dividend Comparison (2000 - 2026)

PDT vs JVAL dividend yield comparison.

Year	PDT	JVAL
2026	3.22%	0.30%
2025	7.80%	2.08%
2024	7.77%	2.21%
2023	10.14%	2.43%
2022	9.04%	2.46%
2021	6.42%	1.88%
2020	8.43%	2.55%
2019	6.70%	2.58%
2018	8.69%	2.61%
2017	9.94%	0.45%
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%