Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -0.31% | -8.37% | -14.05% | -12.49% | -6.13% | -10.08% | +9.14% | -1.42% | -0.39% | +0.65% |
| Market-price total return | +0.38% | -7.73% | -12.35% | -9.11% | +0.01% | -2.95% | +17.98% | +6.40% | +7.72% | +9.23% |
| NAV return | +1.30% | -2.12% | -6.65% | -8.70% | -1.89% | -5.34% | +9.28% | -0.05% | -0.12% | +1.20% |
| NAV total return | +1.94% | -1.50% | -4.91% | -5.34% | +4.15% | +1.72% | +17.48% | +7.43% | +7.58% | +8.88% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.13% | 0.11% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.15% | 0.14% | as above |
| Volatility, 5 years | 0.18% | 0.16% | as above |
| Maximum drawdown, 3 years | -14.58% | -9.82% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.87 | 0.99 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.23 | 1.49 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.43 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.43 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for John Hancock Tax-Advantaged Dividend Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.