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ISIN
US09251A1043
CUSIP
09251A104
Issuer
BlackRock
Inception Date
Aug 30, 2005
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

BDJ Performance Chart

BlackRock Enhanced Equity Dividend Fund (BDJ) is up 0.3% since the beginning of the year. BDJ is currently trading at $9 per share. Investors who bought $1,000 worth of BDJ shares 5 years ago would now be looking at an investment worth $1,387.


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S&P 500 Index

Returns By Period

BlackRock Enhanced Equity Dividend Fund (BDJ) has returned 0.25% so far this year and 17.25% over the past 12 months. Over the last ten years, BDJ has returned 10.11% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


BlackRock Enhanced Equity Dividend Fund

1D
0.22%
1M
1.45%
YTD
0.25%
6M
6.07%
1Y
17.25%
3Y*
13.78%
5Y*
6.76%
10Y*
10.11%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDJ Monthly Returns History

Based on dividend-adjusted daily data since Aug 29, 2005, BDJ's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +17.7%, while the worst month was Feb 2009 at -22.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BDJ closed higher 51% of trading days. The best single day was Nov 24, 2008 with a return of +13.4%, while the worst single day was Mar 18, 2020 at -16.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.04%1.28%-10.23%8.03%0.79%-0.76%0.25%
20256.93%2.41%-3.10%-3.33%4.51%4.60%0.02%3.20%1.36%0.68%1.69%5.00%26.12%
20242.81%2.90%3.58%-2.11%3.57%-0.28%4.99%1.98%0.90%1.46%3.75%-7.23%16.87%
20233.85%-2.09%-4.45%-0.04%-4.63%3.92%1.04%-6.17%-1.71%-5.47%10.08%0.00%-6.67%
2022-2.51%-0.42%2.79%-6.13%5.10%-7.93%9.40%-1.09%-13.55%10.74%6.47%0.84%0.83%
2021-1.56%5.91%8.95%5.51%4.66%-1.57%1.39%0.19%-3.35%5.83%-5.26%4.12%26.56%

Benchmark Metrics

BlackRock Enhanced Equity Dividend Fund has an annualized alpha of -0.07%, beta of 0.81, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since August 30, 2005.

  • This fund participated in 100.15% of S&P 500 Index downside but only 88.45% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.07%
Beta
0.81
0.55
Upside Capture
88.45%
Downside Capture
100.15%

Expense Ratio

BDJ has an expense ratio of 0.86%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BDJ ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


BDJ Risk / Return Rank: 2222
Overall Rank
BDJ Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BDJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
BDJ Omega Ratio Rank: 2323
Omega Ratio Rank
BDJ Calmar Ratio Rank: 1616
Calmar Ratio Rank
BDJ Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BlackRock Enhanced Equity Dividend Fund (BDJ) and compare them to S&P 500 Index.


BDJBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.25

1.41

-0.15

Calmar ratioReturn relative to maximum drawdown

1.41

2.93

-1.52

Martin ratioReturn relative to average drawdown

5.21

13.52

-8.32

Dividends

Dividend History

BlackRock Enhanced Equity Dividend Fund provided a 9.31% dividend yield over the last twelve months, with an annual payout of $0.86 per share.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.86$0.86$0.68$0.73$1.10$0.60$0.60$0.66$0.56$0.56$0.56$0.56

Dividend yield

9.31%9.03%8.21%9.49%12.18%5.95%7.08%6.66%7.21%6.07%6.88%7.36%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Enhanced Equity Dividend Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.06$0.06$0.06$0.06$0.06$0.00$0.31
2025$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.17$0.86
2024$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.68
2023$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.11$0.73
2022$0.05$0.05$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.49$1.10
2021$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.60

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock Enhanced Equity Dividend Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BlackRock Enhanced Equity Dividend Fund was 59.46%, occurring on Mar 9, 2009. Recovery took 1098 trading sessions.

The current BlackRock Enhanced Equity Dividend Fund drawdown is 3.29%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.46%Mar 2009
1y 10mo4y 4mo
6y 2moMay 2007 - Jul 2013
COVID crash2020
-48.14%Mar 2020
2mo 16d11mo 26d
1y 2moJan 2020 - Mar 2021
Rate-hike selloffLate 2018
-22.48%Dec 2018
3mo 4d7mo 2d
10mo 6dSep 2018 - Jul 2019
2023 bear market2023
-21.39%Oct 2023
8mo 25d6mo 28d
1y 3moFeb 2023 - May 2024
Bear market2022
-18.35%Sep 2022
8mo 16d3mo 18d
12mo 4dJan 2022 - Jan 2023

Drawdown Indicators


BDJBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-56.78%

-2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-9.10%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-18.90%

+3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-25.43%

+4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-48.14%

-33.92%

-14.22%

Current Drawdown

Current decline from peak

-3.29%

-0.74%

-2.55%

Average Drawdown

Average peak-to-trough decline

-8.96%

-10.72%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

1.97%

+1.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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