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ATWYX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATWYX vs. BDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and BlackRock Enhanced Equity Dividend Fund (BDJ). The values are adjusted to include any dividend payments, if applicable.

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ATWYX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATWYX
AB Tax-Managed Wealth Appreciation Strategy
-1.67%21.44%18.72%20.55%-18.58%20.45%12.70%25.56%-9.76%23.04%
BDJ
BlackRock Enhanced Equity Dividend Fund
-5.83%26.12%16.87%-6.67%0.83%26.56%-7.58%37.43%-10.42%20.78%

Returns By Period

In the year-to-date period, ATWYX achieves a -1.67% return, which is significantly higher than BDJ's -5.83% return. Over the past 10 years, ATWYX has outperformed BDJ with an annualized return of 10.79%, while BDJ has yielded a comparatively lower 9.93% annualized return.


ATWYX

1D
3.18%
1M
-5.98%
YTD
-1.67%
6M
0.82%
1Y
21.55%
3Y*
17.03%
5Y*
9.31%
10Y*
10.79%

BDJ

1D
1.51%
1M
-8.69%
YTD
-5.83%
6M
1.12%
1Y
11.53%
3Y*
10.07%
5Y*
7.81%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ATWYX vs. BDJ - Expense Ratio Comparison

ATWYX has a 0.38% expense ratio, which is lower than BDJ's 0.86% expense ratio.


Return for Risk

ATWYX vs. BDJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ATWYX
ATWYX Risk / Return Rank: 7272
Overall Rank
ATWYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ATWYX Sortino Ratio Rank: 7070
Sortino Ratio Rank
ATWYX Omega Ratio Rank: 6969
Omega Ratio Rank
ATWYX Calmar Ratio Rank: 7575
Calmar Ratio Rank
ATWYX Martin Ratio Rank: 8080
Martin Ratio Rank

BDJ
BDJ Risk / Return Rank: 2929
Overall Rank
BDJ Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BDJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
BDJ Omega Ratio Rank: 2727
Omega Ratio Rank
BDJ Calmar Ratio Rank: 3434
Calmar Ratio Rank
BDJ Martin Ratio Rank: 3333
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.

ATWYX vs. BDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and BlackRock Enhanced Equity Dividend Fund (BDJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ATWYXBDJDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.69

+0.57

Sortino ratio

Return per unit of downside risk

1.86

1.04

+0.82

Omega ratio

Gain probability vs. loss probability

1.28

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

1.91

0.97

+0.94

Martin ratio

Return relative to average drawdown

8.56

3.62

+4.94

ATWYX vs. BDJ - Sharpe Ratio Comparison

The current ATWYX Sharpe Ratio is 1.27, which is higher than the BDJ Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of ATWYX and BDJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ATWYXBDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.69

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.49

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.54

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.30

+0.11

Correlation

The correlation between ATWYX and BDJ is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ATWYX vs. BDJ - Dividend Comparison

ATWYX's dividend yield for the trailing twelve months is around 4.48%, less than BDJ's 9.78% yield.


TTM20252024202320222021202020192018201720162015
ATWYX
AB Tax-Managed Wealth Appreciation Strategy
4.48%4.41%2.49%1.84%5.88%5.81%1.23%4.93%5.57%12.93%3.16%7.84%
BDJ
BlackRock Enhanced Equity Dividend Fund
9.78%9.03%8.21%9.49%12.18%5.95%7.08%6.66%7.21%6.07%6.88%7.36%

Drawdowns

ATWYX vs. BDJ - Drawdown Comparison

The maximum ATWYX drawdown since its inception was -59.14%, roughly equal to the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for ATWYX and BDJ.


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Drawdown Indicators


ATWYXBDJDifference

Max Drawdown

Largest peak-to-trough decline

-59.14%

-59.46%

+0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-12.28%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-21.39%

-4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-48.14%

+13.81%

Current Drawdown

Current decline from peak

-6.88%

-9.16%

+2.28%

Average Drawdown

Average peak-to-trough decline

-10.05%

-8.99%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

3.29%

-0.69%

Volatility

ATWYX vs. BDJ - Volatility Comparison

AB Tax-Managed Wealth Appreciation Strategy (ATWYX) has a higher volatility of 6.28% compared to BlackRock Enhanced Equity Dividend Fund (BDJ) at 5.62%. This indicates that ATWYX's price experiences larger fluctuations and is considered to be riskier than BDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATWYXBDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

5.62%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

9.50%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

16.68%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

16.13%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

18.38%

-1.67%