BAMBX vs. BDJ
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Fund (BAMBX) and BlackRock Enhanced Equity Dividend Fund (BDJ).
BAMBX is a passively managed fund by BlackRock that tracks the performance of the ICE BofA 3 Month Treasury Bill Index (G0O1) (USD). It was launched on Sep 29, 2020. BDJ is managed by BlackRock. It was launched on Aug 30, 2005.
Performance
BAMBX vs. BDJ - Performance Comparison
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BAMBX vs. BDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAMBX BlackRock Systematic Multi-Strategy Fund | 0.97% | 4.59% | 6.61% | 6.19% | -3.23% | 5.84% | 3.34% | 8.25% | 1.51% | 9.72% |
BDJ BlackRock Enhanced Equity Dividend Fund | -7.23% | 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, BAMBX achieves a 0.97% return, which is significantly higher than BDJ's -7.23% return. Over the past 10 years, BAMBX has underperformed BDJ with an annualized return of 4.43%, while BDJ has yielded a comparatively higher 9.77% annualized return.
BAMBX
- 1D
- 0.48%
- 1M
- -3.15%
- YTD
- 0.97%
- 6M
- 2.65%
- 1Y
- 2.75%
- 3Y*
- 6.24%
- 5Y*
- 3.91%
- 10Y*
- 4.43%
BDJ
- 1D
- 2.01%
- 1M
- -10.23%
- YTD
- -7.23%
- 6M
- -0.27%
- 1Y
- 10.26%
- 3Y*
- 9.52%
- 5Y*
- 7.49%
- 10Y*
- 9.77%
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BAMBX vs. BDJ - Expense Ratio Comparison
BAMBX has a 1.20% expense ratio, which is higher than BDJ's 0.86% expense ratio.
Return for Risk
BAMBX vs. BDJ — Risk / Return Rank
BAMBX
BDJ
BAMBX vs. BDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Fund (BAMBX) 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.
| BAMBX | BDJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.62 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.94 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.79 | +0.13 |
Martin ratioReturn relative to average drawdown | 3.30 | 3.01 | +0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAMBX | BDJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.62 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.47 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.25 | 0.53 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.30 | +1.05 |
Correlation
The correlation between BAMBX and BDJ is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BAMBX vs. BDJ - Dividend Comparison
BAMBX's dividend yield for the trailing twelve months is around 1.95%, less than BDJ's 9.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMBX BlackRock Systematic Multi-Strategy Fund | 1.95% | 1.97% | 3.86% | 4.13% | 4.70% | 2.39% | 1.09% | 3.73% | 8.70% | 3.81% | 4.82% | 0.00% |
BDJ BlackRock Enhanced Equity Dividend Fund | 9.93% | 9.03% | 8.21% | 9.49% | 12.18% | 5.95% | 7.08% | 6.66% | 7.21% | 6.07% | 6.88% | 7.36% |
Drawdowns
BAMBX vs. BDJ - Drawdown Comparison
The maximum BAMBX drawdown since its inception was -8.84%, smaller than the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for BAMBX and BDJ.
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Drawdown Indicators
| BAMBX | BDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.84% | -59.46% | +50.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -12.28% | +8.67% |
Max Drawdown (5Y)Largest decline over 5 years | -6.66% | -21.39% | +14.73% |
Max Drawdown (10Y)Largest decline over 10 years | -8.84% | -48.14% | +39.30% |
Current DrawdownCurrent decline from peak | -3.15% | -10.51% | +7.36% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -8.99% | +7.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 3.24% | -2.23% |
Volatility
BAMBX vs. BDJ - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Fund (BAMBX) is 1.49%, while BlackRock Enhanced Equity Dividend Fund (BDJ) has a volatility of 5.31%. This indicates that BAMBX experiences smaller price fluctuations and is considered to be less risky 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
| BAMBX | BDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 5.31% | -3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 9.40% | -6.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.02% | 16.63% | -12.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.56% | 16.12% | -12.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.54% | 18.38% | -14.84% |