BDJ vs. CII
BDJ (BlackRock Enhanced Equity Dividend Trust) is Derivative Income fund actively managed by BlackRock, while CII (BlackRock Enhanced Large Cap Core Fund, Inc.) is a stock. Both are actively managed. Over the past 10 years, BDJ returned 10.64%/yr vs 14.58%/yr for CII. Their 0.66 correlation means they have sometimes moved together and sometimes differently. BDJ charges 0.89%/yr vs 0.93%/yr for CII.
Performance
BDJ vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, BDJ achieves a 8.08% return, which is significantly higher than CII's 7.56% return. Over the past 10 years, BDJ has underperformed CII with an annualized return of 10.64%, while CII has yielded a comparatively higher 14.58% annualized return.
BDJ
- 1D
- 0.93%
- 1M
- 2.00%
- 6M
- 5.93%
- YTD
- 8.08%
- 1Y
- 23.35%
- 3Y*
- 15.58%
- 5Y*
- 8.67%
- 10Y*
- 10.64%
- ALL TIME*
- 6.88%
CII
- 1D
- 0.79%
- 1M
- -5.53%
- 6M
- 7.51%
- YTD
- 7.56%
- 1Y
- 32.42%
- 3Y*
- 19.46%
- 5Y*
- 12.85%
- 10Y*
- 14.58%
- ALL TIME*
- 10.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.00M | $4.36M | $4.87M | |
| $2.66M | $2.21M | $1.88M |
BDJ vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDJ BlackRock Enhanced Equity Dividend Trust | 8.08% | 26.12% | 16.87% | -6.67% | 0.83% | 26.56% | -7.58% | 37.43% | -10.42% | 20.78% |
CII BlackRock Enhanced Large Cap Core Fund, Inc. | 7.56% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 27.73% |
Correlation
The correlation between BDJ and CII is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2005 | 0.66 |
The correlation between BDJ and CII shifts across timeframes, from 0.60 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BDJ vs. CII — Risk / Return Rank
BDJ
CII
BDJ vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Equity Dividend Trust (BDJ) and BlackRock Enhanced Large Cap Core Fund, Inc. (CII). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BDJ | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.65 | -0.89 |
| Martin ratioReturn relative to average drawdown | 6.46 | 8.75 | -2.30 |
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Drawdowns
BDJ vs. CII - Drawdown Comparison
The maximum BDJ drawdown since its inception was -59.46%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for BDJ and CII.
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Drawdown Indicators
| BDJ | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.46% | -56.43% | -3.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -11.67% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -14.37% | -21.05% | +6.68% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -22.32% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -48.14% | -40.56% | -7.58% |
Current DrawdownCurrent decline from peak | 0.00% | -7.30% | +7.30% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -6.16% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.53% | -0.18% |
Volatility
BDJ vs. CII - Volatility Comparison
The current volatility for BlackRock Enhanced Equity Dividend Trust (BDJ) is 3.15%, while BlackRock Enhanced Large Cap Core Fund, Inc. (CII) has a volatility of 5.68%. This indicates that BDJ experiences smaller price fluctuations and is considered to be less risky than CII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDJ | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 5.68% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 13.61% | -4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 17.03% | -4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 17.40% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 18.67% | -0.27% |
BDJ vs. CII - Expense Ratio Comparison
BDJ has a 0.89% expense ratio, which is lower than CII's 0.93% expense ratio.
Dividends
BDJ vs. CII - Dividend Comparison
BDJ's dividend yield for the trailing twelve months is around 8.75%, less than CII's 16.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDJ BlackRock Enhanced Equity Dividend Trust | 8.75% | 9.03% | 8.21% | 9.49% | 12.18% | 5.95% | 7.08% | 6.66% | 7.21% | 6.07% | 6.88% | 7.36% |
CII BlackRock Enhanced Large Cap Core Fund, Inc. | 16.13% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
Frequently Asked Questions
BDJ and CII have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CII has higher volatility (5.68%) compared to BDJ (3.15%). In terms of maximum drawdown, BDJ dropped -59.46% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (1.82 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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