BDJ vs. EQTIX
Compare and contrast key facts about BlackRock Enhanced Equity Dividend Fund (BDJ) and Shelton Equity Income Fund (EQTIX).
BDJ is managed by BlackRock. It was launched on Aug 30, 2005. EQTIX is managed by Shelton Capital Management. It was launched on Sep 3, 1996.
Performance
BDJ vs. EQTIX - Performance Comparison
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BDJ vs. EQTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EQTIX Shelton Equity Income Fund | -5.60% | 8.84% | 17.18% | 17.17% | -10.28% | 23.76% | 6.87% | 17.66% | -10.00% | 13.57% |
Returns By Period
The year-to-date returns for both investments are quite close, with BDJ having a -5.83% return and EQTIX slightly higher at -5.60%. Over the past 10 years, BDJ has outperformed EQTIX with an annualized return of 9.93%, while EQTIX has yielded a comparatively lower 8.25% annualized return.
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%
EQTIX
- 1D
- -0.06%
- 1M
- -5.82%
- YTD
- -5.60%
- 6M
- -3.75%
- 1Y
- 7.47%
- 3Y*
- 10.56%
- 5Y*
- 7.40%
- 10Y*
- 8.25%
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BDJ vs. EQTIX - Expense Ratio Comparison
BDJ has a 0.86% expense ratio, which is higher than EQTIX's 0.72% expense ratio.
Return for Risk
BDJ vs. EQTIX — Risk / Return Rank
BDJ
EQTIX
BDJ vs. EQTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Equity Dividend Fund (BDJ) and Shelton Equity Income Fund (EQTIX). 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.
| BDJ | EQTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.53 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.04 | 0.86 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.65 | +0.32 |
Martin ratioReturn relative to average drawdown | 3.62 | 3.10 | +0.52 |
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
| BDJ | EQTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.53 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.57 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.58 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.44 | -0.14 |
Correlation
The correlation between BDJ and EQTIX 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
BDJ vs. EQTIX - Dividend Comparison
BDJ's dividend yield for the trailing twelve months is around 9.78%, more than EQTIX's 7.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EQTIX Shelton Equity Income Fund | 7.24% | 7.62% | 9.51% | 9.25% | 9.83% | 11.98% | 24.62% | 4.89% | 23.96% | 14.65% | 16.02% | 3.33% |
Drawdowns
BDJ vs. EQTIX - Drawdown Comparison
The maximum BDJ drawdown since its inception was -59.46%, which is greater than EQTIX's maximum drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for BDJ and EQTIX.
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Drawdown Indicators
| BDJ | EQTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.46% | -53.77% | -5.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -10.43% | -1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -19.03% | -2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -48.14% | -29.85% | -18.29% |
Current DrawdownCurrent decline from peak | -9.16% | -7.16% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -7.21% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.19% | +1.10% |
Volatility
BDJ vs. EQTIX - Volatility Comparison
BlackRock Enhanced Equity Dividend Fund (BDJ) has a higher volatility of 5.62% compared to Shelton Equity Income Fund (EQTIX) at 3.45%. This indicates that BDJ's price experiences larger fluctuations and is considered to be riskier than EQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDJ | EQTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 3.45% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 7.52% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 14.71% | +1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 13.12% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 14.31% | +4.07% |