BDJ vs. ITOT
Compare and contrast key facts about BlackRock Enhanced Equity Dividend Fund (BDJ) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
BDJ is managed by Blackrock. It was launched on Aug 30, 2005. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BDJ or ITOT.
Key characteristics
| BDJ | ITOT | |
|---|---|---|
| YTD Return | 16.91% | 17.60% |
| 1Y Return | 21.35% | 27.57% |
| 3Y Return (Ann) | 5.09% | 8.23% |
| 5Y Return (Ann) | 8.19% | 14.48% |
| 10Y Return (Ann) | 8.69% | 12.37% |
| Sharpe Ratio | 1.68 | 2.09 |
| Daily Std Dev | 12.97% | 13.06% |
| Max Drawdown | -59.44% | -55.21% |
| Current Drawdown | -1.43% | -0.71% |
Correlation
The correlation between BDJ and ITOT 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.
Performance
BDJ vs. ITOT - Performance Comparison
The year-to-date returns for both investments are quite close, with BDJ having a 16.91% return and ITOT slightly higher at 17.60%. Over the past 10 years, BDJ has underperformed ITOT with an annualized return of 8.69%, while ITOT has yielded a comparatively higher 12.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BDJ vs. ITOT - Expense Ratio Comparison
BDJ has a 0.86% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
BDJ vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Equity Dividend Fund (BDJ) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
BDJ vs. ITOT - Dividend Comparison
BDJ's dividend yield for the trailing twelve months is around 8.63%, more than ITOT's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDJ BlackRock Enhanced Equity Dividend Fund | 8.63% | 9.49% | 12.18% | 8.47% | 6.89% | 8.22% | 6.97% | 5.86% | 6.64% | 7.11% | 6.61% | 6.73% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.27% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
BDJ vs. ITOT - Drawdown Comparison
The maximum BDJ drawdown since its inception was -59.44%, which is greater than ITOT's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for BDJ and ITOT. For additional features, visit the drawdowns tool.
Volatility
BDJ vs. ITOT - Volatility Comparison
The current volatility for BlackRock Enhanced Equity Dividend Fund (BDJ) is 3.31%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 3.99%. This indicates that BDJ experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.