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.
Performance
BDJ vs. ITOT - Performance Comparison
Loading graphics...
BDJ vs. ITOT - 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Returns By Period
In the year-to-date period, BDJ achieves a -5.83% return, which is significantly lower than ITOT's -3.31% return. Over the past 10 years, BDJ has underperformed ITOT with an annualized return of 9.93%, while ITOT has yielded a comparatively higher 13.65% 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%
ITOT
- 1D
- 0.72%
- 1M
- -4.34%
- YTD
- -3.31%
- 6M
- -1.32%
- 1Y
- 18.51%
- 3Y*
- 18.11%
- 5Y*
- 10.62%
- 10Y*
- 13.65%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BDJ vs. ITOT - Expense Ratio Comparison
BDJ has a 0.86% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Return for Risk
BDJ vs. ITOT — Risk / Return Rank
BDJ
ITOT
BDJ vs. ITOT - Risk-Adjusted Trends 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.
| BDJ | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.00 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.52 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.53 | -0.56 |
Martin ratioReturn relative to average drawdown | 3.62 | 7.25 | -3.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BDJ | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.00 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.61 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.75 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.54 | -0.24 |
Correlation
The correlation between BDJ and ITOT is 0.68, 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. ITOT - Dividend Comparison
BDJ's dividend yield for the trailing twelve months is around 9.78%, more than ITOT's 1.12% 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
BDJ vs. ITOT - Drawdown Comparison
The maximum BDJ drawdown since its inception was -59.46%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for BDJ and ITOT.
Loading graphics...
Drawdown Indicators
| BDJ | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.46% | -55.20% | -4.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.34% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -25.36% | +3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -48.14% | -35.00% | -13.14% |
Current DrawdownCurrent decline from peak | -9.16% | -5.51% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -7.02% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.61% | +0.68% |
Volatility
BDJ vs. ITOT - Volatility Comparison
BlackRock Enhanced Equity Dividend Fund (BDJ) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 5.62% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BDJ | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 5.49% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 9.78% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 18.68% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 17.36% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 18.25% | +0.13% |