BDJ vs. VOO
Compare and contrast key facts about BlackRock Enhanced Equity Dividend Fund (BDJ) and Vanguard S&P 500 ETF (VOO).
BDJ is managed by Blackrock. It was launched on Aug 30, 2005. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BDJ or VOO.
Key characteristics
| BDJ | VOO | |
|---|---|---|
| YTD Return | 16.50% | 19.30% |
| 1Y Return | 21.39% | 28.36% |
| 3Y Return (Ann) | 4.97% | 10.06% |
| 5Y Return (Ann) | 8.16% | 15.26% |
| 10Y Return (Ann) | 8.65% | 12.92% |
| Sharpe Ratio | 1.65 | 2.26 |
| Daily Std Dev | 12.97% | 12.63% |
| Max Drawdown | -59.44% | -33.99% |
| Current Drawdown | -1.78% | -0.28% |
Correlation
The correlation between BDJ and VOO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BDJ vs. VOO - Performance Comparison
In the year-to-date period, BDJ achieves a 16.50% return, which is significantly lower than VOO's 19.30% return. Over the past 10 years, BDJ has underperformed VOO with an annualized return of 8.65%, while VOO has yielded a comparatively higher 12.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VOO - Expense Ratio Comparison
BDJ has a 0.86% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
BDJ vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Equity Dividend Fund (BDJ) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
BDJ's dividend yield for the trailing twelve months is around 8.66%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDJ BlackRock Enhanced Equity Dividend Fund | 8.66% | 9.49% | 12.18% | 8.47% | 6.89% | 8.22% | 6.97% | 5.86% | 6.64% | 7.11% | 6.61% | 6.73% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BDJ vs. VOO - Drawdown Comparison
The maximum BDJ drawdown since its inception was -59.44%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BDJ and VOO. For additional features, visit the drawdowns tool.
Volatility
BDJ vs. VOO - Volatility Comparison
The current volatility for BlackRock Enhanced Equity Dividend Fund (BDJ) is 3.42%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that BDJ experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.