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BPRIX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPRIX vs. BDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Inflation Protected Bond Fund (BPRIX) and BlackRock Enhanced Equity Dividend Fund (BDJ). The values are adjusted to include any dividend payments, if applicable.

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BPRIX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BPRIX
BlackRock Inflation Protected Bond Fund
0.00%6.84%1.41%2.92%-12.87%5.76%11.76%8.33%-1.85%3.10%
BDJ
BlackRock Enhanced Equity Dividend Fund
-7.23%26.12%16.87%-6.67%0.83%26.56%-7.58%37.43%-10.42%20.78%

Returns By Period

Over the past 10 years, BPRIX has underperformed BDJ with an annualized return of 2.39%, while BDJ has yielded a comparatively higher 9.77% annualized return.


BPRIX

1D
0.62%
1M
-1.80%
YTD
-0.00%
6M
-0.17%
1Y
2.66%
3Y*
2.38%
5Y*
0.75%
10Y*
2.39%

BDJ

1D
2.01%
1M
-10.23%
YTD
-7.23%
6M
-0.27%
1Y
10.26%
3Y*
9.52%
5Y*
7.49%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPRIX vs. BDJ - Expense Ratio Comparison

BPRIX has a 0.40% expense ratio, which is lower than BDJ's 0.86% expense ratio.


Return for Risk

BPRIX vs. BDJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BPRIX
BPRIX Risk / Return Rank: 4444
Overall Rank
BPRIX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BPRIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
BPRIX Omega Ratio Rank: 3636
Omega Ratio Rank
BPRIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
BPRIX Martin Ratio Rank: 4343
Martin Ratio Rank

BDJ
BDJ Risk / Return Rank: 2727
Overall Rank
BDJ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BDJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
BDJ Omega Ratio Rank: 2626
Omega Ratio Rank
BDJ Calmar Ratio Rank: 2828
Calmar Ratio Rank
BDJ Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BPRIX vs. BDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and BlackRock Enhanced Equity Dividend Fund (BDJ). 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.


BPRIXBDJDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.62

+0.26

Sortino ratio

Return per unit of downside risk

1.25

0.94

+0.31

Omega ratio

Gain probability vs. loss probability

1.17

1.14

+0.03

Calmar ratio

Return relative to maximum drawdown

1.30

0.79

+0.50

Martin ratio

Return relative to average drawdown

4.33

3.01

+1.32

BPRIX vs. BDJ - Sharpe Ratio Comparison

The current BPRIX Sharpe Ratio is 0.88, which is higher than the BDJ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of BPRIX and BDJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BPRIXBDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.62

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.47

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.53

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.30

+0.30

Correlation

The correlation between BPRIX and BDJ is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BPRIX vs. BDJ - Dividend Comparison

BPRIX's dividend yield for the trailing twelve months is around 3.56%, less than BDJ's 9.93% yield.


TTM20252024202320222021202020192018201720162015
BPRIX
BlackRock Inflation Protected Bond Fund
3.56%4.47%3.38%2.48%6.04%6.39%1.48%2.34%2.78%2.20%1.19%2.07%
BDJ
BlackRock Enhanced Equity Dividend Fund
9.93%9.03%8.21%9.49%12.18%5.95%7.08%6.66%7.21%6.07%6.88%7.36%

Drawdowns

BPRIX vs. BDJ - Drawdown Comparison

The maximum BPRIX drawdown since its inception was -15.52%, smaller than the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for BPRIX and BDJ.


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Drawdown Indicators


BPRIXBDJDifference

Max Drawdown

Largest peak-to-trough decline

-15.52%

-59.46%

+43.94%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-12.28%

+9.06%

Max Drawdown (5Y)

Largest decline over 5 years

-15.52%

-21.39%

+5.87%

Max Drawdown (10Y)

Largest decline over 10 years

-15.52%

-48.14%

+32.62%

Current Drawdown

Current decline from peak

-3.23%

-10.51%

+7.28%

Average Drawdown

Average peak-to-trough decline

-3.82%

-8.99%

+5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

3.24%

-2.28%

Volatility

BPRIX vs. BDJ - Volatility Comparison

The current volatility for BlackRock Inflation Protected Bond Fund (BPRIX) is 1.41%, while BlackRock Enhanced Equity Dividend Fund (BDJ) has a volatility of 5.31%. This indicates that BPRIX experiences smaller price fluctuations and is considered to be less risky than BDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPRIXBDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

5.31%

-3.90%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

9.40%

-7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

16.63%

-12.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

16.12%

-10.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

18.38%

-12.86%