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MAFOX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAFOX vs. BDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Large Cap Focus Growth Fund (MAFOX) and BlackRock Enhanced Equity Dividend Fund (BDJ). The values are adjusted to include any dividend payments, if applicable.

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MAFOX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAFOX
BlackRock Large Cap Focus Growth Fund
-12.50%12.76%31.11%52.63%-38.05%17.13%46.85%31.16%3.63%29.90%
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

In the year-to-date period, MAFOX achieves a -12.50% return, which is significantly lower than BDJ's -7.23% return. Over the past 10 years, MAFOX has outperformed BDJ with an annualized return of 14.59%, while BDJ has yielded a comparatively lower 9.77% annualized return.


MAFOX

1D
-0.54%
1M
-8.85%
YTD
-12.50%
6M
-13.43%
1Y
10.84%
3Y*
18.40%
5Y*
7.81%
10Y*
14.59%

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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MAFOX vs. BDJ - Expense Ratio Comparison

MAFOX has a 0.67% expense ratio, which is lower than BDJ's 0.86% expense ratio.


Return for Risk

MAFOX vs. BDJ — Risk / Return Rank

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

MAFOX
MAFOX Risk / Return Rank: 1919
Overall Rank
MAFOX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MAFOX Sortino Ratio Rank: 2121
Sortino Ratio Rank
MAFOX Omega Ratio Rank: 2020
Omega Ratio Rank
MAFOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MAFOX Martin Ratio Rank: 1717
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.

MAFOX vs. BDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Large Cap Focus Growth Fund (MAFOX) 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.


MAFOXBDJDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.62

-0.15

Sortino ratio

Return per unit of downside risk

0.86

0.94

-0.08

Omega ratio

Gain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratio

Return relative to maximum drawdown

0.48

0.79

-0.31

Martin ratio

Return relative to average drawdown

1.66

3.01

-1.34

MAFOX vs. BDJ - Sharpe Ratio Comparison

The current MAFOX Sharpe Ratio is 0.47, which is comparable to the BDJ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of MAFOX 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


MAFOXBDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.62

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.47

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.53

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.30

-0.22

Correlation

The correlation between MAFOX and BDJ is 0.57, 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

MAFOX vs. BDJ - Dividend Comparison

MAFOX's dividend yield for the trailing twelve months is around 18.32%, more than BDJ's 9.93% yield.


TTM20252024202320222021202020192018201720162015
MAFOX
BlackRock Large Cap Focus Growth Fund
18.32%16.03%4.04%3.05%2.01%11.20%0.53%5.45%4.43%4.06%0.00%4.66%
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

MAFOX vs. BDJ - Drawdown Comparison

The maximum MAFOX drawdown since its inception was -89.93%, which is greater than BDJ's maximum drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for MAFOX and BDJ.


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Drawdown Indicators


MAFOXBDJDifference

Max Drawdown

Largest peak-to-trough decline

-89.93%

-59.46%

-30.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-12.28%

-4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-42.39%

-21.39%

-21.00%

Max Drawdown (10Y)

Largest decline over 10 years

-42.39%

-48.14%

+5.75%

Current Drawdown

Current decline from peak

-16.70%

-10.51%

-6.19%

Average Drawdown

Average peak-to-trough decline

-54.58%

-8.99%

-45.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

3.24%

+1.60%

Volatility

MAFOX vs. BDJ - Volatility Comparison

BlackRock Large Cap Focus Growth Fund (MAFOX) has a higher volatility of 6.16% compared to BlackRock Enhanced Equity Dividend Fund (BDJ) at 5.31%. This indicates that MAFOX's price experiences larger fluctuations and is considered to be riskier 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


MAFOXBDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

5.31%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

9.40%

+4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

23.44%

16.63%

+6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

16.12%

+7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

18.38%

+4.20%