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MAIIX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAIIX vs. BDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE International Index Fund (MAIIX) and BlackRock Enhanced Equity Dividend Fund (BDJ). The values are adjusted to include any dividend payments, if applicable.

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MAIIX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAIIX
iShares MSCI EAFE International Index Fund
-1.86%31.62%3.65%18.35%-14.15%11.25%8.03%21.82%-13.43%25.24%
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, MAIIX achieves a -1.86% return, which is significantly higher than BDJ's -7.23% return. Over the past 10 years, MAIIX has underperformed BDJ with an annualized return of 8.55%, while BDJ has yielded a comparatively higher 9.77% annualized return.


MAIIX

1D
0.37%
1M
-10.85%
YTD
-1.86%
6M
2.38%
1Y
19.60%
3Y*
13.40%
5Y*
7.90%
10Y*
8.55%

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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MAIIX vs. BDJ - Expense Ratio Comparison

MAIIX has a 0.09% expense ratio, which is lower than BDJ's 0.86% expense ratio.


Return for Risk

MAIIX vs. BDJ — Risk / Return Rank

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

MAIIX
MAIIX Risk / Return Rank: 6262
Overall Rank
MAIIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MAIIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MAIIX Omega Ratio Rank: 5757
Omega Ratio Rank
MAIIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
MAIIX Martin Ratio Rank: 6262
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.

MAIIX vs. BDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MAIIX) 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.


MAIIXBDJDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.62

+0.47

Sortino ratio

Return per unit of downside risk

1.53

0.94

+0.59

Omega ratio

Gain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratio

Return relative to maximum drawdown

1.54

0.79

+0.74

Martin ratio

Return relative to average drawdown

5.87

3.01

+2.87

MAIIX vs. BDJ - Sharpe Ratio Comparison

The current MAIIX Sharpe Ratio is 1.09, which is higher than the BDJ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of MAIIX 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


MAIIXBDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.62

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.47

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.53

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.30

0.00

Correlation

The correlation between MAIIX and BDJ is 0.60, 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

MAIIX vs. BDJ - Dividend Comparison

MAIIX's dividend yield for the trailing twelve months is around 3.78%, less than BDJ's 9.93% yield.


TTM20252024202320222021202020192018201720162015
MAIIX
iShares MSCI EAFE International Index Fund
3.78%3.71%3.38%3.16%2.76%3.00%1.94%3.29%4.53%2.42%2.81%2.40%
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

MAIIX vs. BDJ - Drawdown Comparison

The maximum MAIIX drawdown since its inception was -61.05%, roughly equal to the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for MAIIX and BDJ.


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Drawdown Indicators


MAIIXBDJDifference

Max Drawdown

Largest peak-to-trough decline

-61.05%

-59.46%

-1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-12.28%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-21.39%

-7.92%

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

-48.14%

+14.13%

Current Drawdown

Current decline from peak

-10.85%

-10.51%

-0.34%

Average Drawdown

Average peak-to-trough decline

-15.42%

-8.99%

-6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.24%

-0.28%

Volatility

MAIIX vs. BDJ - Volatility Comparison

iShares MSCI EAFE International Index Fund (MAIIX) has a higher volatility of 7.08% compared to BlackRock Enhanced Equity Dividend Fund (BDJ) at 5.31%. This indicates that MAIIX'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


MAIIXBDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

5.31%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

9.40%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

16.63%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

16.12%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

18.38%

-1.82%