PortfoliosLab logoPortfoliosLab logo
MAPYX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAPYX vs. BDJ - Performance Comparison

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

Loading graphics...

MAPYX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAPYX
BlackRock Pennsylvania Municipal Bond Fund
-0.78%5.20%3.57%5.80%-12.40%3.18%4.29%6.67%0.73%5.78%
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%

Returns By Period

In the year-to-date period, MAPYX achieves a -0.78% return, which is significantly higher than BDJ's -5.83% return. Over the past 10 years, MAPYX has underperformed BDJ with an annualized return of 1.90%, while BDJ has yielded a comparatively higher 9.93% annualized return.


MAPYX

1D
0.31%
1M
-2.51%
YTD
-0.78%
6M
1.09%
1Y
3.42%
3Y*
3.77%
5Y*
0.63%
10Y*
1.90%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAPYX vs. BDJ - Expense Ratio Comparison

MAPYX has a 0.54% expense ratio, which is lower than BDJ's 0.86% expense ratio.


Return for Risk

MAPYX vs. BDJ — Risk / Return Rank

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

MAPYX
MAPYX Risk / Return Rank: 1818
Overall Rank
MAPYX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MAPYX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MAPYX Omega Ratio Rank: 2727
Omega Ratio Rank
MAPYX Calmar Ratio Rank: 1919
Calmar Ratio Rank
MAPYX Martin Ratio Rank: 1616
Martin Ratio Rank

BDJ
BDJ Risk / Return Rank: 2929
Overall Rank
BDJ Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BDJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
BDJ Omega Ratio Rank: 2727
Omega Ratio Rank
BDJ Calmar Ratio Rank: 3434
Calmar Ratio Rank
BDJ Martin Ratio Rank: 3333
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.

MAPYX vs. BDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Pennsylvania Municipal Bond Fund (MAPYX) 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.


MAPYXBDJDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.69

-0.20

Sortino ratio

Return per unit of downside risk

0.70

1.04

-0.34

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

0.76

0.97

-0.21

Martin ratio

Return relative to average drawdown

2.31

3.62

-1.31

MAPYX vs. BDJ - Sharpe Ratio Comparison

The current MAPYX Sharpe Ratio is 0.49, which is comparable to the BDJ Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MAPYX 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.


Loading graphics...

Sharpe Ratios by Period


MAPYXBDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.69

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.49

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.54

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.30

+0.85

Correlation

The correlation between MAPYX 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

MAPYX vs. BDJ - Dividend Comparison

MAPYX's dividend yield for the trailing twelve months is around 3.86%, less than BDJ's 9.78% yield.


TTM20252024202320222021202020192018201720162015
MAPYX
BlackRock Pennsylvania Municipal Bond Fund
3.86%4.98%4.11%3.00%2.17%2.59%3.14%3.79%4.03%4.16%4.12%4.00%
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%

Drawdowns

MAPYX vs. BDJ - Drawdown Comparison

The maximum MAPYX drawdown since its inception was -17.13%, smaller than the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for MAPYX and BDJ.


Loading graphics...

Drawdown Indicators


MAPYXBDJDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-59.46%

+42.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

-12.28%

+5.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.13%

-21.39%

+4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-17.13%

-48.14%

+31.01%

Current Drawdown

Current decline from peak

-2.80%

-9.16%

+6.36%

Average Drawdown

Average peak-to-trough decline

-2.28%

-8.99%

+6.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

3.29%

-1.05%

Volatility

MAPYX vs. BDJ - Volatility Comparison

The current volatility for BlackRock Pennsylvania Municipal Bond Fund (MAPYX) is 1.36%, while BlackRock Enhanced Equity Dividend Fund (BDJ) has a volatility of 5.62%. This indicates that MAPYX 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.


Loading graphics...

Volatility by Period


MAPYXBDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

5.62%

-4.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

9.50%

-7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

7.76%

16.68%

-8.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.24%

16.13%

-10.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

18.38%

-13.55%