MASKX vs. BDJ
Compare and contrast key facts about iShares Russell 2000 Small-Cap Index Fund (MASKX) and BlackRock Enhanced Equity Dividend Fund (BDJ).
MASKX is managed by BlackRock. It was launched on Apr 9, 1997. BDJ is managed by BlackRock. It was launched on Aug 30, 2005.
Performance
MASKX vs. BDJ - Performance Comparison
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MASKX vs. BDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | -2.51% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
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, MASKX achieves a -2.51% return, which is significantly higher than BDJ's -7.23% return. Both investments have delivered pretty close results over the past 10 years, with MASKX having a 9.43% annualized return and BDJ not far ahead at 9.77%.
MASKX
- 1D
- -1.48%
- 1M
- -8.19%
- YTD
- -2.51%
- 6M
- -0.38%
- 1Y
- 21.43%
- 3Y*
- 11.69%
- 5Y*
- 3.00%
- 10Y*
- 9.43%
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%
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MASKX vs. BDJ - Expense Ratio Comparison
MASKX has a 0.12% expense ratio, which is lower than BDJ's 0.86% expense ratio.
Return for Risk
MASKX vs. BDJ — Risk / Return Rank
MASKX
BDJ
MASKX vs. BDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) 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.
| MASKX | BDJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.62 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.40 | 0.94 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.79 | +0.53 |
Martin ratioReturn relative to average drawdown | 5.00 | 3.01 | +1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MASKX | BDJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.62 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.47 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.53 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.30 | +0.04 |
Correlation
The correlation between MASKX and BDJ is 0.62, 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
MASKX vs. BDJ - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 3.22%, less than BDJ's 9.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 3.22% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
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
MASKX vs. BDJ - Drawdown Comparison
The maximum MASKX drawdown since its inception was -59.06%, roughly equal to the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for MASKX and BDJ.
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Drawdown Indicators
| MASKX | BDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.06% | -59.46% | +0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.89% | -12.28% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -21.39% | -10.59% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -48.14% | +6.46% |
Current DrawdownCurrent decline from peak | -11.01% | -10.51% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -8.99% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.24% | +0.44% |
Volatility
MASKX vs. BDJ - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 6.63% compared to BlackRock Enhanced Equity Dividend Fund (BDJ) at 5.31%. This indicates that MASKX'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
| MASKX | BDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 5.31% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 14.09% | 9.40% | +4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.10% | 16.63% | +6.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.14% | 16.12% | +7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 18.38% | +5.25% |