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MASKX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MASKX vs. BDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Small-Cap Index Fund (MASKX) and BlackRock Enhanced Equity Dividend Fund (BDJ). The values are adjusted to include any dividend payments, if applicable.

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MASKX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

MASKX
MASKX Risk / Return Rank: 4949
Overall Rank
MASKX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MASKX Sortino Ratio Rank: 5151
Sortino Ratio Rank
MASKX Omega Ratio Rank: 4040
Omega Ratio Rank
MASKX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MASKX Martin Ratio Rank: 5151
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.

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.


MASKXBDJDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.62

+0.29

Sortino ratio

Return per unit of downside risk

1.40

0.94

+0.45

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

1.32

0.79

+0.53

Martin ratio

Return relative to average drawdown

5.00

3.01

+1.99

MASKX vs. BDJ - Sharpe Ratio Comparison

The current MASKX Sharpe Ratio is 0.91, which is higher than the BDJ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of MASKX 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


MASKXBDJDifference

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.


TTM20252024202320222021202020192018201720162015
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


MASKXBDJDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.01%

-10.51%

-0.50%

Average Drawdown

Average peak-to-trough decline

-11.69%

-8.99%

-2.70%

Ulcer Index

Depth 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


MASKXBDJDifference

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%