SFPAX vs. BDJ
Compare and contrast key facts about Saratoga Financial Service Fund (SFPAX) and BlackRock Enhanced Equity Dividend Fund (BDJ).
SFPAX is managed by BlackRock. It was launched on Aug 1, 2000. BDJ is managed by BlackRock. It was launched on Aug 30, 2005.
Performance
SFPAX vs. BDJ - Performance Comparison
Loading graphics...
SFPAX vs. BDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFPAX Saratoga Financial Service Fund | 0.00% | 7.00% | 26.05% | 10.58% | -14.36% | 31.17% | -5.81% | 29.63% | -19.23% | 19.28% |
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
Over the past 10 years, SFPAX has underperformed BDJ with an annualized return of 9.11%, while BDJ has yielded a comparatively higher 9.93% annualized return.
SFPAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- -0.90%
- 1Y
- 6.89%
- 3Y*
- 16.47%
- 5Y*
- 7.29%
- 10Y*
- 9.11%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SFPAX vs. BDJ - Expense Ratio Comparison
SFPAX has a 3.81% expense ratio, which is higher than BDJ's 0.86% expense ratio.
Return for Risk
SFPAX vs. BDJ — Risk / Return Rank
SFPAX
BDJ
SFPAX vs. BDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Financial Service Fund (SFPAX) 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.
| SFPAX | BDJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.69 | -0.27 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.04 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.15 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.97 | -0.40 |
Martin ratioReturn relative to average drawdown | 2.51 | 3.62 | -1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SFPAX | BDJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.69 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.49 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.54 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.30 | -0.16 |
Correlation
The correlation between SFPAX and BDJ is 0.63, 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
SFPAX vs. BDJ - Dividend Comparison
SFPAX has not paid dividends to shareholders, while BDJ's dividend yield for the trailing twelve months is around 9.78%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFPAX Saratoga Financial Service Fund | 0.00% | 0.00% | 5.91% | 5.05% | 5.71% | 5.03% | 4.18% | 7.10% | 22.58% | 0.00% | 0.00% | 0.00% |
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
SFPAX vs. BDJ - Drawdown Comparison
The maximum SFPAX drawdown since its inception was -71.98%, which is greater than BDJ's maximum drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for SFPAX and BDJ.
Loading graphics...
Drawdown Indicators
| SFPAX | BDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.98% | -59.46% | -12.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.17% | -12.28% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -27.51% | -21.39% | -6.12% |
Max Drawdown (10Y)Largest decline over 10 years | -45.64% | -48.14% | +2.50% |
Current DrawdownCurrent decline from peak | -2.65% | -9.16% | +6.51% |
Average DrawdownAverage peak-to-trough decline | -21.06% | -8.99% | -12.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.29% | -0.16% |
Volatility
SFPAX vs. BDJ - Volatility Comparison
The current volatility for Saratoga Financial Service Fund (SFPAX) is 0.00%, while BlackRock Enhanced Equity Dividend Fund (BDJ) has a volatility of 5.62%. This indicates that SFPAX 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
| SFPAX | BDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.62% | -5.62% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 9.50% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.59% | 16.68% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 16.13% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 18.38% | +4.29% |