SHSAX vs. BDJ
Compare and contrast key facts about BlackRock Health Sciences Opportunities Portfolio (SHSAX) and BlackRock Enhanced Equity Dividend Fund (BDJ).
SHSAX is managed by BlackRock. It was launched on Dec 20, 1999. BDJ is managed by BlackRock. It was launched on Aug 30, 2005.
Performance
SHSAX vs. BDJ - Performance Comparison
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SHSAX vs. BDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHSAX BlackRock Health Sciences Opportunities Portfolio | -6.94% | 15.85% | 3.73% | 3.59% | -5.94% | 11.88% | 19.44% | 25.27% | 7.93% | 24.74% |
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
The year-to-date returns for both stocks are quite close, with SHSAX having a -6.94% return and BDJ slightly lower at -7.23%. Both investments have delivered pretty close results over the past 10 years, with SHSAX having a 9.71% annualized return and BDJ not far ahead at 9.77%.
SHSAX
- 1D
- 0.28%
- 1M
- -9.11%
- YTD
- -6.94%
- 6M
- 3.97%
- 1Y
- 4.06%
- 3Y*
- 5.89%
- 5Y*
- 4.02%
- 10Y*
- 9.71%
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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SHSAX vs. BDJ - Expense Ratio Comparison
SHSAX has a 1.09% expense ratio, which is higher than BDJ's 0.86% expense ratio.
Return for Risk
SHSAX vs. BDJ — Risk / Return Rank
SHSAX
BDJ
SHSAX vs. BDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Opportunities Portfolio (SHSAX) 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.
| SHSAX | BDJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 0.62 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.50 | 0.94 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.14 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.79 | -0.39 |
Martin ratioReturn relative to average drawdown | 0.94 | 3.01 | -2.06 |
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
| SHSAX | BDJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 0.62 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.47 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.53 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.30 | +0.42 |
Correlation
The correlation between SHSAX and BDJ is 0.55, 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
SHSAX vs. BDJ - Dividend Comparison
SHSAX's dividend yield for the trailing twelve months is around 11.43%, more than BDJ's 9.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHSAX BlackRock Health Sciences Opportunities Portfolio | 11.43% | 10.63% | 9.18% | 3.84% | 7.44% | 9.20% | 4.34% | 3.89% | 8.56% | 3.53% | 2.43% | 12.58% |
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
SHSAX vs. BDJ - Drawdown Comparison
The maximum SHSAX drawdown since its inception was -35.49%, smaller than the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for SHSAX and BDJ.
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Drawdown Indicators
| SHSAX | BDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.49% | -59.46% | +23.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -12.28% | +2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -21.39% | +3.40% |
Max Drawdown (10Y)Largest decline over 10 years | -28.36% | -48.14% | +19.78% |
Current DrawdownCurrent decline from peak | -9.62% | -10.51% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -8.99% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 3.24% | +0.96% |
Volatility
SHSAX vs. BDJ - Volatility Comparison
The current volatility for BlackRock Health Sciences Opportunities Portfolio (SHSAX) is 4.60%, while BlackRock Enhanced Equity Dividend Fund (BDJ) has a volatility of 5.31%. This indicates that SHSAX 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.
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Volatility by Period
| SHSAX | BDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 5.31% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 9.40% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 16.63% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.18% | 16.12% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 18.38% | -1.85% |