SMCIX vs. BDJ
Compare and contrast key facts about Shelton Capital Management S&P Smallcap Index Fund (SMCIX) and BlackRock Enhanced Equity Dividend Fund (BDJ).
SMCIX is managed by BlackRock. It was launched on Oct 2, 1996. BDJ is managed by BlackRock. It was launched on Aug 30, 2005.
Performance
SMCIX vs. BDJ - Performance Comparison
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SMCIX vs. BDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMCIX Shelton Capital Management S&P Smallcap Index Fund | 0.53% | 6.90% | 18.13% | 15.48% | -16.41% | 26.53% | 11.27% | 30.68% | -9.07% | 3.08% |
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, SMCIX achieves a 0.53% return, which is significantly higher than BDJ's -7.23% return. Both investments have delivered pretty close results over the past 10 years, with SMCIX having a 9.90% annualized return and BDJ not far behind at 9.77%.
SMCIX
- 1D
- -0.71%
- 1M
- -6.69%
- YTD
- 0.53%
- 6M
- 2.04%
- 1Y
- 16.22%
- 3Y*
- 12.62%
- 5Y*
- 5.63%
- 10Y*
- 9.90%
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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SMCIX vs. BDJ - Expense Ratio Comparison
SMCIX has a 0.81% expense ratio, which is lower than BDJ's 0.86% expense ratio.
Return for Risk
SMCIX vs. BDJ — Risk / Return Rank
SMCIX
BDJ
SMCIX vs. BDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management S&P Smallcap Index Fund (SMCIX) 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.
| SMCIX | BDJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.62 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.31 | 0.94 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.79 | +0.31 |
Martin ratioReturn relative to average drawdown | 4.43 | 3.01 | +1.42 |
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
| SMCIX | BDJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.62 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.47 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.53 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.30 | +0.09 |
Correlation
The correlation between SMCIX 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
SMCIX vs. BDJ - Dividend Comparison
SMCIX's dividend yield for the trailing twelve months is around 8.97%, less than BDJ's 9.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMCIX Shelton Capital Management S&P Smallcap Index Fund | 8.97% | 10.78% | 19.88% | 3.48% | 10.40% | 9.40% | 4.53% | 13.88% | 9.39% | 1.63% | 4.64% | 11.58% |
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
SMCIX vs. BDJ - Drawdown Comparison
The maximum SMCIX drawdown since its inception was -58.13%, roughly equal to the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for SMCIX and BDJ.
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Drawdown Indicators
| SMCIX | BDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.13% | -59.46% | +1.33% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -12.28% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -26.72% | -21.39% | -5.33% |
Max Drawdown (10Y)Largest decline over 10 years | -42.54% | -48.14% | +5.60% |
Current DrawdownCurrent decline from peak | -8.39% | -10.51% | +2.12% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -8.99% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 3.24% | +0.43% |
Volatility
SMCIX vs. BDJ - Volatility Comparison
Shelton Capital Management S&P Smallcap Index Fund (SMCIX) and BlackRock Enhanced Equity Dividend Fund (BDJ) have volatilities of 5.55% and 5.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMCIX | BDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 5.31% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 9.40% | +3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.62% | 16.63% | +5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.93% | 16.12% | +5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 18.38% | +5.22% |