SPFIX vs. BDJ
Compare and contrast key facts about Shelton Capital Management S&P 500 Index Fund (SPFIX) and BlackRock Enhanced Equity Dividend Fund (BDJ).
SPFIX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Apr 20, 1992. BDJ is managed by BlackRock. It was launched on Aug 30, 2005.
Performance
SPFIX vs. BDJ - Performance Comparison
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SPFIX vs. BDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPFIX Shelton Capital Management S&P 500 Index Fund | -7.11% | 17.23% | 42.83% | 25.48% | -18.22% | 27.99% | 17.41% | 41.64% | -4.68% | 21.55% |
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 SPFIX having a -7.11% return and BDJ slightly lower at -7.23%. Over the past 10 years, SPFIX has outperformed BDJ with an annualized return of 15.75%, while BDJ has yielded a comparatively lower 9.77% annualized return.
SPFIX
- 1D
- -0.37%
- 1M
- -7.67%
- YTD
- -7.11%
- 6M
- -4.66%
- 1Y
- 14.10%
- 3Y*
- 22.03%
- 5Y*
- 14.01%
- 10Y*
- 15.75%
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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SPFIX vs. BDJ - Expense Ratio Comparison
SPFIX has a 0.43% expense ratio, which is lower than BDJ's 0.86% expense ratio.
Return for Risk
SPFIX vs. BDJ — Risk / Return Rank
SPFIX
BDJ
SPFIX vs. BDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management S&P 500 Index Fund (SPFIX) 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.
| SPFIX | BDJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.62 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.26 | 0.94 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.79 | +0.22 |
Martin ratioReturn relative to average drawdown | 4.90 | 3.01 | +1.90 |
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
| SPFIX | BDJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.62 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.47 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.53 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.30 | +0.26 |
Correlation
The correlation between SPFIX and BDJ is 0.67, 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
SPFIX vs. BDJ - Dividend Comparison
SPFIX's dividend yield for the trailing twelve months is around 3.68%, less than BDJ's 9.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPFIX Shelton Capital Management S&P 500 Index Fund | 3.68% | 3.45% | 27.20% | 8.08% | 5.07% | 5.43% | 8.06% | 16.60% | 2.49% | 3.01% | 2.92% | 4.35% |
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
SPFIX vs. BDJ - Drawdown Comparison
The maximum SPFIX drawdown since its inception was -54.81%, smaller than the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for SPFIX and BDJ.
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Drawdown Indicators
| SPFIX | BDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -59.46% | +4.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.28% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -21.39% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -48.14% | +14.31% |
Current DrawdownCurrent decline from peak | -8.90% | -10.51% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -8.99% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.24% | -0.74% |
Volatility
SPFIX vs. BDJ - Volatility Comparison
The current volatility for Shelton Capital Management S&P 500 Index Fund (SPFIX) is 4.22%, while BlackRock Enhanced Equity Dividend Fund (BDJ) has a volatility of 5.31%. This indicates that SPFIX 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
| SPFIX | BDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 5.31% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 9.40% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 16.63% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.19% | 16.12% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 18.38% | +0.46% |