UBVLX vs. BDJ
Compare and contrast key facts about Undiscovered Managers Behavioral Value Fund (UBVLX) and BlackRock Enhanced Equity Dividend Fund (BDJ).
UBVLX is managed by BlackRock. It was launched on Dec 28, 1998. BDJ is managed by BlackRock. It was launched on Aug 30, 2005.
Performance
UBVLX vs. BDJ - Performance Comparison
Loading graphics...
UBVLX vs. BDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBVLX Undiscovered Managers Behavioral Value Fund | 1.23% | 1.79% | 13.11% | 14.69% | -1.16% | 34.25% | 3.52% | 23.27% | -15.23% | 13.43% |
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
In the year-to-date period, UBVLX achieves a 1.23% return, which is significantly higher than BDJ's -5.83% return. Both investments have delivered pretty close results over the past 10 years, with UBVLX having a 9.68% annualized return and BDJ not far ahead at 9.93%.
UBVLX
- 1D
- -0.11%
- 1M
- -7.06%
- YTD
- 1.23%
- 6M
- 0.50%
- 1Y
- 7.15%
- 3Y*
- 9.97%
- 5Y*
- 7.65%
- 10Y*
- 9.68%
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.
UBVLX vs. BDJ - Expense Ratio Comparison
UBVLX has a 0.90% expense ratio, which is higher than BDJ's 0.86% expense ratio.
Return for Risk
UBVLX vs. BDJ — Risk / Return Rank
UBVLX
BDJ
UBVLX vs. BDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Undiscovered Managers Behavioral Value Fund (UBVLX) 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.
| UBVLX | BDJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.69 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.04 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.15 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 0.97 | -0.59 |
Martin ratioReturn relative to average drawdown | 1.25 | 3.62 | -2.37 |
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
| UBVLX | BDJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.69 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.49 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.54 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.30 | +0.16 |
Correlation
The correlation between UBVLX 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
UBVLX vs. BDJ - Dividend Comparison
UBVLX's dividend yield for the trailing twelve months is around 9.30%, less than BDJ's 9.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBVLX Undiscovered Managers Behavioral Value Fund | 9.30% | 9.41% | 7.39% | 8.35% | 8.96% | 3.44% | 0.99% | 4.98% | 11.62% | 4.67% | 3.24% | 3.80% |
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
UBVLX vs. BDJ - Drawdown Comparison
The maximum UBVLX drawdown since its inception was -67.24%, which is greater than BDJ's maximum drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for UBVLX and BDJ.
Loading graphics...
Drawdown Indicators
| UBVLX | BDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.24% | -59.46% | -7.78% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -12.28% | -2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -21.39% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -52.08% | -48.14% | -3.94% |
Current DrawdownCurrent decline from peak | -7.81% | -9.16% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -8.99% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 3.29% | +1.16% |
Volatility
UBVLX vs. BDJ - Volatility Comparison
The current volatility for Undiscovered Managers Behavioral Value Fund (UBVLX) is 4.41%, while BlackRock Enhanced Equity Dividend Fund (BDJ) has a volatility of 5.62%. This indicates that UBVLX 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
| UBVLX | BDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 5.62% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 9.50% | +2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 16.68% | +5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.48% | 16.13% | +4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.59% | 18.38% | +6.21% |