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WFSPX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WFSPX vs. BDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund (WFSPX) and BlackRock Enhanced Equity Dividend Fund (BDJ). The values are adjusted to include any dividend payments, if applicable.

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WFSPX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFSPX
iShares S&P 500 Index Fund
-7.06%17.83%24.94%26.25%-18.14%28.63%18.43%31.45%-4.83%21.27%
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 WFSPX having a -7.06% return and BDJ slightly lower at -7.23%. Over the past 10 years, WFSPX has outperformed BDJ with an annualized return of 13.63%, while BDJ has yielded a comparatively lower 9.77% annualized return.


WFSPX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.63%
1Y
14.40%
3Y*
17.13%
5Y*
11.37%
10Y*
13.63%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WFSPX vs. BDJ - Expense Ratio Comparison

WFSPX has a 0.03% expense ratio, which is lower than BDJ's 0.86% expense ratio.


Return for Risk

WFSPX vs. BDJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WFSPX
WFSPX Risk / Return Rank: 4646
Overall Rank
WFSPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5050
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 4141
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 5353
Martin Ratio Rank

BDJ
BDJ Risk / Return Rank: 2727
Overall Rank
BDJ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BDJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
BDJ Omega Ratio Rank: 2626
Omega Ratio Rank
BDJ Calmar Ratio Rank: 2828
Calmar Ratio Rank
BDJ Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WFSPX vs. BDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) 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.


WFSPXBDJDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.62

+0.22

Sortino ratio

Return per unit of downside risk

1.30

0.94

+0.36

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.06

0.79

+0.26

Martin ratio

Return relative to average drawdown

5.13

3.01

+2.12

WFSPX vs. BDJ - Sharpe Ratio Comparison

The current WFSPX Sharpe Ratio is 0.84, which is higher than the BDJ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of WFSPX and BDJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WFSPXBDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.62

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.47

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.53

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.30

-0.17

Correlation

The correlation between WFSPX 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

WFSPX vs. BDJ - Dividend Comparison

WFSPX's dividend yield for the trailing twelve months is around 1.58%, less than BDJ's 9.93% yield.


TTM20252024202320222021202020192018201720162015
WFSPX
iShares S&P 500 Index Fund
1.58%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%
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

WFSPX vs. BDJ - Drawdown Comparison

The maximum WFSPX drawdown since its inception was -58.21%, roughly equal to the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for WFSPX and BDJ.


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Drawdown Indicators


WFSPXBDJDifference

Max Drawdown

Largest peak-to-trough decline

-58.21%

-59.46%

+1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.28%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-21.39%

-3.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.74%

-48.14%

+14.40%

Current Drawdown

Current decline from peak

-8.90%

-10.51%

+1.61%

Average Drawdown

Average peak-to-trough decline

-12.84%

-8.99%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.24%

-0.75%

Volatility

WFSPX vs. BDJ - Volatility Comparison

The current volatility for iShares S&P 500 Index Fund (WFSPX) is 4.24%, while BlackRock Enhanced Equity Dividend Fund (BDJ) has a volatility of 5.31%. This indicates that WFSPX 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


WFSPXBDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

5.31%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

9.40%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

16.63%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

16.12%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

18.38%

-0.40%