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JPMorgan Flexible Income ETF (JFLI) Sharpe Ratio: 2.53

ETF · Currency in USD · Last updated Jun 4, 2026

The JPMorgan Flexible Income ETF (JFLI) is an actively managed fund that seeks to provide current income and capital growth by investing in a diverse range of income-producing securities, including equities, fixed income, preferred stock, MLPs, and REITs across both developed and emerging markets worldwide.

JFLI's Sharpe Ratio of 2.53 indicates that for each unit of volatility, it generates 2.53 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

JFLI Sharpe Ratio Rank

JFLI Sharpe Ratio Rank: 77.477
Above Average

JFLI ranks above 77.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

JFLI Sharpe Ratio Market Positioning

The chart shows JFLI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.85 or lower
  • Yellow zone (middle 50%): 0.85 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.82+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares JPMorgan Flexible Income ETF's Sharpe Ratio with other ETFs in the Global Allocation category across multiple time periods, showing how JFLI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TFPNBlueprint Chesapeake Multi-Asset Trend ETF3.37
LALTFirst Trust Multi-Strategy Alternative ETF3.28
FARXFrontier Asset Absolute Return ETF2.89
ENDWCambria Endowment Style ETF2.76
ALTYGlobal X Alternative Income ETF2.73
JFLIJPMorgan Flexible Income ETF2.53
KEATKeating Active ETF2.44
MAPPHarbor Multi-Asset Explorer ETF2.39
ELMElm Market Navigator ETF2.13
RSSBReturn Stacked Global Stocks & Bonds ETF1.84

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JFLI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JFLI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does JFLI fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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