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BALQ vs. JFLI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BALQ vs. JFLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Nasdaq Premium Income Active ETF (BALQ) and JPMorgan Flexible Income ETF (JFLI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BALQ achieves a 18.59% return, which is significantly higher than JFLI's 9.03% return.


BALQ

1D
-3.11%
1M
-0.12%
YTD
18.59%
6M
17.39%
1Y
3Y*
5Y*
10Y*

JFLI

1D
-1.27%
1M
0.79%
YTD
9.03%
6M
8.99%
1Y
19.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BALQ vs. JFLI - Yearly Performance Comparison


Correlation

The correlation between BALQ and JFLI is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 3, 2025

0.90

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Return for Risk

BALQ vs. JFLI — Risk / Return Rank

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

BALQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JFLI
JFLI Risk / Return Rank: 7070
Overall Rank
JFLI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
JFLI Sortino Ratio Rank: 6969
Sortino Ratio Rank
JFLI Omega Ratio Rank: 7373
Omega Ratio Rank
JFLI Calmar Ratio Rank: 6262
Calmar Ratio Rank
JFLI Martin Ratio Rank: 7676
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.

BALQ vs. JFLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq Premium Income Active ETF (BALQ) and JPMorgan Flexible Income ETF (JFLI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BALQJFLIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.86

Martin ratioReturn relative to average drawdown

13.39

BALQ vs. JFLI - Sharpe Ratio Comparison


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Drawdowns

BALQ vs. JFLI - Drawdown Comparison

The maximum BALQ drawdown since its inception was -11.79%, smaller than the maximum JFLI drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for BALQ and JFLI.


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Drawdown Indicators


BALQJFLIDifference

Max Drawdown

Largest peak-to-trough decline

-11.79%

-12.87%

+1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

Current Drawdown

Current decline from peak

-3.71%

-1.39%

-2.32%

Average Drawdown

Average peak-to-trough decline

-2.40%

-1.43%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

Volatility

BALQ vs. JFLI - Volatility Comparison


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Volatility by Period


BALQJFLIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.80%

Volatility (1Y)

Calculated over the trailing 1-year period

20.62%

9.17%

+11.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.62%

12.13%

+8.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

12.13%

+8.49%

BALQ vs. JFLI - Expense Ratio Comparison

Both BALQ and JFLI have an expense ratio of 0.35%.


Dividends

BALQ vs. JFLI - Dividend Comparison

BALQ's dividend yield for the trailing twelve months is around 4.76%, less than JFLI's 7.25% yield.


Frequently Asked Questions


BALQ and JFLI have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BALQ and JFLI have the same expense ratio: 0.35% per year.

JFLI has the higher dividend yield at 7.25%, compared with 4.76% for BALQ.

BALQ is categorized as Nasdaq-100, while JFLI is Global Allocation. They also come from different issuers: iShares and JPMorgan.

Portfolio Optimizer

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