CI vs. JFLI
CI (Cigna Corporation) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, CI returned -3.41% vs 19.16% for JFLI. At a 0.11 correlation, their price movements are largely independent.
Performance
CI vs. JFLI - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CI having a 9.50% return and JFLI slightly lower at 9.19%.
CI
- 1D
- 1.07%
- 1M
- -0.33%
- YTD
- 9.50%
- 6M
- 9.71%
- 1Y
- -3.41%
- 3Y*
- 5.04%
- 5Y*
- 6.20%
- 10Y*
- 9.98%
JFLI
- 1D
- 0.50%
- 1M
- 1.33%
- YTD
- 9.19%
- 6M
- 9.45%
- 1Y
- 19.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CI vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CI Cigna Corporation | 9.50% | -4.03% |
JFLI JPMorgan Flexible Income ETF | 9.19% | 9.73% |
Correlation
The correlation between CI and JFLI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.11 |
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Return for Risk
CI vs. JFLI — Risk / Return Rank
CI
JFLI
CI vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (CI) 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.
| CI | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.41 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.88 | -3.01 |
| Martin ratioReturn relative to average drawdown | -0.23 | 13.53 | -13.76 |
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Drawdowns
CI vs. JFLI - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for CI and JFLI.
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Drawdown Indicators
| CI | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -12.87% | -71.47% |
Max Drawdown (1Y)Largest decline over 1 year | -26.54% | -6.67% | -19.87% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | — | — |
Current DrawdownCurrent decline from peak | -15.81% | -0.97% | -14.84% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -1.44% | -17.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.58% | 1.42% | +13.16% |
Volatility
CI vs. JFLI - Volatility Comparison
Cigna Corporation (CI) has a higher volatility of 8.88% compared to JPMorgan Flexible Income ETF (JFLI) at 3.86%. This indicates that CI's price experiences larger fluctuations and is considered to be riskier than JFLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CI | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 3.86% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 18.91% | 7.63% | +11.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.22% | 8.98% | +24.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.41% | 12.09% | +16.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.75% | 12.09% | +18.66% |
Dividends
CI vs. JFLI - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.06%, less than JFLI's 7.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 2.06% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
JFLI JPMorgan Flexible Income ETF | 7.24% | 6.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CI and JFLI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CI has higher volatility (8.88%) compared to JFLI (3.86%). In terms of maximum drawdown, CI dropped -84.34% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (2.14 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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