DYTA vs. JFLI

Last updated Jun 24, 2026

DYTA (SGI Dynamic Tactical ETF) and JFLI (JPMorgan Flexible Income ETF) are both Global Allocation funds. Both are actively managed. Over the past year, DYTA returned 14.81% vs 19.02% for JFLI. Their correlation of 0.85 suggests significant overlap in exposure. DYTA charges 1.04%/yr vs 0.35%/yr for JFLI.

Performance

DYTA vs. JFLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Dynamic Tactical ETF (DYTA) and JPMorgan Flexible Income ETF (JFLI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DYTA achieves a 7.51% return, which is significantly lower than JFLI's 9.03% return.

DYTA

• 1D: -1.34%
• 1M: 1.25%
• YTD: 7.51%
• 6M: 7.14%
• 1Y: 14.81%
• 3Y*: 11.49%
• 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)

DYTA vs. JFLI - Yearly Performance Comparison

	2026 (YTD)	2025
DYTA SGI Dynamic Tactical ETF	7.51%	4.65%
JFLI JPMorgan Flexible Income ETF	9.03%	9.73%

Correlation

The correlation between DYTA and JFLI is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025	0.85

The correlation between DYTA and JFLI has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

Return for Risk

DYTA vs. JFLI — Risk / Return Rank

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

DYTA

DYTA Risk / Return Rank: 46
DYTA Sharpe Ratio Rank: 45
DYTA Sortino Ratio Rank: 44
DYTA Omega Ratio Rank: 55
DYTA Calmar Ratio Rank: 34
DYTA Martin Ratio Rank: 51

JFLI

JFLI Risk / Return Rank: 70
JFLI Sharpe Ratio Rank: 69
JFLI Sortino Ratio Rank: 69
JFLI Omega Ratio Rank: 73
JFLI Calmar Ratio Rank: 62
JFLI Martin Ratio Rank: 76

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.

DYTA vs. JFLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) 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.

	DYTA	JFLI	Difference
Sharpe ratio: Return per unit of total volatility	1.44	2.09	-0.65
Sortino ratio: Return per unit of downside risk	2.03	2.91	-0.88
Omega ratio: Gain probability vs. loss probability	1.31	1.40	-0.09
Calmar ratio: Return relative to maximum drawdown	1.59	2.86	-1.27
Martin ratio: Return relative to average drawdown	8.10	13.39	-5.29

DYTA vs. JFLI - Sharpe Ratio Comparison

The current DYTA Sharpe Ratio is 1.44, which is lower than the JFLI Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of DYTA and JFLI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DYTA vs. JFLI - Drawdown Comparison

The maximum DYTA drawdown since its inception was -9.41%, smaller than the maximum JFLI drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for DYTA and JFLI.

Drawdown Indicators

	DYTA	JFLI	Difference
Max Drawdown Largest peak-to-trough decline	-9.41%	-12.87%	+3.46%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-6.67%	-2.66%
Max Drawdown (3Y) Largest decline over 3 years	-9.41%	—	—
Current Drawdown Current decline from peak	-1.34%	-1.39%	+0.05%
Average Drawdown Average peak-to-trough decline	-2.19%	-1.43%	-0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	1.42%	+0.41%

Volatility

DYTA vs. JFLI - Volatility Comparison

SGI Dynamic Tactical ETF (DYTA) and JPMorgan Flexible Income ETF (JFLI) have volatilities of 3.97% and 4.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYTA	JFLI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.97%	4.13%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	7.80%	+2.22%
Volatility (1Y) Calculated over the trailing 1-year period	10.34%	9.17%	+1.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.93%	12.13%	-1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.93%	12.13%	-1.20%

DYTA vs. JFLI - Expense Ratio Comparison

DYTA has a 1.04% expense ratio, which is higher than JFLI's 0.35% expense ratio.

Dividends

DYTA vs. JFLI - Dividend Comparison

DYTA's dividend yield for the trailing twelve months is around 1.52%, less than JFLI's 7.25% yield.

Position	TTM	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	1.52%	1.64%	10.80%	0.89%
JFLI JPMorgan Flexible Income ETF	7.25%	6.81%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DYTA and JFLI in my portfolio?

DYTA and JFLI have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DYTA or JFLI?

JFLI has higher volatility (4.13%) compared to DYTA (3.97%). In terms of maximum drawdown, DYTA dropped -9.41% vs JFLI's -12.87%.

Which ETF is better, DYTA or JFLI?

On 1-year performance, JFLI leads with 19.02% vs 14.81% for DYTA. On fees, JFLI is cheaper at 0.35% per year. On volatility, DYTA has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYTA or JFLI?

Over the 1-year period, JFLI has performed better with a 19.02% return vs 14.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYTA or JFLI?

JFLI is cheaper with a 0.35% expense ratio, compared with 1.04% for DYTA.

Which ETF pays a higher dividend yield, DYTA or JFLI?

JFLI has the higher dividend yield at 7.25%, compared with 1.52% for DYTA.

What is the main difference between DYTA and JFLI?

They also come from different issuers: Summit Global Investments and JPMorgan. Their fees differ too: 1.04% for DYTA and 0.35% for JFLI.

Which has better risk-adjusted returns?

JFLI currently has the higher Sharpe Ratio (2.09 vs 1.44), 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.