DYTA vs. JFLI

Last updated Apr 1, 2026

Compare and contrast key facts about SGI Dynamic Tactical ETF (DYTA) and JPMorgan Flexible Income ETF (JFLI).

DYTA and JFLI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYTA is an actively managed fund by Summit Global Investments. It was launched on Mar 29, 2023. JFLI is an actively managed fund by JPMorgan. It was launched on Feb 12, 2025.

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.

DYTA vs. JFLI - Yearly Performance Comparison

	2026 (YTD)	2025
DYTA SGI Dynamic Tactical ETF	-4.29%	3.77%
JFLI JPMorgan Flexible Income ETF	-0.03%	9.49%

Returns By Period

In the year-to-date period, DYTA achieves a -4.29% return, which is significantly lower than JFLI's -0.03% return.

DYTA

• 1D: 3.05%
• 1M: -5.52%
• YTD: -4.29%
• 6M: -2.16%
• 1Y: 2.73%
• 3Y*: 7.76%
• 5Y*: —
• 10Y*: —

JFLI

• 1D: 2.29%
• 1M: -4.21%
• YTD: -0.03%
• 6M: 2.16%
• 1Y: 13.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DYTA vs. JFLI - Expense Ratio Comparison

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

DYTA

SGI Dynamic Tactical ETF

JFLI

JPMorgan Flexible Income ETF

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: 20
DYTA Sharpe Ratio Rank: 19
DYTA Sortino Ratio Rank: 17
DYTA Omega Ratio Rank: 19
DYTA Calmar Ratio Rank: 19
DYTA Martin Ratio Rank: 23

JFLI

JFLI Risk / Return Rank: 67
JFLI Sharpe Ratio Rank: 64
JFLI Sortino Ratio Rank: 68
JFLI Omega Ratio Rank: 70
JFLI Calmar Ratio Rank: 58
JFLI Martin Ratio Rank: 73

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.

	DYTA	JFLI	Difference
Sharpe ratio Return per unit of total volatility	0.28	1.13	-0.85
Sortino ratio Return per unit of downside risk	0.45	1.70	-1.25
Omega ratio Gain probability vs. loss probability	1.07	1.26	-0.19
Calmar ratio Return relative to maximum drawdown	0.34	1.47	-1.14
Martin ratio Return relative to average drawdown	1.73	7.70	-5.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DYTA vs. JFLI - Sharpe Ratio Comparison

The current DYTA Sharpe Ratio is 0.28, which is lower than the JFLI Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of DYTA and JFLI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DYTA	JFLI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	1.13	-0.85
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.68	+0.07

Correlation

The correlation between DYTA and JFLI is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DYTA vs. JFLI - Dividend Comparison

DYTA's dividend yield for the trailing twelve months is around 1.71%, less than JFLI's 7.90% yield.

	TTM	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	1.71%	1.64%	10.80%	0.89%
JFLI JPMorgan Flexible Income ETF	7.90%	6.81%	0.00%	0.00%

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%	-9.56%	+0.23%
Current Drawdown Current decline from peak	-6.57%	-4.54%	-2.03%
Average Drawdown Average peak-to-trough decline	-2.28%	-1.57%	-0.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	1.83%	-0.02%

Volatility

DYTA vs. JFLI - Volatility Comparison

SGI Dynamic Tactical ETF (DYTA) has a higher volatility of 6.36% compared to JPMorgan Flexible Income ETF (JFLI) at 4.66%. This indicates that DYTA'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.

Volatility by Period

	DYTA	JFLI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	4.66%	+1.70%
Volatility (6M) Calculated over the trailing 6-month period	8.53%	6.90%	+1.63%
Volatility (1Y) Calculated over the trailing 1-year period	9.88%	12.46%	-2.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.87%	12.36%	-1.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.87%	12.36%	-1.49%