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ENDW vs. JFLI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENDW vs. JFLI - Performance Comparison

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

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ENDW vs. JFLI - Yearly Performance Comparison


2026 (YTD)2025
ENDW
Cambria Endowment Style ETF
3.42%30.77%
JFLI
JPMorgan Flexible Income ETF
-0.03%20.27%

Returns By Period

In the year-to-date period, ENDW achieves a 3.42% return, which is significantly higher than JFLI's -0.03% return.


ENDW

1D
1.81%
1M
-4.20%
YTD
3.42%
6M
7.27%
1Y
3Y*
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)

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ENDW vs. JFLI - Expense Ratio Comparison

ENDW has a 0.29% expense ratio, which is lower than JFLI's 0.35% expense ratio.


Return for Risk

ENDW vs. JFLI — Risk / Return Rank

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

ENDW

JFLI
JFLI Risk / Return Rank: 6767
Overall Rank
JFLI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
JFLI Sortino Ratio Rank: 6868
Sortino Ratio Rank
JFLI Omega Ratio Rank: 7070
Omega Ratio Rank
JFLI Calmar Ratio Rank: 5858
Calmar Ratio Rank
JFLI Martin Ratio Rank: 7373
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.

ENDW vs. JFLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Endowment Style ETF (ENDW) 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.


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

ENDW vs. JFLI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ENDWJFLIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

3.24

0.68

+2.56

Correlation

The correlation between ENDW and JFLI is 0.87, 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

ENDW vs. JFLI - Dividend Comparison

ENDW's dividend yield for the trailing twelve months is around 2.34%, less than JFLI's 7.90% yield.


Drawdowns

ENDW vs. JFLI - Drawdown Comparison

The maximum ENDW drawdown since its inception was -6.44%, smaller than the maximum JFLI drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for ENDW and JFLI.


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Drawdown Indicators


ENDWJFLIDifference

Max Drawdown

Largest peak-to-trough decline

-6.44%

-12.87%

+6.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

Current Drawdown

Current decline from peak

-4.36%

-4.54%

+0.18%

Average Drawdown

Average peak-to-trough decline

-0.82%

-1.57%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

Volatility

ENDW vs. JFLI - Volatility Comparison


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Volatility by Period


ENDWJFLIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

Volatility (6M)

Calculated over the trailing 6-month period

6.90%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

12.46%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.36%

12.36%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.36%

12.36%

-1.00%