GPN vs. JFLI
GPN (Global Payments Inc.) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, GPN returned -1.35% vs 16.76% for JFLI. At a 0.45 correlation, their price movements are largely independent.
Performance
GPN vs. JFLI - Performance Comparison
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Returns By Period
In the year-to-date period, GPN achieves a 4.73% return, which is significantly lower than JFLI's 9.10% return.
GPN
- 1D
- 2.90%
- 1M
- 17.52%
- 6M
- 8.10%
- YTD
- 4.73%
- 1Y
- -1.35%
- 3Y*
- -9.55%
- 5Y*
- -15.38%
- 10Y*
- 1.05%
JFLI
- 1D
- -0.50%
- 1M
- -1.11%
- 6M
- 6.99%
- YTD
- 9.10%
- 1Y
- 16.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GPN vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GPN Global Payments Inc. | 4.73% | -28.03% |
JFLI JPMorgan Flexible Income ETF | 9.10% | 9.73% |
Correlation
The correlation between GPN and JFLI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.45 |
The correlation between GPN and JFLI shifts across timeframes, from 0.35 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GPN vs. JFLI — Risk / Return Rank
GPN
JFLI
GPN vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Payments Inc. (GPN) 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.
| GPN | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.34 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.52 | -2.57 |
| Martin ratioReturn relative to average drawdown | -0.08 | 11.58 | -11.66 |
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Drawdowns
GPN vs. JFLI - Drawdown Comparison
The maximum GPN drawdown since its inception was -70.17%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for GPN and JFLI.
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Drawdown Indicators
| GPN | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.17% | -12.87% | -57.30% |
Max Drawdown (1Y)Largest decline over 1 year | -29.95% | -6.67% | -23.28% |
Max Drawdown (3Y)Largest decline over 3 years | -53.95% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -66.45% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.17% | — | — |
Current DrawdownCurrent decline from peak | -61.42% | -1.33% | -60.09% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -1.41% | -17.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.97% | 1.45% | +14.52% |
Volatility
GPN vs. JFLI - Volatility Comparison
Global Payments Inc. (GPN) has a higher volatility of 12.20% compared to JPMorgan Flexible Income ETF (JFLI) at 2.90%. This indicates that GPN'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
| GPN | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.20% | 2.90% | +9.30% |
Volatility (6M)Calculated over the trailing 6-month period | 32.46% | 8.02% | +24.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.63% | 9.32% | +31.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.02% | 12.00% | +25.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.63% | 12.00% | +22.63% |
Dividends
GPN vs. JFLI - Dividend Comparison
GPN's dividend yield for the trailing twelve months is around 1.24%, less than JFLI's 7.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPN Global Payments Inc. | 1.24% | 1.29% | 0.89% | 0.79% | 1.01% | 0.66% | 0.36% | 0.12% | 0.04% | 0.04% | 0.06% | 0.06% |
JFLI JPMorgan Flexible Income ETF | 7.29% | 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
GPN and JFLI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPN has higher volatility (12.20%) compared to JFLI (2.90%). In terms of maximum drawdown, GPN dropped -70.17% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (1.81 vs -0.03), 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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