ILS vs. JFLX

Last updated Apr 1, 2026

Compare and contrast key facts about Brookmont Catastrophic Bond ETF (ILS) and JPMorgan Flexible Debt ETF (JFLX).

ILS and JFLX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILS is an actively managed fund by Brookmont. It was launched on Mar 31, 2025. JFLX is an actively managed fund by JPMorgan. It was launched on Sep 26, 2025.

Performance

ILS vs. JFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookmont Catastrophic Bond ETF (ILS) and JPMorgan Flexible Debt ETF (JFLX). The values are adjusted to include any dividend payments, if applicable.

ILS vs. JFLX - Yearly Performance Comparison

	2026 (YTD)	2025
ILS Brookmont Catastrophic Bond ETF	1.04%	1.76%
JFLX JPMorgan Flexible Debt ETF	-0.29%	1.26%

Returns By Period

In the year-to-date period, ILS achieves a 1.04% return, which is significantly higher than JFLX's -0.29% return.

ILS

• 1D: 0.10%
• 1M: 0.27%
• YTD: 1.04%
• 6M: 2.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JFLX

• 1D: 0.40%
• 1M: -1.85%
• YTD: -0.29%
• 6M: 0.98%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ILS vs. JFLX - Expense Ratio Comparison

ILS has a 1.58% expense ratio, which is higher than JFLX's 0.45% expense ratio.

ILS

Brookmont Catastrophic Bond ETF

JFLX

JPMorgan Flexible Debt ETF

Return for Risk

ILS vs. JFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookmont Catastrophic Bond ETF (ILS) and JPMorgan Flexible Debt ETF (JFLX). 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.

Sharpe Ratios by Period

	ILS	JFLX	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.92	0.77	+1.15

Correlation

The correlation between ILS and JFLX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

ILS vs. JFLX - Dividend Comparison

ILS's dividend yield for the trailing twelve months is around 8.15%, more than JFLX's 2.10% yield.

	TTM	2025
ILS Brookmont Catastrophic Bond ETF	8.15%	6.06%
JFLX JPMorgan Flexible Debt ETF	2.10%	1.27%

Drawdowns

ILS vs. JFLX - Drawdown Comparison

The maximum ILS drawdown since its inception was -1.56%, smaller than the maximum JFLX drawdown of -2.36%. Use the drawdown chart below to compare losses from any high point for ILS and JFLX.

Drawdown Indicators

	ILS	JFLX	Difference
Max Drawdown Largest peak-to-trough decline	-1.56%	-2.36%	+0.80%
Current Drawdown Current decline from peak	0.00%	-1.85%	+1.85%
Average Drawdown Average peak-to-trough decline	-0.28%	-0.34%	+0.06%

Volatility

Volatility by Period

	ILS	JFLX	Difference
Volatility (1Y) Calculated over the trailing 1-year period	3.53%	2.51%	+1.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.53%	2.51%	+1.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.53%	2.51%	+1.02%