ILS vs. JFLX

Last updated Jun 4, 2026

ILS (Brookmont Catastrophic Bond ETF) and JFLX (JPMorgan Flexible Debt ETF) are both Nontraditional Bonds funds. Both are actively managed. At a 0.06 correlation, their price movements are largely independent. ILS charges 1.58%/yr vs 0.45%/yr for JFLX.

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.

Returns By Period

The year-to-date returns for both investments are quite close, with ILS having a 1.81% return and JFLX slightly higher at 1.82%.

ILS

• 1D: 0.05%
• 1M: 0.45%
• YTD: 1.81%
• 6M: 2.12%
• 1Y: 7.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JFLX

• 1D: -0.06%
• 1M: 0.87%
• YTD: 1.82%
• 6M: 2.04%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ILS vs. JFLX - Yearly Performance Comparison

	2026 (YTD)	2025
ILS Brookmont Catastrophic Bond ETF	1.81%	1.76%
JFLX JPMorgan Flexible Debt ETF	1.82%	1.26%

Correlation

The correlation between ILS and JFLX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025	0.06

Return for Risk

ILS vs. JFLX — Risk / Return Rank

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

ILS

ILS Risk / Return Rank: 93
ILS Sharpe Ratio Rank: 84
ILS Sortino Ratio Rank: 92
ILS Omega Ratio Rank: 92
ILS Calmar Ratio Rank: 98
ILS Martin Ratio Rank: 97

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.

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.

	ILS	JFLX	Difference
Sharpe ratio: Return per unit of total volatility	2.79	—	—
Sortino ratio: Return per unit of downside risk	4.56	—	—
Omega ratio: Gain probability vs. loss probability	1.62	—	—
Calmar ratio: Return relative to maximum drawdown	13.93	—	—
Martin ratio: Return relative to average drawdown	46.57	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ILS	JFLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.90	1.79	+0.10

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%
Max Drawdown (1Y) Largest decline over 1 year	-0.55%	—	—
Current Drawdown Current decline from peak	0.00%	-0.14%	+0.14%
Average Drawdown Average peak-to-trough decline	-0.25%	-0.40%	+0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.17%	—	—

Volatility

Volatility by Period

	ILS	JFLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.77%	2.59%	+0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.38%	2.59%	+0.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.38%	2.59%	+0.79%

ILS vs. JFLX - Expense Ratio Comparison

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

Dividends

ILS vs. JFLX - Dividend Comparison

ILS's dividend yield for the trailing twelve months is around 8.09%, more than JFLX's 3.28% yield.

Position	TTM	2025
ILS Brookmont Catastrophic Bond ETF	8.09%	6.06%
JFLX JPMorgan Flexible Debt ETF	3.28%	1.27%

Frequently Asked Questions

Can I hold both ILS and JFLX in my portfolio?

ILS and JFLX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ILS or JFLX?

On fees, JFLX is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ILS or JFLX?

JFLX is cheaper with a 0.45% expense ratio, compared with 1.58% for ILS.

Which ETF pays a higher dividend yield, ILS or JFLX?

ILS has the higher dividend yield at 8.09%, compared with 3.28% for JFLX.

What is the main difference between ILS and JFLX?

They also come from different issuers: Brookmont and JPMorgan. Their fees differ too: 1.58% for ILS and 0.45% for JFLX.